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Treace Medical Concepts, Inc. Common Stock TMCI

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-13T18:11:03.318Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:07:45.541954737Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:11:02.415306+00:00

Share price$5.13
1D-5.1%
$4.93$5.06$5.18$5.31$5.435:30 AM6:30 AM9:00 AM1:00 PMTMCI
Sold putSold call

Treace Medical Concepts, Inc. Common Stock options

Live interpolated TMCI call and put midpoint premiums by absolute delta.Treace Medical Concepts, Inc. Common Stock$0.68$1.13$1.58$2.03$2.48$-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 unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETMCI PRICE$0.73$1.05$1.38$1.70$2.02$0.81$1.12$1.43$1.74$2.04$2.35
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
45Δ5.34101.5%11.6%
50Δ5.71108.0%10.5%
55Δ6.07114.4%9.3%
60Δ4.99105.1%11.7%6.44120.9%8.2%
65Δ4.60122.3%10.4%6.81127.3%7.0%
70Δ4.22139.5%9.1%7.17133.8%5.9%
75Δ3.83156.6%7.8%
80Δ3.44173.8%6.5%

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
5.34
IV
101.5%
B/E move
11.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
108.0%
B/E move
10.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.07
IV
114.4%
B/E move
9.3%

60Δ

Calls
Pseudo strike
4.99
IV
105.1%
B/E move
11.7%
Puts
Pseudo strike
6.44
IV
120.9%
B/E move
8.2%

65Δ

Calls
Pseudo strike
4.60
IV
122.3%
B/E move
10.4%
Puts
Pseudo strike
6.81
IV
127.3%
B/E move
7.0%

70Δ

Calls
Pseudo strike
4.22
IV
139.5%
B/E move
9.1%
Puts
Pseudo strike
7.17
IV
133.8%
B/E move
5.9%

75Δ

Calls
Pseudo strike
3.83
IV
156.6%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.44
IV
173.8%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations