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OrthoPediatrics Corp. Common Stock KIDS

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Market datapartial · fetched 2026-10-22T22:56:34.013Z

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 · 2026-10-22T20:00:04.911763794Z

FundamentalsAlpha Vantage · unavailable

Share price$24.71
1D+3.5%
AH$23.79$24.07$24.35$24.63$24.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKIDS
Sold putSold callAH

OrthoPediatrics Corp. Common Stock options

Live interpolated KIDS call and put midpoint premiums by absolute delta.OrthoPediatrics Corp. Common Stock$0.82$1.98$3.14$4.30$5.46$16.36$20.75$25.14$29.53$33.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIDS spot · $24.71KIDS PRICE$0.94$1.43$1.91$2.40$2.45$2.45$2.45$2.46$2.53$2.59$2.65$2.71$3.02$2.45$2.45$2.45$2.33$2.06$1.79$1.62$2.20$2.79$3.37$3.96$4.54$5.13
PutsExpensive2.51×
CallsExpensive2.33×
SkewBullish-12.37 pp
Implied moveBullish±$4.07
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.6299.3%31.8%17.75225.6%38.1%
25Δ32.70128.9%38.1%20.04178.9%28.8%
30Δ33.79158.5%44.5%21.63148.7%22.4%
35Δ34.88188.1%50.9%22.84121.3%17.0%
40Δ32.58167.2%41.8%23.5997.2%12.9%
45Δ29.85140.1%30.7%24.3473.1%8.7%
50Δ27.12112.9%19.7%25.0851.9%5.0%
55Δ24.8889.8%10.7%25.8153.6%4.4%
60Δ24.3680.9%8.8%26.5555.3%3.8%
65Δ23.8472.1%7.0%27.2857.0%3.3%
70Δ23.3263.2%5.1%28.0158.7%2.7%
75Δ22.7954.3%3.2%28.7460.4%2.1%
80Δ22.1849.3%2.0%29.4762.1%1.5%

20Δ

Calls
Pseudo strike
31.62
IV
99.3%
B/E move
31.8%
Puts
Pseudo strike
17.75
IV
225.6%
B/E move
38.1%

25Δ

Calls
Pseudo strike
32.70
IV
128.9%
B/E move
38.1%
Puts
Pseudo strike
20.04
IV
178.9%
B/E move
28.8%

30Δ

Calls
Pseudo strike
33.79
IV
158.5%
B/E move
44.5%
Puts
Pseudo strike
21.63
IV
148.7%
B/E move
22.4%

35Δ

Calls
Pseudo strike
34.88
IV
188.1%
B/E move
50.9%
Puts
Pseudo strike
22.84
IV
121.3%
B/E move
17.0%

40Δ

Calls
Pseudo strike
32.58
IV
167.2%
B/E move
41.8%
Puts
Pseudo strike
23.59
IV
97.2%
B/E move
12.9%

45Δ

Calls
Pseudo strike
29.85
IV
140.1%
B/E move
30.7%
Puts
Pseudo strike
24.34
IV
73.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
27.12
IV
112.9%
B/E move
19.7%
Puts
Pseudo strike
25.08
IV
51.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
24.88
IV
89.8%
B/E move
10.7%
Puts
Pseudo strike
25.81
IV
53.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
24.36
IV
80.9%
B/E move
8.8%
Puts
Pseudo strike
26.55
IV
55.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
23.84
IV
72.1%
B/E move
7.0%
Puts
Pseudo strike
27.28
IV
57.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
23.32
IV
63.2%
B/E move
5.1%
Puts
Pseudo strike
28.01
IV
58.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
22.79
IV
54.3%
B/E move
3.2%
Puts
Pseudo strike
28.74
IV
60.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
22.18
IV
49.3%
B/E move
2.0%
Puts
Pseudo strike
29.47
IV
62.1%
B/E move
1.5%

Options history

No recorded observations