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EDAP TMS S.A. FOCL

HEALTHCARE · MEDICAL DISTRIBUTION
i

Market dataready · fetched 2026-10-22T21:10:59.192Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.478342597Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:57.764175+00:00

Share price$4.15
1D-2.4%
AH$4.13$4.17$4.21$4.25$4.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOCL
Sold putSold callAH

EDAP TMS S.A. options

Live interpolated FOCL call and put midpoint premiums by absolute delta.EDAP TMS S.A.$0.06$0.58$1.09$1.60$2.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFOCL PRICE$0.12$0.14$0.28$0.50$0.72$0.94$1.13$1.27$1.41$1.55$1.69$1.83$1.97$0.47$0.65$0.83$1.01$1.19$1.37
PutsExpensive2.11×
CallsExpensive2.96×
SkewBullish-92.94 pp
Implied move——
TiltBullish41.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.08112.4%49.2%3.01211.2%38.9%
25Δ5.3094.7%31.1%3.34211.8%35.3%
30Δ5.72140.5%44.7%3.67212.4%31.6%
35Δ6.90226.7%78.3%4.01213.0%27.9%
40Δ8.08312.9%112.0%4.34213.6%24.2%
45Δ9.26399.1%145.6%4.67214.3%20.5%
50Δ9.62445.9%159.0%
55Δ8.60425.3%137.7%
60Δ7.57404.6%116.4%
65Δ6.55383.9%95.0%
70Δ5.52363.3%73.7%
75Δ4.50342.6%52.4%
80Δ3.47321.9%31.0%

20Δ

Calls
Pseudo strike
6.08
IV
112.4%
B/E move
49.2%
Puts
Pseudo strike
3.01
IV
211.2%
B/E move
38.9%

25Δ

Calls
Pseudo strike
5.30
IV
94.7%
B/E move
31.1%
Puts
Pseudo strike
3.34
IV
211.8%
B/E move
35.3%

30Δ

Calls
Pseudo strike
5.72
IV
140.5%
B/E move
44.7%
Puts
Pseudo strike
3.67
IV
212.4%
B/E move
31.6%

35Δ

Calls
Pseudo strike
6.90
IV
226.7%
B/E move
78.3%
Puts
Pseudo strike
4.01
IV
213.0%
B/E move
27.9%

40Δ

Calls
Pseudo strike
8.08
IV
312.9%
B/E move
112.0%
Puts
Pseudo strike
4.34
IV
213.6%
B/E move
24.2%

45Δ

Calls
Pseudo strike
9.26
IV
399.1%
B/E move
145.6%
Puts
Pseudo strike
4.67
IV
214.3%
B/E move
20.5%

50Δ

Calls
Pseudo strike
9.62
IV
445.9%
B/E move
159.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.60
IV
425.3%
B/E move
137.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.57
IV
404.6%
B/E move
116.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.55
IV
383.9%
B/E move
95.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.52
IV
363.3%
B/E move
73.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.50
IV
342.6%
B/E move
52.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.47
IV
321.9%
B/E move
31.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations