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Tactile Systems Technology, Inc. Common Stock TCMD

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Market datapartial · fetched 2026-10-22T21:04:06.615Z

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 · 2026-10-22T20:00:00.325655353Z

FundamentalsAlpha Vantage · unavailable

Share price$23.54
1D+1.4%
AH$23.16$23.34$23.53$23.71$23.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCMD
Sold putSold callAH

Tactile Systems Technology, Inc. Common Stock options

Live interpolated TCMD call and put midpoint premiums by absolute delta.Tactile Systems Technology, Inc. Common Stock$0.42$1.92$3.43$4.93$6.44$16.88$20.25$23.62$26.98$30.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCMD spot · $23.54TCMD PRICE$0.58$0.84$1.10$1.36$1.61$1.87$2.02$2.10$2.18$2.38$3.05$3.73$4.41$0.88$0.96$1.21$1.46$1.77$2.13$2.49$2.84$3.44$4.08$4.72$5.36$6.00
PutsExpensive2.27×
CallsExpensive2.42×
SkewBullish-2.29 pp
Implied moveBearish±$4.51
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8185.2%29.1%19.28103.9%21.8%
25Δ28.9287.2%26.4%20.6384.0%16.4%
30Δ28.0389.2%23.7%21.4082.7%14.2%
35Δ27.1491.2%21.0%22.1681.4%12.1%
40Δ26.2493.2%18.3%22.8780.5%10.4%
45Δ25.3595.2%15.7%23.5579.9%9.0%
50Δ24.5690.3%12.9%24.2279.3%7.7%
55Δ23.8380.7%10.2%24.8978.7%6.3%
60Δ23.0971.1%7.4%25.7177.9%5.4%
65Δ22.3564.6%5.0%26.5577.0%4.5%
70Δ21.5371.2%4.4%27.3976.1%3.7%
75Δ20.7277.8%3.9%28.2475.2%2.8%
80Δ19.8983.6%3.2%29.0874.3%2.0%

20Δ

Calls
Pseudo strike
29.81
IV
85.2%
B/E move
29.1%
Puts
Pseudo strike
19.28
IV
103.9%
B/E move
21.8%

25Δ

Calls
Pseudo strike
28.92
IV
87.2%
B/E move
26.4%
Puts
Pseudo strike
20.63
IV
84.0%
B/E move
16.4%

30Δ

Calls
Pseudo strike
28.03
IV
89.2%
B/E move
23.7%
Puts
Pseudo strike
21.40
IV
82.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
27.14
IV
91.2%
B/E move
21.0%
Puts
Pseudo strike
22.16
IV
81.4%
B/E move
12.1%

40Δ

Calls
Pseudo strike
26.24
IV
93.2%
B/E move
18.3%
Puts
Pseudo strike
22.87
IV
80.5%
B/E move
10.4%

45Δ

Calls
Pseudo strike
25.35
IV
95.2%
B/E move
15.7%
Puts
Pseudo strike
23.55
IV
79.9%
B/E move
9.0%

50Δ

Calls
Pseudo strike
24.56
IV
90.3%
B/E move
12.9%
Puts
Pseudo strike
24.22
IV
79.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
23.83
IV
80.7%
B/E move
10.2%
Puts
Pseudo strike
24.89
IV
78.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
23.09
IV
71.1%
B/E move
7.4%
Puts
Pseudo strike
25.71
IV
77.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
22.35
IV
64.6%
B/E move
5.0%
Puts
Pseudo strike
26.55
IV
77.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
21.53
IV
71.2%
B/E move
4.4%
Puts
Pseudo strike
27.39
IV
76.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
20.72
IV
77.8%
B/E move
3.9%
Puts
Pseudo strike
28.24
IV
75.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
19.89
IV
83.6%
B/E move
3.2%
Puts
Pseudo strike
29.08
IV
74.3%
B/E move
2.0%

Options history

No recorded observations