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TransMedics Group Inc TMDX

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-20T06:08:03.543Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:58:17.282004034Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:03.038765+00:00

Share price$71.90
1D+0.8%
AH$70.75$71.30$71.86$72.41$72.965:30 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$1.23$6.82$12.41$18.00$23.59$49.36$60.56$71.77$82.97$94.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMDX spot · $71.90TMDX PRICE$1.84$2.18$2.91$3.68$4.46$5.27$6.07$7.05$8.41$9.46$10.79$11.96$13.96$2.19$2.97$3.48$4.99$6.10$7.33$8.75$10.32$12.12$14.18$15.42$18.80$21.97
PutsExpensive1.44×
CallsExpensive1.63×
SkewBearish+1.24 pp
Implied moveBearish±$14.82
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.2491.2%35.0%60.6182.7%18.8%
25Δ86.3877.9%23.2%63.0583.6%16.4%
30Δ84.1782.2%21.1%65.7876.9%13.4%
35Δ81.8385.0%18.9%67.5587.2%13.0%
40Δ79.2385.3%16.4%69.8687.5%11.3%
45Δ76.7885.5%14.1%72.1887.6%9.8%
50Δ74.3284.0%11.8%74.5688.2%8.5%
55Δ72.0984.3%10.1%77.0488.6%7.2%
60Δ69.8788.0%8.9%79.6789.0%6.0%
65Δ67.5986.1%7.2%82.5089.3%5.0%
70Δ65.2786.0%5.8%84.6284.5%3.8%
75Δ63.1083.0%4.4%88.5887.3%2.9%
80Δ60.3984.8%3.4%92.3587.0%2.1%

20Δ

Calls
Pseudo strike
95.24
IV
91.2%
B/E move
35.0%
Puts
Pseudo strike
60.61
IV
82.7%
B/E move
18.8%

25Δ

Calls
Pseudo strike
86.38
IV
77.9%
B/E move
23.2%
Puts
Pseudo strike
63.05
IV
83.6%
B/E move
16.4%

30Δ

Calls
Pseudo strike
84.17
IV
82.2%
B/E move
21.1%
Puts
Pseudo strike
65.78
IV
76.9%
B/E move
13.4%

35Δ

Calls
Pseudo strike
81.83
IV
85.0%
B/E move
18.9%
Puts
Pseudo strike
67.55
IV
87.2%
B/E move
13.0%

40Δ

Calls
Pseudo strike
79.23
IV
85.3%
B/E move
16.4%
Puts
Pseudo strike
69.86
IV
87.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
76.78
IV
85.5%
B/E move
14.1%
Puts
Pseudo strike
72.18
IV
87.6%
B/E move
9.8%

50Δ

Calls
Pseudo strike
74.32
IV
84.0%
B/E move
11.8%
Puts
Pseudo strike
74.56
IV
88.2%
B/E move
8.5%

55Δ

Calls
Pseudo strike
72.09
IV
84.3%
B/E move
10.1%
Puts
Pseudo strike
77.04
IV
88.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
69.87
IV
88.0%
B/E move
8.9%
Puts
Pseudo strike
79.67
IV
89.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
67.59
IV
86.1%
B/E move
7.2%
Puts
Pseudo strike
82.50
IV
89.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
65.27
IV
86.0%
B/E move
5.8%
Puts
Pseudo strike
84.62
IV
84.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
63.10
IV
83.0%
B/E move
4.4%
Puts
Pseudo strike
88.58
IV
87.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
60.39
IV
84.8%
B/E move
3.4%
Puts
Pseudo strike
92.35
IV
87.0%
B/E move
2.1%

Options history

TMDX84.6384.7284.802026-10-19T19:58:33.686000+00:00: 84.72%Oct 19Oct 19
Table
ObservationIVSkewImplied move
84.72%5.69 pp20.61%