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QuidelOrtho Corporation Common Stock QDEL

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T03:21:10.749Z

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 · 2026-11-11T21:00:01.175699093Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:21:10.378365+00:00

Share price$11.91
1D+2.8%
AH$11.50$11.68$11.86$12.05$12.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQDEL
Sold putSold callAH

QuidelOrtho Corporation Common Stock options

Live interpolated QDEL call and put midpoint premiums by absolute delta.QuidelOrtho Corporation Common Stock$0.50$1.05$1.60$2.16$2.71$8.04$9.87$11.70$13.54$15.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QDEL spot · $11.91QDEL PRICE$0.68$0.77$0.95$1.15$1.34$1.54$1.73$1.93$2.12$0.56$0.74$0.92$1.10$1.29$1.47$1.67$1.89$2.11$2.33$2.55
Puts——
Calls——
Skew——
Implied moveBearish±$2.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.34164.5%17.8%
30Δ10.74164.6%16.0%
35Δ11.13164.8%14.3%
40Δ13.38148.4%18.1%11.53164.9%12.5%
45Δ12.57137.2%12.0%11.92165.0%10.7%
50Δ12.19136.5%10.3%12.32165.2%8.9%
55Δ11.85136.8%9.1%12.68161.2%7.5%
60Δ11.51137.1%7.9%13.02153.8%6.5%
65Δ11.16137.4%6.6%13.36146.4%5.5%
70Δ10.82137.8%5.4%13.70138.9%4.5%
75Δ10.48138.1%4.2%14.04131.5%3.5%
80Δ10.14138.4%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.34
IV
164.5%
B/E move
17.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.74
IV
164.6%
B/E move
16.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.13
IV
164.8%
B/E move
14.3%

40Δ

Calls
Pseudo strike
13.38
IV
148.4%
B/E move
18.1%
Puts
Pseudo strike
11.53
IV
164.9%
B/E move
12.5%

45Δ

Calls
Pseudo strike
12.57
IV
137.2%
B/E move
12.0%
Puts
Pseudo strike
11.92
IV
165.0%
B/E move
10.7%

50Δ

Calls
Pseudo strike
12.19
IV
136.5%
B/E move
10.3%
Puts
Pseudo strike
12.32
IV
165.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
11.85
IV
136.8%
B/E move
9.1%
Puts
Pseudo strike
12.68
IV
161.2%
B/E move
7.5%

60Δ

Calls
Pseudo strike
11.51
IV
137.1%
B/E move
7.9%
Puts
Pseudo strike
13.02
IV
153.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
11.16
IV
137.4%
B/E move
6.6%
Puts
Pseudo strike
13.36
IV
146.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
10.82
IV
137.8%
B/E move
5.4%
Puts
Pseudo strike
13.70
IV
138.9%
B/E move
4.5%

75Δ

Calls
Pseudo strike
10.48
IV
138.1%
B/E move
4.2%
Puts
Pseudo strike
14.04
IV
131.5%
B/E move
3.5%

80Δ

Calls
Pseudo strike
10.14
IV
138.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend102.95%
Daily EOD
QDEL86.3%96.8%107.3%2026-10-19: 94.92%2026-10-20: 93.28%2026-10-21: 88.62%2026-10-22: 92.83%2026-10-23: 97.96%2026-10-26: 105.81%2026-10-27: 87.71%2026-10-28: 94.02%2026-10-29: 92.46%2026-10-30: 102.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.92%
93.28%
88.62%
92.83%
97.96%
105.81%
87.71%
94.02%
92.46%
102.95%