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Orthofix Medical Inc. Common Stock (DE) OFIX

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Market datapartial · fetched 2026-10-22T13:02:41.233Z

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 · 2026-10-21T20:12:46.021485027Z

FundamentalsAlpha Vantage · unavailable

Share price$9.74
1D+0.0%
AH$9.69$9.75$9.81$9.87$9.935:30 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)$0.28$1.60$2.92$4.24$5.56$5.81$7.80$9.79$11.79$13.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFIX spot · $9.74OFIX PRICE$0.55$0.82$1.07$0.96$0.69$0.42$0.61$0.84$1.07$1.30$1.53$1.76$1.99$0.48$0.61$0.73$0.85$0.98$1.10$1.43$2.05$2.68$3.30$3.93$4.55$5.18
PutsExpensive2.41×
CallsExpensive2.10×
SkewBullish-3.86 pp
Implied moveBearish±$2.04
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.07176.1%80.8%7.62130.8%26.7%
25Δ19.85242.2%112.2%8.04124.5%23.6%
30Δ22.00300.5%137.0%8.47118.2%20.5%
35Δ14.65201.3%60.2%8.90111.8%17.4%
40Δ12.41126.4%34.5%9.32105.5%14.3%
45Δ10.1751.6%8.8%9.7599.1%11.2%
50Δ9.7449.8%6.2%10.2997.6%9.0%
55Δ9.4554.3%5.6%11.02103.2%8.0%
60Δ9.1658.7%5.1%11.74108.8%7.0%
65Δ8.8863.2%4.5%12.46114.4%6.0%
70Δ8.5967.7%3.9%13.18119.9%5.0%
75Δ8.3072.1%3.3%13.91125.5%4.0%
80Δ8.0276.6%2.7%14.63131.1%3.0%

20Δ

Calls
Pseudo strike
17.07
IV
176.1%
B/E move
80.8%
Puts
Pseudo strike
7.62
IV
130.8%
B/E move
26.7%

25Δ

Calls
Pseudo strike
19.85
IV
242.2%
B/E move
112.2%
Puts
Pseudo strike
8.04
IV
124.5%
B/E move
23.6%

30Δ

Calls
Pseudo strike
22.00
IV
300.5%
B/E move
137.0%
Puts
Pseudo strike
8.47
IV
118.2%
B/E move
20.5%

35Δ

Calls
Pseudo strike
14.65
IV
201.3%
B/E move
60.2%
Puts
Pseudo strike
8.90
IV
111.8%
B/E move
17.4%

40Δ

Calls
Pseudo strike
12.41
IV
126.4%
B/E move
34.5%
Puts
Pseudo strike
9.32
IV
105.5%
B/E move
14.3%

45Δ

Calls
Pseudo strike
10.17
IV
51.6%
B/E move
8.8%
Puts
Pseudo strike
9.75
IV
99.1%
B/E move
11.2%

50Δ

Calls
Pseudo strike
9.74
IV
49.8%
B/E move
6.2%
Puts
Pseudo strike
10.29
IV
97.6%
B/E move
9.0%

55Δ

Calls
Pseudo strike
9.45
IV
54.3%
B/E move
5.6%
Puts
Pseudo strike
11.02
IV
103.2%
B/E move
8.0%

60Δ

Calls
Pseudo strike
9.16
IV
58.7%
B/E move
5.1%
Puts
Pseudo strike
11.74
IV
108.8%
B/E move
7.0%

65Δ

Calls
Pseudo strike
8.88
IV
63.2%
B/E move
4.5%
Puts
Pseudo strike
12.46
IV
114.4%
B/E move
6.0%

70Δ

Calls
Pseudo strike
8.59
IV
67.7%
B/E move
3.9%
Puts
Pseudo strike
13.18
IV
119.9%
B/E move
5.0%

75Δ

Calls
Pseudo strike
8.30
IV
72.1%
B/E move
3.3%
Puts
Pseudo strike
13.91
IV
125.5%
B/E move
4.0%

80Δ

Calls
Pseudo strike
8.02
IV
76.6%
B/E move
2.7%
Puts
Pseudo strike
14.63
IV
131.1%
B/E move
3.0%

Options history

No recorded observations