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Omada Health, Inc. Common Stock OMDA

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-10-22T21:05:57.115Z

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 · 2026-10-22T20:27:46.347240754Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:05:56.628589+00:00

Share price$18.96
1D-3.4%
AH$18.60$18.88$19.15$19.43$19.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMDA
Sold putSold callAH

Omada Health, Inc. Common Stock options

Live interpolated OMDA call and put midpoint premiums by absolute delta.Omada Health, Inc. Common Stock$0.45$2.66$4.88$7.10$9.31$13.57$16.36$19.15$21.94$24.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMDA spot · $18.96OMDA PRICE$0.74$0.69$0.82$0.95$1.08$1.21$1.47$1.73$1.99$2.25$2.59$3.19$3.79$0.71$0.78$0.86$1.06$1.27$1.49$1.70$1.92$2.40$3.04$3.68$5.26$8.67
PutsExpensive1.14×
CallsExpensive1.25×
SkewBullish-7.09 pp
Implied moveBearish±$3.18
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.81150.7%61.1%15.39105.2%22.5%
25Δ24.2799.8%31.6%16.3790.7%17.8%
30Δ23.1993.6%26.6%17.3576.3%13.0%
35Δ22.1187.4%21.6%17.9172.9%11.1%
40Δ21.0381.2%16.6%18.3971.5%9.7%
45Δ19.9875.3%11.8%18.8670.1%8.4%
50Δ19.4675.7%10.4%19.3468.7%7.0%
55Δ18.9476.1%9.0%19.8267.4%5.6%
60Δ18.4276.6%7.6%20.4869.5%4.7%
65Δ17.9077.0%6.3%21.2473.8%4.0%
70Δ17.3278.3%5.0%22.0078.1%3.4%
75Δ16.5682.7%4.2%23.6889.7%2.8%
80Δ15.8087.0%3.3%27.17115.1%2.5%

20Δ

Calls
Pseudo strike
29.81
IV
150.7%
B/E move
61.1%
Puts
Pseudo strike
15.39
IV
105.2%
B/E move
22.5%

25Δ

Calls
Pseudo strike
24.27
IV
99.8%
B/E move
31.6%
Puts
Pseudo strike
16.37
IV
90.7%
B/E move
17.8%

30Δ

Calls
Pseudo strike
23.19
IV
93.6%
B/E move
26.6%
Puts
Pseudo strike
17.35
IV
76.3%
B/E move
13.0%

35Δ

Calls
Pseudo strike
22.11
IV
87.4%
B/E move
21.6%
Puts
Pseudo strike
17.91
IV
72.9%
B/E move
11.1%

40Δ

Calls
Pseudo strike
21.03
IV
81.2%
B/E move
16.6%
Puts
Pseudo strike
18.39
IV
71.5%
B/E move
9.7%

45Δ

Calls
Pseudo strike
19.98
IV
75.3%
B/E move
11.8%
Puts
Pseudo strike
18.86
IV
70.1%
B/E move
8.4%

50Δ

Calls
Pseudo strike
19.46
IV
75.7%
B/E move
10.4%
Puts
Pseudo strike
19.34
IV
68.7%
B/E move
7.0%

55Δ

Calls
Pseudo strike
18.94
IV
76.1%
B/E move
9.0%
Puts
Pseudo strike
19.82
IV
67.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
18.42
IV
76.6%
B/E move
7.6%
Puts
Pseudo strike
20.48
IV
69.5%
B/E move
4.7%

65Δ

Calls
Pseudo strike
17.90
IV
77.0%
B/E move
6.3%
Puts
Pseudo strike
21.24
IV
73.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
17.32
IV
78.3%
B/E move
5.0%
Puts
Pseudo strike
22.00
IV
78.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
16.56
IV
82.7%
B/E move
4.2%
Puts
Pseudo strike
23.68
IV
89.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
15.80
IV
87.0%
B/E move
3.3%
Puts
Pseudo strike
27.17
IV
115.1%
B/E move
2.5%

Options history

No recorded observations