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Teladoc Inc TDOC

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-15T20:35:55.619Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:28.377642314Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:55.269899+00:00

Share price$5.97
1D+1.6%
AH$5.81$5.85$5.90$5.94$5.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDOC
Sold putSold callAH

Teladoc Inc options

Live interpolated TDOC call and put midpoint premiums by absolute delta.Teladoc Inc$0.00$0.38$0.77$1.15$1.54$5.00$5.34$5.68$6.02$6.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $5.97OPTION PRICELive TDOC spot · $5.97TDOC PRICE$0.09$0.09$0.08$0.07$0.06$0.05$0.04$0.04$0.03$0.02$0.01$0.01$0.01$0.12$0.12$0.12$0.12$0.13$0.13$0.13$0.19$0.36$0.53$0.71$1.07$1.42
PutsExpensive3.77×
CallsCheap-0.30×
SkewBearish+297.74 pp
Implied moveBearish±$0.17
TiltBearish79.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.31362.1%23.9%4.78453.7%21.9%
25Δ7.03297.5%19.2%4.97399.0%18.8%
30Δ6.76233.0%14.5%5.15344.4%15.8%
35Δ6.48168.5%9.7%5.33289.7%12.7%
40Δ6.21104.0%5.0%5.52235.1%9.7%
45Δ5.9339.5%0.3%5.70180.4%6.6%
50Δ5.66-25.0%4.4%5.89125.8%3.6%
55Δ5.39-89.6%9.2%6.06113.4%1.8%
60Δ5.11-154.1%13.9%6.21170.7%2.1%
65Δ4.84-218.6%18.6%6.36227.9%2.3%
70Δ4.56-283.1%23.4%6.53284.6%2.6%
75Δ4.29-347.6%28.1%6.90335.0%2.3%
80Δ4.01-412.1%32.7%7.28385.3%1.9%

20Δ

Calls
Pseudo strike
7.31
IV
362.1%
B/E move
23.9%
Puts
Pseudo strike
4.78
IV
453.7%
B/E move
21.9%

25Δ

Calls
Pseudo strike
7.03
IV
297.5%
B/E move
19.2%
Puts
Pseudo strike
4.97
IV
399.0%
B/E move
18.8%

30Δ

Calls
Pseudo strike
6.76
IV
233.0%
B/E move
14.5%
Puts
Pseudo strike
5.15
IV
344.4%
B/E move
15.8%

35Δ

Calls
Pseudo strike
6.48
IV
168.5%
B/E move
9.7%
Puts
Pseudo strike
5.33
IV
289.7%
B/E move
12.7%

40Δ

Calls
Pseudo strike
6.21
IV
104.0%
B/E move
5.0%
Puts
Pseudo strike
5.52
IV
235.1%
B/E move
9.7%

45Δ

Calls
Pseudo strike
5.93
IV
39.5%
B/E move
0.3%
Puts
Pseudo strike
5.70
IV
180.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
5.66
IV
-25.0%
B/E move
4.4%
Puts
Pseudo strike
5.89
IV
125.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
5.39
IV
-89.6%
B/E move
9.2%
Puts
Pseudo strike
6.06
IV
113.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
5.11
IV
-154.1%
B/E move
13.9%
Puts
Pseudo strike
6.21
IV
170.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
4.84
IV
-218.6%
B/E move
18.6%
Puts
Pseudo strike
6.36
IV
227.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
4.56
IV
-283.1%
B/E move
23.4%
Puts
Pseudo strike
6.53
IV
284.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
4.29
IV
-347.6%
B/E move
28.1%
Puts
Pseudo strike
6.90
IV
335.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
4.01
IV
-412.1%
B/E move
32.7%
Puts
Pseudo strike
7.28
IV
385.3%
B/E move
1.9%