IntraAlpha
Create free account Start free

LeMaitre Vascular, Inc. Common Stock LMAT

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-12T00:58:40.081Z

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 · 2026-11-11T21:00:00.433553966Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:39.719936+00:00

Share price$79.29
1D-0.3%
AH$78.67$78.96$79.26$79.56$79.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLMAT
Sold putSold callAH

LeMaitre Vascular, Inc. Common Stock options

Live interpolated LMAT call and put midpoint premiums by absolute delta.LeMaitre Vascular, Inc. Common Stock$1.17$2.32$3.46$4.61$5.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELMAT PRICE$1.30$1.62$1.93$2.25$2.55$2.81$3.07$3.33$3.60$3.86$4.12$2.45$2.45$2.45$2.45$3.19$3.93$4.68$5.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.66246.8%30.4%
25Δ65.08179.6%21.0%
30Δ83.0750.6%6.4%72.49112.4%11.7%
35Δ82.2252.0%5.7%
40Δ81.3853.4%5.1%
45Δ80.5354.8%4.4%
50Δ79.7754.5%3.8%
55Δ79.1551.4%3.4%
60Δ78.5348.3%2.9%80.7331.6%1.3%
65Δ77.9245.2%2.5%81.6133.8%1.1%
70Δ77.3042.1%2.0%82.4936.0%0.9%
75Δ76.6838.9%1.6%83.3838.1%0.7%
80Δ76.0735.8%1.1%84.2640.3%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.66
IV
246.8%
B/E move
30.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.08
IV
179.6%
B/E move
21.0%

30Δ

Calls
Pseudo strike
83.07
IV
50.6%
B/E move
6.4%
Puts
Pseudo strike
72.49
IV
112.4%
B/E move
11.7%

35Δ

Calls
Pseudo strike
82.22
IV
52.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
81.38
IV
53.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
80.53
IV
54.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
79.77
IV
54.5%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
79.15
IV
51.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
78.53
IV
48.3%
B/E move
2.9%
Puts
Pseudo strike
80.73
IV
31.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
77.92
IV
45.2%
B/E move
2.5%
Puts
Pseudo strike
81.61
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
77.30
IV
42.1%
B/E move
2.0%
Puts
Pseudo strike
82.49
IV
36.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
76.68
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
83.38
IV
38.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
76.07
IV
35.8%
B/E move
1.1%
Puts
Pseudo strike
84.26
IV
40.3%
B/E move
0.6%

Options history

IV · four-Friday blend48.39%
Daily EOD
LMAT42.5%45.6%48.8%2026-10-19: 42.91%2026-10-20: 44.05%2026-10-21: 43.95%2026-10-22: 43.21%2026-10-23: 44.40%2026-10-26: 44.87%2026-10-27: 45.12%2026-10-28: 47.09%2026-10-29: 46.35%2026-10-30: 48.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.91%
44.05%
43.95%
43.21%
44.40%
44.87%
45.12%
47.09%
46.35%
48.39%