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Teladoc Health, Inc. TDOC

i

Market datapartial · fetched 2026-11-05T21:50:48.758Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:39:18.859591139Z

FundamentalsAlpha Vantage · unavailable

Share price$9.41
1D-3.0%
AH$8.97$9.17$9.37$9.57$9.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDOC
Sold putSold callAH

Teladoc Health, Inc. options

Live interpolated TDOC call and put midpoint premiums by absolute delta.Teladoc Health, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETDOC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend61.80%
Daily close
TDOC37.1%79.5%121.9%2026-08-07: 54.41%2026-08-10: 58.09%2026-08-14: 51.15%2026-08-18: 54.86%2026-08-20: 50.85%2026-08-28: 42.96%2026-09-02: 53.43%2026-09-14: 57.21%2026-09-18: 51.66%2026-09-21: 55.55%2026-09-28: 58.43%2026-10-02: 53.72%2026-10-08: 74.43%2026-10-12: 63.79%2026-10-13: 64.59%2026-10-16: 71.00%2026-10-23: 91.07%2026-10-26: 100.97%2026-10-27: 103.10%2026-10-28: 116.09%2026-10-29: 74.66%2026-10-30: 61.80%Aug 7Sep 28Oct 30
22 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
54.41%
58.09%
51.15%
54.86%
50.85%
42.96%
53.43%
57.21%
51.66%
55.55%
58.43%
53.72%
74.43%
63.79%
64.59%
71.00%
91.07%
100.97%
103.10%
116.09%
74.66%
61.80%