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Tactile Systems Technology, Inc. Common Stock TCMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T01:43:22.933Z

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 · 2026-11-11T21:00:05.360595994Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:43:22.436288+00:00

Share price$27.13
1D+1.9%
AH$26.57$26.78$26.99$27.19$27.405:30 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$0.61$1.27$1.94$2.61$3.27$21.32$23.92$26.52$29.12$31.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TCMD spot · $27.13TCMD PRICE$0.68$0.83$0.99$1.14$1.29$1.45$1.60$1.75$1.91$2.06$2.21$1.09$1.15$1.22$1.39$1.58$1.76$1.95$2.14$2.33$2.52$2.71$2.89$3.08
PutsExpensive2.14×
Calls——
Skew——
Implied moveBearish±$3.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.86201.8%23.4%
25Δ23.49164.9%17.7%
30Δ28.7552.5%8.5%24.83136.2%13.0%
35Δ28.4152.7%7.8%25.43126.8%11.4%
40Δ28.0652.9%7.1%25.93120.4%10.3%
45Δ27.7253.0%6.4%26.42114.0%9.1%
50Δ27.3753.2%5.7%26.92107.6%8.0%
55Δ27.0353.4%5.0%27.41101.2%6.9%
60Δ26.6853.5%4.3%27.9194.8%5.7%
65Δ26.3453.7%3.6%28.4088.4%4.6%
70Δ26.0053.8%2.8%28.9082.0%3.5%
75Δ25.6554.0%2.1%29.3975.6%2.3%
80Δ25.3154.2%1.4%29.8969.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.86
IV
201.8%
B/E move
23.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.49
IV
164.9%
B/E move
17.7%

30Δ

Calls
Pseudo strike
28.75
IV
52.5%
B/E move
8.5%
Puts
Pseudo strike
24.83
IV
136.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
28.41
IV
52.7%
B/E move
7.8%
Puts
Pseudo strike
25.43
IV
126.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
28.06
IV
52.9%
B/E move
7.1%
Puts
Pseudo strike
25.93
IV
120.4%
B/E move
10.3%

45Δ

Calls
Pseudo strike
27.72
IV
53.0%
B/E move
6.4%
Puts
Pseudo strike
26.42
IV
114.0%
B/E move
9.1%

50Δ

Calls
Pseudo strike
27.37
IV
53.2%
B/E move
5.7%
Puts
Pseudo strike
26.92
IV
107.6%
B/E move
8.0%

55Δ

Calls
Pseudo strike
27.03
IV
53.4%
B/E move
5.0%
Puts
Pseudo strike
27.41
IV
101.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
26.68
IV
53.5%
B/E move
4.3%
Puts
Pseudo strike
27.91
IV
94.8%
B/E move
5.7%

65Δ

Calls
Pseudo strike
26.34
IV
53.7%
B/E move
3.6%
Puts
Pseudo strike
28.40
IV
88.4%
B/E move
4.6%

70Δ

Calls
Pseudo strike
26.00
IV
53.8%
B/E move
2.8%
Puts
Pseudo strike
28.90
IV
82.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
25.65
IV
54.0%
B/E move
2.1%
Puts
Pseudo strike
29.39
IV
75.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
25.31
IV
54.2%
B/E move
1.4%
Puts
Pseudo strike
29.89
IV
69.2%
B/E move
1.2%

Options history

IV · four-Friday blend76.62%
Daily EOD
TCMD63.4%70.5%77.6%2026-10-19: 64.35%2026-10-20: 65.31%2026-10-21: 65.47%2026-10-22: 69.14%2026-10-23: 68.62%2026-10-26: 68.40%2026-10-27: 73.86%2026-10-28: 71.30%2026-10-29: 69.26%2026-10-30: 76.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.35%
65.31%
65.47%
69.14%
68.62%
68.40%
73.86%
71.30%
69.26%
76.62%