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TransMedics Group Inc TMDX

HEALTHCARE · MEDICAL DEVICES
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Market datastale · fetched 2026-10-15T20:04:51.667Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:47.084037387Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:14.302789+00:00

Share price$76.62
1D+2.3%
AH$74.71$75.41$76.12$76.83$77.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMDX
Sold putSold callAH

TransMedics Group Inc options

Live interpolated TMDX call and put midpoint premiums by absolute delta.TransMedics Group Inc$0.72$1.62$2.52$3.42$4.32$70.50$73.36$76.21$79.07$81.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $76.62OPTION PRICELive TMDX spot · $76.62TMDX PRICE$0.92$0.82$1.13$1.19$1.26$1.32$1.43$1.56$1.66$1.69$1.72$1.75$1.79$1.11$1.02$1.01$1.25$1.43$1.63$1.87$2.09$2.28$2.70$3.28$3.55$4.06
PutsExpensive2.43×
CallsExpensive1.37×
SkewBearish+20.43 pp
Implied moveBearish±$3.30
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.04219.0%12.2%69.65233.8%10.5%
25Δ80.53137.1%6.2%72.51165.6%6.7%
30Δ80.43157.6%6.4%74.16127.1%4.5%
35Δ79.16135.4%4.9%74.85127.2%3.9%
40Δ77.94114.0%3.4%75.54121.3%3.3%
45Δ77.28101.0%2.6%76.18115.3%2.7%
50Δ76.7592.1%2.0%76.75112.4%2.3%
55Δ76.3086.3%1.6%77.28107.8%1.9%
60Δ75.9379.9%1.3%77.76101.8%1.5%
65Δ75.7372.0%1.0%78.39103.4%1.2%
70Δ75.5264.1%0.8%79.09109.3%1.1%
75Δ75.3156.3%0.6%79.56102.5%0.8%
80Δ75.1048.4%0.3%80.25101.3%0.6%

20Δ

Calls
Pseudo strike
85.04
IV
219.0%
B/E move
12.2%
Puts
Pseudo strike
69.65
IV
233.8%
B/E move
10.5%

25Δ

Calls
Pseudo strike
80.53
IV
137.1%
B/E move
6.2%
Puts
Pseudo strike
72.51
IV
165.6%
B/E move
6.7%

30Δ

Calls
Pseudo strike
80.43
IV
157.6%
B/E move
6.4%
Puts
Pseudo strike
74.16
IV
127.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
79.16
IV
135.4%
B/E move
4.9%
Puts
Pseudo strike
74.85
IV
127.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
77.94
IV
114.0%
B/E move
3.4%
Puts
Pseudo strike
75.54
IV
121.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
77.28
IV
101.0%
B/E move
2.6%
Puts
Pseudo strike
76.18
IV
115.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
76.75
IV
92.1%
B/E move
2.0%
Puts
Pseudo strike
76.75
IV
112.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
76.30
IV
86.3%
B/E move
1.6%
Puts
Pseudo strike
77.28
IV
107.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
75.93
IV
79.9%
B/E move
1.3%
Puts
Pseudo strike
77.76
IV
101.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
75.73
IV
72.0%
B/E move
1.0%
Puts
Pseudo strike
78.39
IV
103.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
75.52
IV
64.1%
B/E move
0.8%
Puts
Pseudo strike
79.09
IV
109.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
75.31
IV
56.3%
B/E move
0.6%
Puts
Pseudo strike
79.56
IV
102.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
75.10
IV
48.4%
B/E move
0.3%
Puts
Pseudo strike
80.25
IV
101.3%
B/E move
0.6%