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Orthofix Medical Inc. Common Stock (DE) OFIX

i

Market dataready · fetched 2026-11-11T13:44:47.478Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-10T21:27:09.451979179Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:44:46.598867+00:00

Share price$7.12
1D-5.6%
AH$7.03$7.22$7.42$7.61$7.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFIX
Sold putSold callAH

Orthofix Medical Inc. Common Stock (DE) options

Live interpolated OFIX call and put midpoint premiums by absolute delta.Orthofix Medical Inc. Common Stock (DE)$1.04$1.34$1.65$1.95$2.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOFIX PRICE$1.07$1.08$1.13$1.25$1.36$1.50$1.67$1.83$2.00$2.16$1.16$1.19$1.22$1.25$1.28$1.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.14420.6%58.1%
25Δ4.76365.4%49.8%
30Δ5.39310.2%41.5%
35Δ17.96320.2%167.3%6.01255.0%33.1%
40Δ12.01246.6%83.9%6.64199.8%24.8%
45Δ9.77207.8%53.1%7.26144.6%16.4%
50Δ8.87194.2%42.1%
55Δ7.97180.5%31.1%
60Δ7.29169.3%23.5%
65Δ6.86160.9%19.8%
70Δ6.42152.5%16.0%
75Δ5.99144.0%12.2%
80Δ5.55135.6%8.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
420.6%
B/E move
58.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.76
IV
365.4%
B/E move
49.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.39
IV
310.2%
B/E move
41.5%

35Δ

Calls
Pseudo strike
17.96
IV
320.2%
B/E move
167.3%
Puts
Pseudo strike
6.01
IV
255.0%
B/E move
33.1%

40Δ

Calls
Pseudo strike
12.01
IV
246.6%
B/E move
83.9%
Puts
Pseudo strike
6.64
IV
199.8%
B/E move
24.8%

45Δ

Calls
Pseudo strike
9.77
IV
207.8%
B/E move
53.1%
Puts
Pseudo strike
7.26
IV
144.6%
B/E move
16.4%

50Δ

Calls
Pseudo strike
8.87
IV
194.2%
B/E move
42.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.97
IV
180.5%
B/E move
31.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.29
IV
169.3%
B/E move
23.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.86
IV
160.9%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.42
IV
152.5%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.99
IV
144.0%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.55
IV
135.6%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend91.36%
Daily EOD
OFIX72.0%82.4%92.8%2026-10-20: 76.33%2026-10-21: 73.45%2026-10-22: 74.94%2026-10-26: 73.66%2026-10-27: 82.61%2026-10-28: 85.48%2026-10-30: 91.36%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
76.33%
73.45%
74.94%
73.66%
82.61%
85.48%
91.36%