Mednax Inc MD
HEALTHCARE · MEDICAL CARE FACILITIESi
Market dataready · fetched 2026-10-22T16:54:42.303Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:53:56.285536194Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:46:17.745824+00:00
Share price$29.08
1D+3.5%
Sold putSold call
Mednax Inc options
PutsExpensive2.77×
CallsExpensive1.46×
SkewBearish+26.12 pp
Implied move——
TiltBearish85.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.10 | 55.5% | 18.9% | 25.13 | 70.8% | 16.1% |
| 25Δ | 33.27 | 54.2% | 16.6% | 25.90 | 70.9% | 14.6% |
| 30Δ | 32.44 | 52.9% | 14.3% | 26.68 | 71.0% | 13.0% |
| 35Δ | 31.61 | 51.7% | 12.0% | 27.45 | 71.1% | 11.5% |
| 40Δ | 30.78 | 50.4% | 9.7% | 28.22 | 71.2% | 10.0% |
| 45Δ | 28.99 | 71.3% | 8.5% | |||
| 50Δ | 29.76 | 71.4% | 6.9% | |||
| 55Δ | 30.85 | 74.7% | 6.0% | |||
| 60Δ | 32.07 | 79.4% | 5.3% | |||
| 65Δ | 33.29 | 84.2% | 4.5% | |||
| 70Δ | 34.51 | 89.0% | 3.8% | |||
| 75Δ | 36.64 | 96.6% | 3.1% | |||
| 80Δ | 39.39 | 106.2% | 2.5% | |||
20Δ
- Pseudo strike
- 34.10
- IV
- 55.5%
- B/E move
- 18.9%
- Pseudo strike
- 25.13
- IV
- 70.8%
- B/E move
- 16.1%
25Δ
- Pseudo strike
- 33.27
- IV
- 54.2%
- B/E move
- 16.6%
- Pseudo strike
- 25.90
- IV
- 70.9%
- B/E move
- 14.6%
30Δ
- Pseudo strike
- 32.44
- IV
- 52.9%
- B/E move
- 14.3%
- Pseudo strike
- 26.68
- IV
- 71.0%
- B/E move
- 13.0%
35Δ
- Pseudo strike
- 31.61
- IV
- 51.7%
- B/E move
- 12.0%
- Pseudo strike
- 27.45
- IV
- 71.1%
- B/E move
- 11.5%
40Δ
- Pseudo strike
- 30.78
- IV
- 50.4%
- B/E move
- 9.7%
- Pseudo strike
- 28.22
- IV
- 71.2%
- B/E move
- 10.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.99
- IV
- 71.3%
- B/E move
- 8.5%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.76
- IV
- 71.4%
- B/E move
- 6.9%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.85
- IV
- 74.7%
- B/E move
- 6.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.07
- IV
- 79.4%
- B/E move
- 5.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 33.29
- IV
- 84.2%
- B/E move
- 4.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.51
- IV
- 89.0%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 36.64
- IV
- 96.6%
- B/E move
- 3.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.39
- IV
- 106.2%
- B/E move
- 2.5%
Options history
No recorded observations