IntraAlpha
Create free account Start free

Pediatrix Medical Group, Inc. MD

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-11T17:49:09.969Z

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 · 2026-11-11T17:48:05.323006626Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T17:49:09.485038+00:00

Share price$30.82
1D-0.2%
$30.19$30.51$30.83$31.14$31.465:30 AM6:30 AM9:00 AM1:00 PMMD
Sold putSold call

Pediatrix Medical Group, Inc. options

Live interpolated MD call and put midpoint premiums by absolute delta.Pediatrix Medical Group, Inc.$0.23$2.05$3.86$5.68$7.50$26.62$28.82$31.02$33.22$35.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MD spot · $30.82MD PRICE$0.43$0.57$0.72$0.87$1.02$1.17$1.32$1.47$1.62$2.38$3.91$5.44$6.97$0.48$0.49$0.50$0.61$0.95$1.29$1.63$1.98$2.32$2.66$3.00$3.34$3.68
PutsCheap0.86×
CallsExpensive1.17×
SkewBullish-17.57 pp
Implied moveBearish±$2.95
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1162.4%12.1%26.67103.1%15.0%
25Δ33.6362.6%11.0%27.9181.4%11.0%
30Δ33.1562.9%9.9%29.1659.7%7.0%
35Δ32.6763.1%8.8%30.1545.6%4.2%
40Δ32.1963.4%7.8%30.5947.2%3.8%
45Δ31.7163.7%6.7%31.0448.8%3.5%
50Δ31.2363.9%5.6%31.4950.4%3.1%
55Δ30.7564.2%4.5%31.9452.0%2.8%
60Δ30.2764.4%3.5%32.3953.5%2.4%
65Δ29.2874.4%2.7%32.8455.1%2.1%
70Δ27.6696.4%2.4%33.2956.7%1.7%
75Δ26.04118.4%2.1%33.7458.3%1.4%
80Δ24.42140.4%1.9%34.1859.9%1.0%

20Δ

Calls
Pseudo strike
34.11
IV
62.4%
B/E move
12.1%
Puts
Pseudo strike
26.67
IV
103.1%
B/E move
15.0%

25Δ

Calls
Pseudo strike
33.63
IV
62.6%
B/E move
11.0%
Puts
Pseudo strike
27.91
IV
81.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
33.15
IV
62.9%
B/E move
9.9%
Puts
Pseudo strike
29.16
IV
59.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
32.67
IV
63.1%
B/E move
8.8%
Puts
Pseudo strike
30.15
IV
45.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
32.19
IV
63.4%
B/E move
7.8%
Puts
Pseudo strike
30.59
IV
47.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
31.71
IV
63.7%
B/E move
6.7%
Puts
Pseudo strike
31.04
IV
48.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
31.23
IV
63.9%
B/E move
5.6%
Puts
Pseudo strike
31.49
IV
50.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
30.75
IV
64.2%
B/E move
4.5%
Puts
Pseudo strike
31.94
IV
52.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
30.27
IV
64.4%
B/E move
3.5%
Puts
Pseudo strike
32.39
IV
53.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
29.28
IV
74.4%
B/E move
2.7%
Puts
Pseudo strike
32.84
IV
55.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
27.66
IV
96.4%
B/E move
2.4%
Puts
Pseudo strike
33.29
IV
56.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
26.04
IV
118.4%
B/E move
2.1%
Puts
Pseudo strike
33.74
IV
58.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
24.42
IV
140.4%
B/E move
1.9%
Puts
Pseudo strike
34.18
IV
59.9%
B/E move
1.0%

Options history

IV · four-Friday blend44.61%
Daily EOD
MD43.2%53.6%64.0%2026-10-19: 52.44%2026-10-20: 54.09%2026-10-21: 53.77%2026-10-22: 56.47%2026-10-23: 51.10%2026-10-26: 53.61%2026-10-27: 56.62%2026-10-28: 62.61%2026-10-29: 46.14%2026-10-30: 44.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.44%
54.09%
53.77%
56.47%
51.10%
53.61%
56.62%
62.61%
46.14%
44.61%