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MediWound Ltd. Ordinary Shares MDWD

i

Market datapartial · fetched 2026-11-12T00:56:49.750Z

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 · 2026-11-11T21:00:00.278250998Z

FundamentalsAlpha Vantage · unavailable

Share price$13.82
1D-1.1%
AH$13.66$13.77$13.89$14.01$14.125:30 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$1.14$1.43$1.72$2.01$2.30$-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 —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMDWD PRICE$1.18$1.18$1.81$1.92$2.03$2.15$1.18$1.18$1.21$1.26$1.28$1.29$1.35$1.47$1.59$1.72$1.88$2.05$2.21
PutsExpensive1.28×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.08363.6%35.6%
25Δ11.27290.3%27.0%
30Δ12.17241.2%20.7%
35Δ18.29292.0%40.8%12.85207.7%16.2%
40Δ16.39237.8%27.1%13.33180.5%12.8%
45Δ13.76155.2%9.8%
50Δ14.13137.5%7.5%
55Δ14.43129.2%6.2%
60Δ14.74120.9%4.9%
65Δ12.97160.6%7.0%15.03112.8%3.7%
70Δ12.65147.7%5.4%15.30106.4%3.0%
75Δ12.33134.8%3.9%15.5699.9%2.2%
80Δ12.01121.9%2.4%15.8293.5%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
363.6%
B/E move
35.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.27
IV
290.3%
B/E move
27.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.17
IV
241.2%
B/E move
20.7%

35Δ

Calls
Pseudo strike
18.29
IV
292.0%
B/E move
40.8%
Puts
Pseudo strike
12.85
IV
207.7%
B/E move
16.2%

40Δ

Calls
Pseudo strike
16.39
IV
237.8%
B/E move
27.1%
Puts
Pseudo strike
13.33
IV
180.5%
B/E move
12.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.76
IV
155.2%
B/E move
9.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.13
IV
137.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.43
IV
129.2%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.74
IV
120.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
12.97
IV
160.6%
B/E move
7.0%
Puts
Pseudo strike
15.03
IV
112.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
12.65
IV
147.7%
B/E move
5.4%
Puts
Pseudo strike
15.30
IV
106.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.33
IV
134.8%
B/E move
3.9%
Puts
Pseudo strike
15.56
IV
99.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
12.01
IV
121.9%
B/E move
2.4%
Puts
Pseudo strike
15.82
IV
93.5%
B/E move
1.5%

Options history

IV · four-Friday blend72.46%
Daily EOD
MDWD63.5%71.4%79.3%2026-10-19: 65.82%2026-10-20: 74.56%2026-10-21: 76.04%2026-10-22: 74.17%2026-10-23: 78.18%2026-10-26: 66.64%2026-10-27: 76.04%2026-10-28: 66.33%2026-10-29: 64.55%2026-10-30: 72.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.82%
74.56%
76.04%
74.17%
78.18%
66.64%
76.04%
66.33%
64.55%
72.46%