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Outset Medical, Inc. Common Stock OM

i

Market dataready · fetched 2026-11-12T01:07:41.969Z

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 · 2026-11-11T21:00:00.120450666Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:07:41.034199+00:00

Share price$4.17
1D-0.7%
AH$3.98$4.08$4.19$4.29$4.395:30 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$1.74$1.84$1.94$2.03$2.13$-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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEOM PRICE$1.75$1.82$1.96$2.10$1.82$1.87$1.92$1.97
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.41562.3%61.8%
25Δ3.81492.4%53.5%
30Δ4.21422.6%45.2%
35Δ4.60352.7%36.9%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ7.30471.8%117.1%
70Δ4.87397.8%60.5%
75Δ4.06365.0%44.3%
80Δ3.24332.3%28.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.41
IV
562.3%
B/E move
61.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
492.4%
B/E move
53.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.21
IV
422.6%
B/E move
45.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.60
IV
352.7%
B/E move
36.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.30
IV
471.8%
B/E move
117.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.87
IV
397.8%
B/E move
60.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.06
IV
365.0%
B/E move
44.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.24
IV
332.3%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations