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Medifast, Inc. MED

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Market datapartial · fetched 2026-10-23T23:14:11.823Z

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 · 2026-10-23T23:00:00.001899994Z

FundamentalsAlpha Vantage · unavailable

Share price$11.87
1D-1.3%
AH$11.64$11.74$11.85$11.95$12.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMED
Sold putSold callAH

Medifast, Inc. options

Live interpolated MED call and put midpoint premiums by absolute delta.Medifast, Inc.$0.18$2.05$3.93$5.81$7.68$8.18$9.81$11.44$13.07$14.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MED spot · $11.87MED PRICE$0.38$0.38$0.39$0.40$0.45$0.61$0.76$0.92$1.08$1.24$1.40$1.55$1.71$0.46$0.50$0.55$0.60$0.64$0.69$0.73$0.78$0.83$0.87$2.87$5.01$7.14
PutsExpensive2.65×
CallsExpensive1.78×
SkewBearish+26.39 pp
Implied moveBullish±$1.50
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.80139.8%61.6%8.32148.8%33.8%
25Δ17.09115.1%47.2%8.78136.7%30.3%
30Δ15.3890.4%32.9%9.24124.6%26.8%
35Δ13.6865.7%18.6%9.70112.6%23.3%
40Δ12.4248.9%8.4%10.16100.5%19.8%
45Δ12.1849.4%7.7%10.6288.4%16.3%
50Δ11.9350.0%6.9%11.0976.3%12.8%
55Δ11.6850.6%6.2%11.5564.2%9.3%
60Δ11.4451.1%5.5%12.0152.1%5.8%
65Δ11.1951.7%4.7%12.4740.0%2.3%
70Δ10.9452.2%4.0%14.5163.7%1.9%
75Δ10.7052.8%3.2%16.6690.0%1.8%
80Δ10.4553.4%2.5%18.82116.3%1.7%

20Δ

Calls
Pseudo strike
18.80
IV
139.8%
B/E move
61.6%
Puts
Pseudo strike
8.32
IV
148.8%
B/E move
33.8%

25Δ

Calls
Pseudo strike
17.09
IV
115.1%
B/E move
47.2%
Puts
Pseudo strike
8.78
IV
136.7%
B/E move
30.3%

30Δ

Calls
Pseudo strike
15.38
IV
90.4%
B/E move
32.9%
Puts
Pseudo strike
9.24
IV
124.6%
B/E move
26.8%

35Δ

Calls
Pseudo strike
13.68
IV
65.7%
B/E move
18.6%
Puts
Pseudo strike
9.70
IV
112.6%
B/E move
23.3%

40Δ

Calls
Pseudo strike
12.42
IV
48.9%
B/E move
8.4%
Puts
Pseudo strike
10.16
IV
100.5%
B/E move
19.8%

45Δ

Calls
Pseudo strike
12.18
IV
49.4%
B/E move
7.7%
Puts
Pseudo strike
10.62
IV
88.4%
B/E move
16.3%

50Δ

Calls
Pseudo strike
11.93
IV
50.0%
B/E move
6.9%
Puts
Pseudo strike
11.09
IV
76.3%
B/E move
12.8%

55Δ

Calls
Pseudo strike
11.68
IV
50.6%
B/E move
6.2%
Puts
Pseudo strike
11.55
IV
64.2%
B/E move
9.3%

60Δ

Calls
Pseudo strike
11.44
IV
51.1%
B/E move
5.5%
Puts
Pseudo strike
12.01
IV
52.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
11.19
IV
51.7%
B/E move
4.7%
Puts
Pseudo strike
12.47
IV
40.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
10.94
IV
52.2%
B/E move
4.0%
Puts
Pseudo strike
14.51
IV
63.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
10.70
IV
52.8%
B/E move
3.2%
Puts
Pseudo strike
16.66
IV
90.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
10.45
IV
53.4%
B/E move
2.5%
Puts
Pseudo strike
18.82
IV
116.3%
B/E move
1.7%

Options history

No recorded observations