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Orthopediatrics Corp KIDS

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T18:31:36.715Z

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 · 2026-10-22T18:24:15.711685287Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:30:50.381783+00:00

Share price$24.57
1D+2.9%
$23.79$24.07$24.35$24.63$24.915:30 AM6:30 AM9:00 AM1:00 PMKIDS
Sold putSold call

Orthopediatrics Corp options

Live interpolated KIDS call and put midpoint premiums by absolute delta.Orthopediatrics Corp$0.30$1.54$2.79$4.03$5.28$19.69$22.09$24.48$26.88$29.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIDS spot · $24.57KIDS PRICE$0.43$0.57$0.71$0.85$0.98$1.12$1.32$1.70$2.08$2.46$2.84$0.84$1.07$1.29$1.51$1.73$2.24$2.78$3.31$3.85$4.38$4.92
PutsExpensive1.50×
CallsExpensive1.18×
SkewBearish+2.55 pp
Implied moveBearish±$3.05
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8753.5%19.2%
25Δ28.2052.9%17.1%
30Δ27.5252.3%14.9%22.9456.2%10.1%
35Δ26.8551.8%12.7%23.4556.2%8.9%
40Δ26.1851.2%10.6%23.9556.3%7.8%
45Δ25.5150.6%8.4%24.4656.3%6.6%
50Δ24.8750.9%6.6%24.9656.4%5.5%
55Δ24.3454.2%6.0%25.6456.7%4.8%
60Δ23.8057.4%5.3%26.3357.1%4.1%
65Δ23.2660.7%4.7%27.0357.5%3.5%
70Δ22.7363.9%4.1%27.7357.9%2.8%
75Δ28.4258.2%2.2%
80Δ29.1258.6%1.5%

20Δ

Calls
Pseudo strike
28.87
IV
53.5%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
28.20
IV
52.9%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
27.52
IV
52.3%
B/E move
14.9%
Puts
Pseudo strike
22.94
IV
56.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
26.85
IV
51.8%
B/E move
12.7%
Puts
Pseudo strike
23.45
IV
56.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
26.18
IV
51.2%
B/E move
10.6%
Puts
Pseudo strike
23.95
IV
56.3%
B/E move
7.8%

45Δ

Calls
Pseudo strike
25.51
IV
50.6%
B/E move
8.4%
Puts
Pseudo strike
24.46
IV
56.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
24.87
IV
50.9%
B/E move
6.6%
Puts
Pseudo strike
24.96
IV
56.4%
B/E move
5.5%

55Δ

Calls
Pseudo strike
24.34
IV
54.2%
B/E move
6.0%
Puts
Pseudo strike
25.64
IV
56.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
23.80
IV
57.4%
B/E move
5.3%
Puts
Pseudo strike
26.33
IV
57.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
23.26
IV
60.7%
B/E move
4.7%
Puts
Pseudo strike
27.03
IV
57.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
22.73
IV
63.9%
B/E move
4.1%
Puts
Pseudo strike
27.73
IV
57.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.42
IV
58.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.12
IV
58.6%
B/E move
1.5%

Options history

No recorded observations