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Insulet Corporation PODD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T00:46:26.552Z

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 · 2026-10-22T20:11:08.787318002Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:46:26.105354+00:00

Share price$147.47
1D+3.3%
AH$142$144$146$147$1495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPODD
Sold putSold callAH

Insulet Corporation options

Live interpolated PODD call and put midpoint premiums by absolute delta.Insulet Corporation$1.65$8.24$14.83$21.43$28.02$118.31$132.92$147.53$162.15$176.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PODD spot · $147.47PODD PRICE$2.36$3.18$4.05$4.98$6.03$7.23$8.51$10.24$11.91$13.47$16.15$18.35$19.63$2.93$3.98$5.11$6.28$7.49$9.13$11.01$11.53$12.05$16.50$19.07$22.08$26.12
PutsExpensive1.32×
CallsExpensive1.06×
SkewBullish-0.30 pp
Implied moveBearish±$19.52
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.4454.6%17.2%130.6158.0%13.4%
25Δ166.2855.0%14.9%134.1058.7%11.8%
30Δ162.5255.1%12.9%137.4658.7%10.3%
35Δ158.9955.1%11.2%140.7258.3%8.8%
40Δ155.8155.4%9.7%143.8357.3%7.6%
45Δ152.7955.8%8.5%146.9358.0%6.6%
50Δ149.8156.4%7.4%150.0259.5%5.7%
55Δ146.8258.4%6.5%152.3054.2%4.5%
60Δ143.8159.2%5.6%154.5849.0%3.4%
65Δ140.7458.4%4.6%159.4056.6%3.1%
70Δ137.0561.2%3.9%162.8956.4%2.5%
75Δ133.7761.0%3.2%166.8456.3%1.8%
80Δ131.1656.2%2.3%171.6557.0%1.3%

20Δ

Calls
Pseudo strike
170.44
IV
54.6%
B/E move
17.2%
Puts
Pseudo strike
130.61
IV
58.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
166.28
IV
55.0%
B/E move
14.9%
Puts
Pseudo strike
134.10
IV
58.7%
B/E move
11.8%

30Δ

Calls
Pseudo strike
162.52
IV
55.1%
B/E move
12.9%
Puts
Pseudo strike
137.46
IV
58.7%
B/E move
10.3%

35Δ

Calls
Pseudo strike
158.99
IV
55.1%
B/E move
11.2%
Puts
Pseudo strike
140.72
IV
58.3%
B/E move
8.8%

40Δ

Calls
Pseudo strike
155.81
IV
55.4%
B/E move
9.7%
Puts
Pseudo strike
143.83
IV
57.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
152.79
IV
55.8%
B/E move
8.5%
Puts
Pseudo strike
146.93
IV
58.0%
B/E move
6.6%

50Δ

Calls
Pseudo strike
149.81
IV
56.4%
B/E move
7.4%
Puts
Pseudo strike
150.02
IV
59.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
146.82
IV
58.4%
B/E move
6.5%
Puts
Pseudo strike
152.30
IV
54.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
143.81
IV
59.2%
B/E move
5.6%
Puts
Pseudo strike
154.58
IV
49.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
140.74
IV
58.4%
B/E move
4.6%
Puts
Pseudo strike
159.40
IV
56.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
137.05
IV
61.2%
B/E move
3.9%
Puts
Pseudo strike
162.89
IV
56.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
133.77
IV
61.0%
B/E move
3.2%
Puts
Pseudo strike
166.84
IV
56.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
131.16
IV
56.2%
B/E move
2.3%
Puts
Pseudo strike
171.65
IV
57.0%
B/E move
1.3%

Options history

No recorded observations