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InMode Ltd. Ordinary Shares INMD

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Market datapartial · fetched 2026-10-22T14:52:29.203Z

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 · 2026-10-22T14:52:14.040755455Z

FundamentalsAlpha Vantage · unavailable

Share price$14.09
1D+0.2%
$14.02$14.04$14.06$14.08$14.105:30 AM6:30 AM9:00 AM1:00 PMINMD
Sold putSold call

InMode Ltd. Ordinary Shares options

Live interpolated INMD call and put midpoint premiums by absolute delta.InMode Ltd. Ordinary Shares$0.10$0.79$1.48$2.18$2.87$12.32$13.39$14.45$15.52$16.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INMD spot · $14.09INMD PRICE$0.36$0.42$0.49$0.55$0.62$0.98$1.38$1.78$2.23$2.67$0.17$0.25$0.34$0.42$0.50$0.58$0.63$0.68$0.73$0.78$0.83$0.88$0.93
PutsExpensive1.53×
CallsExpensive2.52×
SkewBullish-18.46 pp
Implied moveBearish±$1.18
TiltBullish19.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.0535.4%8.6%
25Δ13.2536.5%7.8%
30Δ13.4437.5%7.0%
35Δ14.8940.5%8.2%13.6338.5%6.2%
40Δ14.6739.3%7.2%13.8339.5%5.4%
45Δ14.4638.1%6.1%14.0140.2%4.6%
50Δ14.2436.8%5.0%14.1437.8%4.0%
55Δ14.0335.6%4.0%14.2835.4%3.5%
60Δ13.6946.7%4.1%14.4132.9%2.9%
65Δ13.3359.7%4.4%14.5430.5%2.3%
70Δ12.9672.0%4.7%14.6728.1%1.7%
75Δ12.4175.8%3.9%14.8125.7%1.1%
80Δ11.8579.6%3.1%14.9423.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.05
IV
35.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.25
IV
36.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.44
IV
37.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
14.89
IV
40.5%
B/E move
8.2%
Puts
Pseudo strike
13.63
IV
38.5%
B/E move
6.2%

40Δ

Calls
Pseudo strike
14.67
IV
39.3%
B/E move
7.2%
Puts
Pseudo strike
13.83
IV
39.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
14.46
IV
38.1%
B/E move
6.1%
Puts
Pseudo strike
14.01
IV
40.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
14.24
IV
36.8%
B/E move
5.0%
Puts
Pseudo strike
14.14
IV
37.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
14.03
IV
35.6%
B/E move
4.0%
Puts
Pseudo strike
14.28
IV
35.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
13.69
IV
46.7%
B/E move
4.1%
Puts
Pseudo strike
14.41
IV
32.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
13.33
IV
59.7%
B/E move
4.4%
Puts
Pseudo strike
14.54
IV
30.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.96
IV
72.0%
B/E move
4.7%
Puts
Pseudo strike
14.67
IV
28.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
12.41
IV
75.8%
B/E move
3.9%
Puts
Pseudo strike
14.81
IV
25.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
11.85
IV
79.6%
B/E move
3.1%
Puts
Pseudo strike
14.94
IV
23.3%
B/E move
0.5%

Options history

No recorded observations