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MiMedx Group Inc MDXG

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T14:52:46.519Z

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 · 2026-10-22T14:52:37.779122652Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:52:46.011598+00:00

Share price$3.97
1D+6.0%
$3.72$3.79$3.85$3.92$3.985:30 AM6:30 AM9:00 AM1:00 PMMDXG
Sold putSold call

MiMedx Group Inc options

Live interpolated MDXG call and put midpoint premiums by absolute delta.MiMedx Group Inc$0.00$0.99$1.98$2.97$3.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMDXG PRICE$0.10$3.68$2.79$1.91
PutsExpensive3.44×
CallsExpensive1.50×
SkewBearish+140.83 pp
Implied move——
TiltBearish97.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.1087.2%31.1%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ7.02296.7%15.7%
65Δ6.30228.0%11.4%
70Δ5.59159.3%7.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
5.10
IV
87.2%
B/E move
31.1%
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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.02
IV
296.7%
B/E move
15.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.30
IV
228.0%
B/E move
11.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
159.3%
B/E move
7.1%

75Δ

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

80Δ

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

Options history

No recorded observations