IntraAlpha
Create free account Start free

Medifast, Inc. MED

i

Market dataready · fetched 2026-11-11T15:51:06.864Z

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 · 2026-11-11T15:47:04.498363795Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:51:06.400061+00:00

Share price$13.05
1D-0.3%
$13.03$13.09$13.15$13.21$13.275:30 AM6:30 AM9:00 AM1:00 PMMED
Sold putSold call

Medifast, Inc. options

Live interpolated MED call and put midpoint premiums by absolute delta.Medifast, Inc.$0.09$0.24$0.40$0.55$0.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEMED PRICE$0.16$0.20$0.25$0.29$0.34$0.38$0.43$0.48$0.52$0.57$0.61$0.66$0.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.4950.4%12.3%12.0251.8%8.7%
25Δ14.3249.4%11.3%
30Δ14.1448.5%10.3%
35Δ13.9747.6%9.3%
40Δ13.7946.7%8.3%
45Δ13.6245.7%7.3%
50Δ13.4444.8%6.3%
55Δ13.2743.9%5.3%
60Δ13.0942.9%4.3%
65Δ12.9242.0%3.3%
70Δ12.7441.1%2.3%
75Δ12.5740.1%1.3%
80Δ

20Δ

Calls
Pseudo strike
14.49
IV
50.4%
B/E move
12.3%
Puts
Pseudo strike
12.02
IV
51.8%
B/E move
8.7%

25Δ

Calls
Pseudo strike
14.32
IV
49.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.14
IV
48.5%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.97
IV
47.6%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.79
IV
46.7%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.62
IV
45.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.44
IV
44.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.27
IV
43.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.09
IV
42.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.92
IV
42.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.74
IV
41.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.57
IV
40.1%
B/E move
1.3%
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 blend46.21%
Daily EOD
MED39.8%46.7%53.6%2026-10-19: 52.64%2026-10-20: 45.12%2026-10-21: 40.73%2026-10-22: 44.49%2026-10-27: 45.41%2026-10-28: 47.09%2026-10-29: 46.21%Oct 19Oct 22Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
52.64%
45.12%
40.73%
44.49%
45.41%
47.09%
46.21%