IntraAlpha
Create free account Start free

Omada Health, Inc. Common Stock OMDA

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-12T02:45:57.020Z

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: 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 · 2026-11-11T21:00:06.407454008Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:56.649890+00:00

Share price$15.24
1D+0.2%
AH$15.02$15.18$15.34$15.49$15.655:30 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$0.26$1.12$1.99$2.85$3.71$8.23$11.44$14.65$17.85$21.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OMDA spot · $15.24OMDA PRICE$0.49$0.36$0.45$0.55$0.64$0.74$0.83$0.93$1.15$1.51$1.87$2.22$2.58$0.70$0.99$1.27$1.56$1.85$2.13$2.42$3.46
Puts——
CallsCheap0.67×
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.47215.6%44.1%
25Δ17.38108.3%16.4%
30Δ17.02105.3%14.6%
35Δ16.65102.3%12.8%
40Δ16.2899.4%11.1%
45Δ15.9296.4%9.3%15.2569.3%4.6%
50Δ15.5593.4%7.5%15.6074.9%4.2%
55Δ15.1990.5%5.7%15.9580.5%3.7%
60Δ14.7892.6%4.6%16.2986.1%3.3%
65Δ14.3499.9%4.0%16.6491.7%2.9%
70Δ13.90107.3%3.5%16.9997.2%2.5%
75Δ13.46114.6%2.9%17.34102.8%2.1%
80Δ13.02121.9%2.4%18.43123.2%1.8%

20Δ

Calls
Pseudo strike
21.47
IV
215.6%
B/E move
44.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.38
IV
108.3%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
17.02
IV
105.3%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.65
IV
102.3%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.28
IV
99.4%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.92
IV
96.4%
B/E move
9.3%
Puts
Pseudo strike
15.25
IV
69.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
15.55
IV
93.4%
B/E move
7.5%
Puts
Pseudo strike
15.60
IV
74.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
15.19
IV
90.5%
B/E move
5.7%
Puts
Pseudo strike
15.95
IV
80.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
14.78
IV
92.6%
B/E move
4.6%
Puts
Pseudo strike
16.29
IV
86.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
14.34
IV
99.9%
B/E move
4.0%
Puts
Pseudo strike
16.64
IV
91.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.90
IV
107.3%
B/E move
3.5%
Puts
Pseudo strike
16.99
IV
97.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
13.46
IV
114.6%
B/E move
2.9%
Puts
Pseudo strike
17.34
IV
102.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.02
IV
121.9%
B/E move
2.4%
Puts
Pseudo strike
18.43
IV
123.2%
B/E move
1.8%

Options history

IV · four-Friday blend74.68%
Daily EOD
OMDA67.4%72.8%78.2%2026-10-19: 73.94%2026-10-20: 71.93%2026-10-21: 68.11%2026-10-22: 70.58%2026-10-23: 71.41%2026-10-26: 68.64%2026-10-27: 74.25%2026-10-28: 75.36%2026-10-29: 77.43%2026-10-30: 74.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.94%
71.93%
68.11%
70.58%
71.41%
68.64%
74.25%
75.36%
77.43%
74.68%