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Merit Medical Systems, Inc. Common Stock MMSI

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Market datapartial · fetched 2026-10-23T03:51:04.563Z

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 · 2026-10-22T20:00:02.172497611Z

FundamentalsAlpha Vantage · unavailable

Share price$93.94
1D+2.1%
AH$91.49$92.21$92.93$93.64$94.365:30 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$0.89$3.50$6.10$8.71$11.31$81.48$87.29$93.09$98.90$104.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMSI spot · $93.94MMSI PRICE$1.17$1.27$1.58$2.00$2.42$2.84$3.28$3.74$4.20$4.66$5.13$5.95$7.63$1.53$1.80$2.07$2.58$3.17$3.76$4.35$5.07$5.81$6.56$7.30$8.87$10.56
PutsExpensive1.55×
CallsExpensive1.14×
SkewBearish+6.43 pp
Implied moveBearish±$7.63
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.3844.6%14.5%84.8148.6%11.3%
25Δ101.6034.8%9.5%87.1243.9%9.2%
30Δ99.2331.8%7.3%89.3739.2%7.1%
35Δ98.0832.1%6.5%90.9337.9%6.0%
40Δ96.9332.4%5.8%92.2138.0%5.2%
45Δ95.7832.7%5.0%93.5038.1%4.5%
50Δ94.6832.6%4.3%94.7838.2%3.7%
55Δ93.6831.6%3.7%96.0537.7%3.2%
60Δ92.6930.5%3.1%97.3137.0%2.6%
65Δ91.6929.5%2.6%98.5736.3%2.0%
70Δ90.7028.4%2.0%99.8435.6%1.5%
75Δ89.4328.5%1.5%101.7536.4%1.1%
80Δ87.5231.1%1.3%103.7637.4%0.8%

20Δ

Calls
Pseudo strike
106.38
IV
44.6%
B/E move
14.5%
Puts
Pseudo strike
84.81
IV
48.6%
B/E move
11.3%

25Δ

Calls
Pseudo strike
101.60
IV
34.8%
B/E move
9.5%
Puts
Pseudo strike
87.12
IV
43.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
99.23
IV
31.8%
B/E move
7.3%
Puts
Pseudo strike
89.37
IV
39.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
98.08
IV
32.1%
B/E move
6.5%
Puts
Pseudo strike
90.93
IV
37.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
96.93
IV
32.4%
B/E move
5.8%
Puts
Pseudo strike
92.21
IV
38.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
95.78
IV
32.7%
B/E move
5.0%
Puts
Pseudo strike
93.50
IV
38.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
94.68
IV
32.6%
B/E move
4.3%
Puts
Pseudo strike
94.78
IV
38.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
93.68
IV
31.6%
B/E move
3.7%
Puts
Pseudo strike
96.05
IV
37.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
92.69
IV
30.5%
B/E move
3.1%
Puts
Pseudo strike
97.31
IV
37.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
91.69
IV
29.5%
B/E move
2.6%
Puts
Pseudo strike
98.57
IV
36.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
90.70
IV
28.4%
B/E move
2.0%
Puts
Pseudo strike
99.84
IV
35.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
89.43
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
101.75
IV
36.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
87.52
IV
31.1%
B/E move
1.3%
Puts
Pseudo strike
103.76
IV
37.4%
B/E move
0.8%

Options history

No recorded observations