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Treace Medical Concepts, Inc. Common Stock TMCI

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Market datapartial · fetched 2026-10-23T02:22:19.281Z

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 · 2026-10-22T23:08:50.930394395Z

FundamentalsAlpha Vantage · unavailable

Share price$4.30
1D+2.1%
AH$4.16$4.20$4.23$4.26$4.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMCI
Sold putSold callAH

Treace Medical Concepts, Inc. Common Stock options

Live interpolated TMCI call and put midpoint premiums by absolute delta.Treace Medical Concepts, Inc. Common Stock$0.24$1.09$1.94$2.79$3.65$1.93$3.43$4.93$6.42$7.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMCI spot · $4.30TMCI PRICE$0.33$0.57$0.81$1.05$0.36$0.47$0.57$0.67$0.78$0.88$0.98$1.09$1.53$2.15$2.78$3.40
PutsExpensive1.72×
CallsExpensive2.67×
SkewBullish-103.97 pp
Implied moveBullish±$2.04
TiltBearish69.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.27127.2%32.5%
25Δ3.50129.1%29.4%
30Δ3.74131.1%26.3%
35Δ5.38133.1%32.8%3.97133.0%23.3%
40Δ6.06212.5%54.3%4.21135.0%20.2%
45Δ6.75291.9%75.9%4.44136.9%17.1%
50Δ7.44371.3%97.4%4.68138.9%14.1%
55Δ4.92140.8%11.0%
60Δ5.43152.1%9.2%
65Δ6.10168.5%8.1%
70Δ6.78184.9%7.0%
75Δ7.45201.4%5.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.27
IV
127.2%
B/E move
32.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
129.1%
B/E move
29.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.74
IV
131.1%
B/E move
26.3%

35Δ

Calls
Pseudo strike
5.38
IV
133.1%
B/E move
32.8%
Puts
Pseudo strike
3.97
IV
133.0%
B/E move
23.3%

40Δ

Calls
Pseudo strike
6.06
IV
212.5%
B/E move
54.3%
Puts
Pseudo strike
4.21
IV
135.0%
B/E move
20.2%

45Δ

Calls
Pseudo strike
6.75
IV
291.9%
B/E move
75.9%
Puts
Pseudo strike
4.44
IV
136.9%
B/E move
17.1%

50Δ

Calls
Pseudo strike
7.44
IV
371.3%
B/E move
97.4%
Puts
Pseudo strike
4.68
IV
138.9%
B/E move
14.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.92
IV
140.8%
B/E move
11.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.43
IV
152.1%
B/E move
9.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.10
IV
168.5%
B/E move
8.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.78
IV
184.9%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.45
IV
201.4%
B/E move
5.9%

80Δ

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

Options history

No recorded observations