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OrthoPediatrics Corp. Common Stock KIDS

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Market datapartial · fetched 2026-10-22T17:55:35.023Z

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 · 2026-10-22T17:47:59.370645241Z

FundamentalsAlpha Vantage · unavailable

Share price$24.45
1D+2.4%
$23.79$24.07$24.35$24.63$24.915:30 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$0.32$1.46$2.60$3.73$4.87$19.75$22.18$24.60$27.02$29.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIDS spot · $24.45KIDS PRICE$0.45$0.59$0.74$0.88$1.02$1.17$1.41$1.79$2.16$2.54$2.92$3.68$4.50$0.49$0.60$0.81$1.03$1.25$1.47$1.69$2.09$2.58$3.07$3.56$4.05$4.54
PutsExpensive1.43×
CallsExpensive1.27×
SkewBullish-4.29 pp
Implied moveBearish±$3.10
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7353.5%19.3%21.3960.4%14.5%
25Δ28.0653.4%17.2%22.3354.7%11.1%
30Δ27.3953.3%15.0%22.8953.8%9.7%
35Δ26.7353.3%12.9%23.3854.1%8.6%
40Δ26.0653.2%10.8%23.8654.4%7.5%
45Δ25.3953.2%8.6%24.3454.7%6.5%
50Δ24.7754.5%7.1%24.8255.0%5.4%
55Δ24.2257.7%6.4%25.4154.8%4.6%
60Δ23.6861.0%5.7%26.0554.3%4.0%
65Δ23.1364.2%5.0%26.6953.7%3.4%
70Δ22.5867.4%4.3%27.3353.2%2.8%
75Δ21.6568.9%3.6%27.9852.7%2.1%
80Δ20.6570.2%2.9%28.6252.2%1.5%

20Δ

Calls
Pseudo strike
28.73
IV
53.5%
B/E move
19.3%
Puts
Pseudo strike
21.39
IV
60.4%
B/E move
14.5%

25Δ

Calls
Pseudo strike
28.06
IV
53.4%
B/E move
17.2%
Puts
Pseudo strike
22.33
IV
54.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
27.39
IV
53.3%
B/E move
15.0%
Puts
Pseudo strike
22.89
IV
53.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
26.73
IV
53.3%
B/E move
12.9%
Puts
Pseudo strike
23.38
IV
54.1%
B/E move
8.6%

40Δ

Calls
Pseudo strike
26.06
IV
53.2%
B/E move
10.8%
Puts
Pseudo strike
23.86
IV
54.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
25.39
IV
53.2%
B/E move
8.6%
Puts
Pseudo strike
24.34
IV
54.7%
B/E move
6.5%

50Δ

Calls
Pseudo strike
24.77
IV
54.5%
B/E move
7.1%
Puts
Pseudo strike
24.82
IV
55.0%
B/E move
5.4%

55Δ

Calls
Pseudo strike
24.22
IV
57.7%
B/E move
6.4%
Puts
Pseudo strike
25.41
IV
54.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
23.68
IV
61.0%
B/E move
5.7%
Puts
Pseudo strike
26.05
IV
54.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
23.13
IV
64.2%
B/E move
5.0%
Puts
Pseudo strike
26.69
IV
53.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
22.58
IV
67.4%
B/E move
4.3%
Puts
Pseudo strike
27.33
IV
53.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
21.65
IV
68.9%
B/E move
3.6%
Puts
Pseudo strike
27.98
IV
52.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
20.65
IV
70.2%
B/E move
2.9%
Puts
Pseudo strike
28.62
IV
52.2%
B/E move
1.5%

Options history

No recorded observations