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Insulet Corporation Common Stock PODD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-13T18:50:35.266Z

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 · 2026-11-13T18:50:08.698339738Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:50:00.814535+00:00

Share price$152.67
1D+1.3%
$146$148$150$151$1535:30 AM6:30 AM9:00 AM1:00 PMPODD
Sold putSold call

Insulet Corporation Common Stock options

Live interpolated PODD call and put midpoint premiums by absolute delta.Insulet Corporation Common Stock$0.39$6.11$11.83$17.56$23.28$138.34$144.88$151.42$157.96$164.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PODD spot · $152.67PODD PRICE$1.01$1.35$1.75$2.16$2.56$3.09$3.69$4.29$4.89$5.64$6.59$7.54$8.49$1.23$1.62$2.03$2.44$2.93$3.51$4.08$4.65$5.85$7.99$10.63$15.46$21.63
PutsExpensive1.30×
CallsFair1.03×
SkewBearish+11.72 pp
Implied moveBearish±$7.77
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.2343.5%6.3%144.2950.5%6.3%
25Δ159.4443.2%5.3%146.1249.0%5.4%
30Δ158.1143.3%4.7%147.6748.0%4.6%
35Δ156.7943.4%4.1%149.2247.0%3.9%
40Δ155.4643.5%3.5%150.6046.2%3.3%
45Δ154.2343.7%3.0%151.8245.8%2.9%
50Δ153.0543.8%2.7%153.0445.3%2.4%
55Δ151.8844.0%2.3%154.2744.9%2.0%
60Δ150.7044.1%1.9%155.9047.7%1.7%
65Δ149.4544.2%1.6%158.1855.6%1.6%
70Δ148.0944.1%1.3%160.9465.0%1.5%
75Δ146.7344.0%1.0%165.8580.6%1.5%
80Δ145.3743.9%0.8%172.3295.2%1.3%

20Δ

Calls
Pseudo strike
161.23
IV
43.5%
B/E move
6.3%
Puts
Pseudo strike
144.29
IV
50.5%
B/E move
6.3%

25Δ

Calls
Pseudo strike
159.44
IV
43.2%
B/E move
5.3%
Puts
Pseudo strike
146.12
IV
49.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
158.11
IV
43.3%
B/E move
4.7%
Puts
Pseudo strike
147.67
IV
48.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
156.79
IV
43.4%
B/E move
4.1%
Puts
Pseudo strike
149.22
IV
47.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
155.46
IV
43.5%
B/E move
3.5%
Puts
Pseudo strike
150.60
IV
46.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
154.23
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
151.82
IV
45.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
153.05
IV
43.8%
B/E move
2.7%
Puts
Pseudo strike
153.04
IV
45.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
151.88
IV
44.0%
B/E move
2.3%
Puts
Pseudo strike
154.27
IV
44.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
150.70
IV
44.1%
B/E move
1.9%
Puts
Pseudo strike
155.90
IV
47.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
149.45
IV
44.2%
B/E move
1.6%
Puts
Pseudo strike
158.18
IV
55.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
148.09
IV
44.1%
B/E move
1.3%
Puts
Pseudo strike
160.94
IV
65.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
146.73
IV
44.0%
B/E move
1.0%
Puts
Pseudo strike
165.85
IV
80.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
145.37
IV
43.9%
B/E move
0.8%
Puts
Pseudo strike
172.32
IV
95.2%
B/E move
1.3%

Options history

IV · four-Friday blend51.64%
Daily EOD
PODD48.5%50.2%51.9%2026-10-19: 48.75%2026-10-20: 48.94%2026-10-21: 49.74%2026-10-22: 48.78%2026-10-23: 48.73%2026-10-26: 50.22%2026-10-27: 49.57%2026-10-28: 50.45%2026-10-29: 50.70%2026-10-30: 51.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.75%
48.94%
49.74%
48.78%
48.73%
50.22%
49.57%
50.45%
50.70%
51.64%