IntraAlpha
Create free account Start free

Outset Medical, Inc. Common Stock OM

i

Market datapartial · fetched 2026-10-22T22:56:25.767Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.368494178Z

FundamentalsAlpha Vantage · unavailable

Share price$4.17
1D+4.5%
AH$3.97$4.05$4.13$4.21$4.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOM
Sold putSold callAH

Outset Medical, Inc. Common Stock options

Live interpolated OM call and put midpoint premiums by absolute delta.Outset Medical, Inc. Common Stock$1.42$2.00$2.58$3.17$3.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOM PRICE$1.48$1.58$1.70$1.85$1.99$1.83$1.91$1.99$2.07$2.23$2.50$2.77$3.04$3.31$3.58
PutsExpensive2.93×
CallsExpensive2.39×
SkewBullish-8.19 pp
Implied move——
TiltBearish49.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.45442.3%61.3%
25Δ3.88387.8%52.9%
30Δ4.31333.2%44.5%
35Δ4.74278.7%36.2%
40Δ5.16241.0%29.6%
45Δ5.58230.0%26.0%
50Δ6.01219.1%22.4%
55Δ6.43208.1%18.7%
60Δ7.31336.3%110.8%6.85197.2%15.1%
65Δ5.47299.3%68.9%7.27186.2%11.4%
70Δ4.50275.3%48.8%
75Δ3.83255.7%36.1%
80Δ3.16236.1%23.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
442.3%
B/E move
61.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
387.8%
B/E move
52.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
333.2%
B/E move
44.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
278.7%
B/E move
36.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.16
IV
241.0%
B/E move
29.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
230.0%
B/E move
26.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.01
IV
219.1%
B/E move
22.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.43
IV
208.1%
B/E move
18.7%

60Δ

Calls
Pseudo strike
7.31
IV
336.3%
B/E move
110.8%
Puts
Pseudo strike
6.85
IV
197.2%
B/E move
15.1%

65Δ

Calls
Pseudo strike
5.47
IV
299.3%
B/E move
68.9%
Puts
Pseudo strike
7.27
IV
186.2%
B/E move
11.4%

70Δ

Calls
Pseudo strike
4.50
IV
275.3%
B/E move
48.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.83
IV
255.7%
B/E move
36.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.16
IV
236.1%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations