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MiMedx Group, Inc Common Stock MDXG

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Market datapartial · fetched 2026-11-11T15:32:53.130Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:32:26.72097754Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:32:51.924362+00:00

Share price$3.32
1D-0.5%
$3.31$3.32$3.34$3.35$3.365:30 AM6:30 AM9:00 AM1:00 PMMDXG
Sold putSold call

MiMedx Group, Inc Common Stock options

Live interpolated MDXG call and put midpoint premiums by absolute delta.MiMedx Group, Inc Common Stock$0.33$0.58$0.82$1.07$1.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMDXG PRICE$0.36$0.47$0.58$0.69$0.80$0.91$1.02$1.13$1.24
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ4.79172.8%55.4%
40Δ4.52179.5%50.6%
45Δ4.25186.1%45.8%
50Δ3.98192.8%41.1%
55Δ3.72199.5%36.3%
60Δ3.45206.2%31.5%
65Δ3.18212.9%26.7%
70Δ2.91219.5%21.9%
75Δ2.64226.2%17.1%
80Δ

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
IV
B/E move

35Δ

Calls
Pseudo strike
4.79
IV
172.8%
B/E move
55.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.52
IV
179.5%
B/E move
50.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.25
IV
186.1%
B/E move
45.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.98
IV
192.8%
B/E move
41.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.72
IV
199.5%
B/E move
36.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.45
IV
206.2%
B/E move
31.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.18
IV
212.9%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.91
IV
219.5%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.64
IV
226.2%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations