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LeMaitre Vascular, Inc. Common Stock LMAT

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Market datapartial · fetched 2026-10-22T21:15:05.647Z

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 · 2026-10-22T20:00:00.721534271Z

FundamentalsAlpha Vantage · unavailable

Share price$85.33
1D+2.1%
AH$83.45$84.02$84.59$85.15$85.725:30 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$1.73$5.35$8.97$12.59$16.21$67.77$76.42$85.08$93.74$102.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LMAT spot · $85.33LMAT PRICE$2.45$2.12$2.47$2.74$3.13$3.76$4.40$5.05$6.12$7.19$8.26$9.72$11.18$2.46$2.71$3.17$3.69$4.24$4.78$5.83$6.90$7.99$9.33$10.67$12.58$15.17
PutsExpensive2.04×
CallsExpensive1.82×
SkewBearish+2.07 pp
Implied moveBearish±$10.23
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.59104.3%37.2%72.1782.8%18.3%
25Δ98.6564.8%18.1%76.3768.8%13.7%
30Δ94.7658.9%14.0%79.1063.2%11.0%
35Δ91.9252.9%10.9%81.2459.3%9.1%
40Δ89.5148.9%8.6%83.0956.4%7.6%
45Δ87.9849.0%7.5%84.9453.4%6.1%
50Δ86.4649.1%6.5%86.6753.9%5.3%
55Δ84.9249.2%5.4%88.3954.6%4.5%
60Δ83.2850.7%4.8%90.1355.2%3.7%
65Δ81.6352.2%4.1%92.0454.8%3.1%
70Δ79.9853.6%3.4%93.9554.5%2.4%
75Δ77.9854.1%2.8%96.3755.2%1.8%
80Δ75.9954.5%2.2%99.3857.1%1.3%

20Δ

Calls
Pseudo strike
114.59
IV
104.3%
B/E move
37.2%
Puts
Pseudo strike
72.17
IV
82.8%
B/E move
18.3%

25Δ

Calls
Pseudo strike
98.65
IV
64.8%
B/E move
18.1%
Puts
Pseudo strike
76.37
IV
68.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
94.76
IV
58.9%
B/E move
14.0%
Puts
Pseudo strike
79.10
IV
63.2%
B/E move
11.0%

35Δ

Calls
Pseudo strike
91.92
IV
52.9%
B/E move
10.9%
Puts
Pseudo strike
81.24
IV
59.3%
B/E move
9.1%

40Δ

Calls
Pseudo strike
89.51
IV
48.9%
B/E move
8.6%
Puts
Pseudo strike
83.09
IV
56.4%
B/E move
7.6%

45Δ

Calls
Pseudo strike
87.98
IV
49.0%
B/E move
7.5%
Puts
Pseudo strike
84.94
IV
53.4%
B/E move
6.1%

50Δ

Calls
Pseudo strike
86.46
IV
49.1%
B/E move
6.5%
Puts
Pseudo strike
86.67
IV
53.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
84.92
IV
49.2%
B/E move
5.4%
Puts
Pseudo strike
88.39
IV
54.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
83.28
IV
50.7%
B/E move
4.8%
Puts
Pseudo strike
90.13
IV
55.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
81.63
IV
52.2%
B/E move
4.1%
Puts
Pseudo strike
92.04
IV
54.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
79.98
IV
53.6%
B/E move
3.4%
Puts
Pseudo strike
93.95
IV
54.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
77.98
IV
54.1%
B/E move
2.8%
Puts
Pseudo strike
96.37
IV
55.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
75.99
IV
54.5%
B/E move
2.2%
Puts
Pseudo strike
99.38
IV
57.1%
B/E move
1.3%

Options history

No recorded observations