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Orthofix Medical Inc. Common Stock (DE) OFIX

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Market datapartial · fetched 2026-10-22T21:09:08.195Z

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 · 2026-10-22T20:00:01.959438716Z

FundamentalsAlpha Vantage · unavailable

Share price$9.99
1D+2.0%
AH$9.77$9.85$9.92$10.00$10.085:30 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)$0.16$3.06$5.96$8.86$11.76$5.50$8.09$10.69$13.28$15.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFIX spot · $9.99OFIX PRICE$0.53$0.82$1.07$0.98$0.81$0.64$0.47$0.49$0.56$0.63$0.70$0.77$0.85$2.24$3.69$5.13$6.58$8.03$9.48$10.92
PutsExpensive2.61×
CallsExpensive3.09×
SkewBullish-49.58 pp
Implied moveBearish±$2.71
TiltBearish80.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.96168.1%75.1%7.73133.9%27.5%
25Δ19.86236.7%107.0%8.18122.6%23.7%
30Δ21.65291.2%127.5%8.63111.4%19.9%
35Δ14.82199.7%58.1%9.08100.1%16.2%
40Δ13.48153.0%43.0%9.5388.8%12.4%
45Δ12.13106.4%27.9%9.9877.5%8.6%
50Δ10.7959.7%12.7%11.4692.2%7.7%
55Δ12.98108.0%7.0%
60Δ14.50123.8%6.2%
65Δ16.02139.6%5.5%
70Δ17.54155.4%4.8%
75Δ19.06171.2%4.1%
80Δ20.58187.0%3.3%

20Δ

Calls
Pseudo strike
16.96
IV
168.1%
B/E move
75.1%
Puts
Pseudo strike
7.73
IV
133.9%
B/E move
27.5%

25Δ

Calls
Pseudo strike
19.86
IV
236.7%
B/E move
107.0%
Puts
Pseudo strike
8.18
IV
122.6%
B/E move
23.7%

30Δ

Calls
Pseudo strike
21.65
IV
291.2%
B/E move
127.5%
Puts
Pseudo strike
8.63
IV
111.4%
B/E move
19.9%

35Δ

Calls
Pseudo strike
14.82
IV
199.7%
B/E move
58.1%
Puts
Pseudo strike
9.08
IV
100.1%
B/E move
16.2%

40Δ

Calls
Pseudo strike
13.48
IV
153.0%
B/E move
43.0%
Puts
Pseudo strike
9.53
IV
88.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
12.13
IV
106.4%
B/E move
27.9%
Puts
Pseudo strike
9.98
IV
77.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
10.79
IV
59.7%
B/E move
12.7%
Puts
Pseudo strike
11.46
IV
92.2%
B/E move
7.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
108.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.50
IV
123.8%
B/E move
6.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.02
IV
139.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.54
IV
155.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.06
IV
171.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.58
IV
187.0%
B/E move
3.3%

Options history

No recorded observations