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OrthoPediatrics Corp. Common Stock KIDS

i

Market dataready · fetched 2026-11-12T15:57:44.970Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:35:45.971169864Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:57:44.326752+00:00

Share price$33.27
1D-1.4%
$32.60$32.93$33.25$33.58$33.905:30 AM6:30 AM9:00 AM1:00 PMKIDS
Sold putSold call

OrthoPediatrics Corp. Common Stock options

Live interpolated KIDS call and put midpoint premiums by absolute delta.OrthoPediatrics Corp. Common Stock$2.37$3.14$3.92$4.70$5.48$23.01$26.74$30.47$34.21$37.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KIDS spot · $33.27KIDS PRICE$2.45$2.45$2.45$2.51$2.60$2.69$2.78$2.86$2.95$3.04$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$3.24$4.25$5.25
PutsExpensive3.16×
Calls——
Skew——
Implied moveBalanced±$4.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.70338.5%33.1%
25Δ26.00304.1%29.2%
30Δ27.10275.7%25.9%
35Δ41.75255.3%32.8%28.20247.3%22.6%
40Δ38.26208.6%22.4%29.29218.9%19.3%
45Δ35.72169.5%14.7%30.39190.5%16.0%
50Δ34.64150.0%11.7%31.48162.1%12.7%
55Δ34.14138.1%10.4%32.58133.7%9.4%
60Δ33.64126.2%9.2%33.68105.3%6.1%
65Δ33.14114.4%7.9%34.7776.9%2.8%
70Δ32.64102.5%6.7%35.8875.7%1.9%
75Δ32.1490.6%5.5%37.0081.6%1.6%
80Δ31.6478.8%4.2%38.1187.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.70
IV
338.5%
B/E move
33.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.00
IV
304.1%
B/E move
29.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.10
IV
275.7%
B/E move
25.9%

35Δ

Calls
Pseudo strike
41.75
IV
255.3%
B/E move
32.8%
Puts
Pseudo strike
28.20
IV
247.3%
B/E move
22.6%

40Δ

Calls
Pseudo strike
38.26
IV
208.6%
B/E move
22.4%
Puts
Pseudo strike
29.29
IV
218.9%
B/E move
19.3%

45Δ

Calls
Pseudo strike
35.72
IV
169.5%
B/E move
14.7%
Puts
Pseudo strike
30.39
IV
190.5%
B/E move
16.0%

50Δ

Calls
Pseudo strike
34.64
IV
150.0%
B/E move
11.7%
Puts
Pseudo strike
31.48
IV
162.1%
B/E move
12.7%

55Δ

Calls
Pseudo strike
34.14
IV
138.1%
B/E move
10.4%
Puts
Pseudo strike
32.58
IV
133.7%
B/E move
9.4%

60Δ

Calls
Pseudo strike
33.64
IV
126.2%
B/E move
9.2%
Puts
Pseudo strike
33.68
IV
105.3%
B/E move
6.1%

65Δ

Calls
Pseudo strike
33.14
IV
114.4%
B/E move
7.9%
Puts
Pseudo strike
34.77
IV
76.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
32.64
IV
102.5%
B/E move
6.7%
Puts
Pseudo strike
35.88
IV
75.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
32.14
IV
90.6%
B/E move
5.5%
Puts
Pseudo strike
37.00
IV
81.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
31.64
IV
78.8%
B/E move
4.2%
Puts
Pseudo strike
38.11
IV
87.5%
B/E move
1.2%

Options history

IV · four-Friday blend58.39%
Daily EOD
KIDS57.1%66.2%75.2%2026-10-19: 61.51%2026-10-20: 65.01%2026-10-21: 68.02%2026-10-22: 64.93%2026-10-23: 64.81%2026-10-26: 69.15%2026-10-27: 73.97%2026-10-29: 58.39%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
61.51%
65.01%
68.02%
64.93%
64.81%
69.15%
73.97%
58.39%