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Merit Medical Systems, Inc. Common Stock MMSI

i

Market dataready · fetched 2026-11-12T03:00:58.674Z

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 · 2026-11-11T21:26:57.144010891Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:00:58.321480+00:00

Share price$88.07
1D-0.3%
AH$86.46$86.97$87.47$87.98$88.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMSI
Sold putSold callAH

Merit Medical Systems, Inc. Common Stock options

Live interpolated MMSI call and put midpoint premiums by absolute delta.Merit Medical Systems, Inc. Common Stock$0.39$1.65$2.90$4.16$5.41$78.43$84.04$89.65$95.26$100.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MMSI spot · $88.07MMSI PRICE$0.53$0.61$0.68$0.97$1.32$1.67$2.03$2.38$2.73$3.08$3.44$3.79$5.05$1.17$1.28$1.39$1.56$1.74$1.92$2.10$2.28$2.46$2.64
Puts——
CallsCheap0.41×
Skew——
Implied moveBalanced±$4.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4138.7%6.7%80.4574.1%10.0%
25Δ91.8933.1%5.0%82.6062.9%7.7%
30Δ90.3727.5%3.4%84.7551.7%5.3%
35Δ89.5826.8%2.8%85.6147.8%4.6%
40Δ89.0227.7%2.6%86.3044.8%4.0%
45Δ88.4628.7%2.3%86.9941.8%3.4%
50Δ87.9029.6%2.1%87.6938.9%2.8%
55Δ87.3430.5%1.9%88.3835.9%2.2%
60Δ86.7831.5%1.6%89.0732.9%1.7%
65Δ86.2232.4%1.4%89.7630.0%1.1%
70Δ85.6633.3%1.2%
75Δ85.1034.3%0.9%
80Δ83.6837.5%0.8%

20Δ

Calls
Pseudo strike
93.41
IV
38.7%
B/E move
6.7%
Puts
Pseudo strike
80.45
IV
74.1%
B/E move
10.0%

25Δ

Calls
Pseudo strike
91.89
IV
33.1%
B/E move
5.0%
Puts
Pseudo strike
82.60
IV
62.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
90.37
IV
27.5%
B/E move
3.4%
Puts
Pseudo strike
84.75
IV
51.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
89.58
IV
26.8%
B/E move
2.8%
Puts
Pseudo strike
85.61
IV
47.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
89.02
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
86.30
IV
44.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
88.46
IV
28.7%
B/E move
2.3%
Puts
Pseudo strike
86.99
IV
41.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
87.90
IV
29.6%
B/E move
2.1%
Puts
Pseudo strike
87.69
IV
38.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
87.34
IV
30.5%
B/E move
1.9%
Puts
Pseudo strike
88.38
IV
35.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
86.78
IV
31.5%
B/E move
1.6%
Puts
Pseudo strike
89.07
IV
32.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
86.22
IV
32.4%
B/E move
1.4%
Puts
Pseudo strike
89.76
IV
30.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
85.66
IV
33.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
85.10
IV
34.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
83.68
IV
37.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.54%
Daily EOD
MMSI28.8%31.2%33.6%2026-10-19: 29.12%2026-10-20: 29.25%2026-10-21: 31.42%2026-10-22: 31.68%2026-10-23: 31.11%2026-10-26: 30.43%2026-10-27: 32.82%2026-10-28: 33.24%2026-10-29: 31.72%2026-10-30: 29.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.12%
29.25%
31.42%
31.68%
31.11%
30.43%
32.82%
33.24%
31.72%
29.54%