MiMedx Group Inc MDXG
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-23T03:50:43.697Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:02.941648966Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:50:41.710372+00:00
Share price$3.93
1D+5.1%
Sold putSold callAH
MiMedx Group Inc options
PutsExpensive3.17×
CallsExpensive1.73×
SkewBearish+91.94 pp
Implied move——
TiltBearish96.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.42 | 103.0% | 67.2% | 3.74 | 141.2% | 33.9% |
| 25Δ | 5.84 | 98.5% | 53.4% | 4.30 | 159.2% | 31.9% |
| 30Δ | 5.26 | 94.1% | 39.6% | 4.85 | 177.2% | 29.9% |
| 35Δ | 5.41 | 195.2% | 27.9% | |||
| 40Δ | 5.96 | 213.2% | 26.0% | |||
| 45Δ | 6.51 | 231.2% | 24.0% | |||
| 50Δ | 7.07 | 249.2% | 22.0% | |||
| 55Δ | 7.36 | 252.8% | 19.5% | |||
| 60Δ | 6.73 | 205.7% | 15.2% | |||
| 65Δ | 6.11 | 158.6% | 10.9% | |||
| 70Δ | 5.48 | 111.6% | 6.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 6.42
- IV
- 103.0%
- B/E move
- 67.2%
- Pseudo strike
- 3.74
- IV
- 141.2%
- B/E move
- 33.9%
25Δ
- Pseudo strike
- 5.84
- IV
- 98.5%
- B/E move
- 53.4%
- Pseudo strike
- 4.30
- IV
- 159.2%
- B/E move
- 31.9%
30Δ
- Pseudo strike
- 5.26
- IV
- 94.1%
- B/E move
- 39.6%
- Pseudo strike
- 4.85
- IV
- 177.2%
- B/E move
- 29.9%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.41
- IV
- 195.2%
- B/E move
- 27.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.96
- IV
- 213.2%
- B/E move
- 26.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.51
- IV
- 231.2%
- B/E move
- 24.0%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.07
- IV
- 249.2%
- B/E move
- 22.0%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.36
- IV
- 252.8%
- B/E move
- 19.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.73
- IV
- 205.7%
- B/E move
- 15.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.11
- IV
- 158.6%
- B/E move
- 10.9%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.48
- IV
- 111.6%
- B/E move
- 6.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations