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MediWound Ltd. Ordinary Shares MDWD

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Market datapartial · fetched 2026-10-22T22:05:09.501Z

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 · 2026-10-22T20:00:00.15906245Z

FundamentalsAlpha Vantage · unavailable

Share price$12.18
1D+1.1%
AH$12.03$12.11$12.19$12.26$12.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDWD
Sold putSold callAH

MediWound Ltd. Ordinary Shares options

Live interpolated MDWD call and put midpoint premiums by absolute delta.MediWound Ltd. Ordinary Shares$1.12$1.56$2.00$2.44$2.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMDWD PRICE$1.49$1.60$1.74$1.89$1.95$2.01$1.17$1.26$1.37$1.47$1.57$1.67$1.77$1.87$1.98$2.08$2.76
PutsExpensive2.13×
CallsExpensive2.03×
SkewBearish+1.11 pp
Implied move——
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ10.70143.7%21.7%
35Δ11.32127.6%17.5%
40Δ11.85115.3%14.0%
45Δ12.21106.6%11.8%
50Δ12.5199.4%10.2%
55Δ12.41114.0%14.1%12.8192.2%8.6%
60Δ11.86104.4%10.5%13.1185.0%6.9%
65Δ11.4598.5%8.3%13.4177.7%5.3%
70Δ11.0392.6%6.1%13.7070.5%3.7%
75Δ10.8282.9%4.9%14.0163.4%2.1%
80Δ10.6372.9%3.8%14.7567.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.70
IV
143.7%
B/E move
21.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.32
IV
127.6%
B/E move
17.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.85
IV
115.3%
B/E move
14.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.21
IV
106.6%
B/E move
11.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.51
IV
99.4%
B/E move
10.2%

55Δ

Calls
Pseudo strike
12.41
IV
114.0%
B/E move
14.1%
Puts
Pseudo strike
12.81
IV
92.2%
B/E move
8.6%

60Δ

Calls
Pseudo strike
11.86
IV
104.4%
B/E move
10.5%
Puts
Pseudo strike
13.11
IV
85.0%
B/E move
6.9%

65Δ

Calls
Pseudo strike
11.45
IV
98.5%
B/E move
8.3%
Puts
Pseudo strike
13.41
IV
77.7%
B/E move
5.3%

70Δ

Calls
Pseudo strike
11.03
IV
92.6%
B/E move
6.1%
Puts
Pseudo strike
13.70
IV
70.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
10.82
IV
82.9%
B/E move
4.9%
Puts
Pseudo strike
14.01
IV
63.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
10.63
IV
72.9%
B/E move
3.8%
Puts
Pseudo strike
14.75
IV
67.1%
B/E move
1.6%

Options history

No recorded observations