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Omada Health, Inc. Common Stock OMDA

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Market datapartial · fetched 2026-10-22T21:53:15.497Z

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 · 2026-10-22T21:37:52.790063713Z

FundamentalsAlpha Vantage · unavailable

Share price$19.26
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$0.39$2.97$5.54$8.12$10.69$13.11$16.03$18.95$21.87$24.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMDA spot · $19.26OMDA PRICE$0.74$0.67$0.79$0.92$1.04$1.16$1.35$1.59$1.82$2.05$2.29$2.82$4.02$0.72$0.81$0.93$1.17$1.41$1.65$1.89$2.36$3.05$3.75$5.67$8.90$9.95
PutsExpensive1.31×
CallsExpensive1.15×
SkewBearish+11.33 pp
Implied moveBearish±$3.24
TiltBearish33.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.86146.9%58.9%15.59106.3%22.8%
25Δ24.3996.1%30.1%16.6690.9%17.7%
30Δ23.3889.9%25.5%17.6278.7%13.3%
35Δ22.3783.6%20.9%18.1577.8%11.8%
40Δ21.3677.3%16.3%18.6876.8%10.3%
45Δ20.3671.1%11.7%19.2175.9%8.8%
50Δ19.7068.5%9.3%19.7575.0%7.3%
55Δ19.2367.9%8.1%20.4377.6%6.2%
60Δ18.7667.3%6.9%21.2583.5%5.5%
65Δ18.2966.7%5.6%22.0889.3%4.8%
70Δ17.8266.1%4.4%24.11105.3%4.3%
75Δ17.1070.2%3.4%27.40132.0%4.0%
80Δ15.8084.4%2.9%28.61134.3%3.1%

20Δ

Calls
Pseudo strike
29.86
IV
146.9%
B/E move
58.9%
Puts
Pseudo strike
15.59
IV
106.3%
B/E move
22.8%

25Δ

Calls
Pseudo strike
24.39
IV
96.1%
B/E move
30.1%
Puts
Pseudo strike
16.66
IV
90.9%
B/E move
17.7%

30Δ

Calls
Pseudo strike
23.38
IV
89.9%
B/E move
25.5%
Puts
Pseudo strike
17.62
IV
78.7%
B/E move
13.3%

35Δ

Calls
Pseudo strike
22.37
IV
83.6%
B/E move
20.9%
Puts
Pseudo strike
18.15
IV
77.8%
B/E move
11.8%

40Δ

Calls
Pseudo strike
21.36
IV
77.3%
B/E move
16.3%
Puts
Pseudo strike
18.68
IV
76.8%
B/E move
10.3%

45Δ

Calls
Pseudo strike
20.36
IV
71.1%
B/E move
11.7%
Puts
Pseudo strike
19.21
IV
75.9%
B/E move
8.8%

50Δ

Calls
Pseudo strike
19.70
IV
68.5%
B/E move
9.3%
Puts
Pseudo strike
19.75
IV
75.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
19.23
IV
67.9%
B/E move
8.1%
Puts
Pseudo strike
20.43
IV
77.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
18.76
IV
67.3%
B/E move
6.9%
Puts
Pseudo strike
21.25
IV
83.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
18.29
IV
66.7%
B/E move
5.6%
Puts
Pseudo strike
22.08
IV
89.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
17.82
IV
66.1%
B/E move
4.4%
Puts
Pseudo strike
24.11
IV
105.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
17.10
IV
70.2%
B/E move
3.4%
Puts
Pseudo strike
27.40
IV
132.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
15.80
IV
84.4%
B/E move
2.9%
Puts
Pseudo strike
28.61
IV
134.3%
B/E move
3.1%

Options history

No recorded observations