Share price$4.30
1D+2.1%
Sold putSold callAH
Treace Medical Concepts Inc TMCI
HEALTHCARE · MEDICAL DEVICESi
Market dataready · fetched 2026-10-23T06:00:15.775Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:08:50.930394395Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:55:24.793819+00:00
Treace Medical Concepts Inc options
PutsExpensive1.74×
CallsExpensive2.69×
SkewBullish-103.71 pp
Implied moveBullish±$2.04
TiltBearish69.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.27 | 128.1% | 32.5% | |||
| 25Δ | 3.50 | 130.3% | 29.4% | |||
| 30Δ | 3.74 | 132.4% | 26.3% | |||
| 35Δ | 5.38 | 134.6% | 32.8% | 3.97 | 134.6% | 23.3% |
| 40Δ | 6.06 | 213.9% | 54.4% | 4.21 | 136.7% | 20.2% |
| 45Δ | 6.75 | 293.1% | 75.9% | 4.44 | 138.8% | 17.1% |
| 50Δ | 7.44 | 372.3% | 97.4% | 4.68 | 141.0% | 14.1% |
| 55Δ | 4.91 | 143.1% | 11.0% | |||
| 60Δ | 5.43 | 154.1% | 9.2% | |||
| 65Δ | 6.10 | 170.0% | 8.1% | |||
| 70Δ | 6.77 | 185.9% | 7.0% | |||
| 75Δ | 7.45 | 201.9% | 5.9% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.27
- IV
- 128.1%
- B/E move
- 32.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.50
- IV
- 130.3%
- B/E move
- 29.4%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.74
- IV
- 132.4%
- B/E move
- 26.3%
35Δ
- Pseudo strike
- 5.38
- IV
- 134.6%
- B/E move
- 32.8%
- Pseudo strike
- 3.97
- IV
- 134.6%
- B/E move
- 23.3%
40Δ
- Pseudo strike
- 6.06
- IV
- 213.9%
- B/E move
- 54.4%
- Pseudo strike
- 4.21
- IV
- 136.7%
- B/E move
- 20.2%
45Δ
- Pseudo strike
- 6.75
- IV
- 293.1%
- B/E move
- 75.9%
- Pseudo strike
- 4.44
- IV
- 138.8%
- B/E move
- 17.1%
50Δ
- Pseudo strike
- 7.44
- IV
- 372.3%
- B/E move
- 97.4%
- Pseudo strike
- 4.68
- IV
- 141.0%
- B/E move
- 14.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.91
- IV
- 143.1%
- B/E move
- 11.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.43
- IV
- 154.1%
- B/E move
- 9.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.10
- IV
- 170.0%
- B/E move
- 8.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.77
- IV
- 185.9%
- B/E move
- 7.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.45
- IV
- 201.9%
- B/E move
- 5.9%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations