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Orthofix Medical Inc. Common Stock (DE) OFIX

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Market datapartial · fetched 2026-10-22T18:25:05.516Z

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 · 2026-10-22T18:20:43.464950281Z

FundamentalsAlpha Vantage · unavailable

Share price$9.90
1D+1.1%
$9.77$9.85$9.92$10.00$10.085:30 AM6:30 AM9:00 AM1:00 PMOFIX
Sold putSold call

Orthofix Medical Inc. Common Stock (DE) options

Live interpolated OFIX call and put midpoint premiums by absolute delta.Orthofix Medical Inc. Common Stock (DE)$0.14$3.20$6.26$9.32$12.37$-3.98$1.12$6.22$11.32$16.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFIX spot · $9.90OFIX PRICE$0.47$0.71$0.95$1.02$0.89$0.76$0.64$3.20$3.89$4.58$5.27$5.96$6.66$7.35$8.04$8.73$9.42$10.11$10.80$11.49
PutsExpensive8.94×
CallsExpensive2.89×
SkewBearish+263.60 pp
Implied moveBearish±$7.98
TiltBearish89.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.41135.6%50.4%6.14605.8%70.3%
25Δ15.62180.7%65.0%7.33575.9%65.3%
30Δ16.84225.7%79.6%8.51546.0%60.3%
35Δ16.59227.0%77.9%9.69516.1%55.4%
40Δ14.59175.2%56.4%10.88486.2%50.4%
45Δ12.58123.4%34.8%12.06456.3%45.4%
50Δ10.5771.7%13.3%13.24426.4%40.4%
55Δ14.43396.5%35.4%
60Δ15.61366.6%30.5%
65Δ16.79336.7%25.5%
70Δ17.98306.8%20.5%
75Δ19.16276.8%15.5%
80Δ20.35246.9%10.6%

20Δ

Calls
Pseudo strike
14.41
IV
135.6%
B/E move
50.4%
Puts
Pseudo strike
6.14
IV
605.8%
B/E move
70.3%

25Δ

Calls
Pseudo strike
15.62
IV
180.7%
B/E move
65.0%
Puts
Pseudo strike
7.33
IV
575.9%
B/E move
65.3%

30Δ

Calls
Pseudo strike
16.84
IV
225.7%
B/E move
79.6%
Puts
Pseudo strike
8.51
IV
546.0%
B/E move
60.3%

35Δ

Calls
Pseudo strike
16.59
IV
227.0%
B/E move
77.9%
Puts
Pseudo strike
9.69
IV
516.1%
B/E move
55.4%

40Δ

Calls
Pseudo strike
14.59
IV
175.2%
B/E move
56.4%
Puts
Pseudo strike
10.88
IV
486.2%
B/E move
50.4%

45Δ

Calls
Pseudo strike
12.58
IV
123.4%
B/E move
34.8%
Puts
Pseudo strike
12.06
IV
456.3%
B/E move
45.4%

50Δ

Calls
Pseudo strike
10.57
IV
71.7%
B/E move
13.3%
Puts
Pseudo strike
13.24
IV
426.4%
B/E move
40.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.43
IV
396.5%
B/E move
35.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.61
IV
366.6%
B/E move
30.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.79
IV
336.7%
B/E move
25.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.98
IV
306.8%
B/E move
20.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.16
IV
276.8%
B/E move
15.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.35
IV
246.9%
B/E move
10.6%

Options history

No recorded observations