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Tandem Diabetes Care, Inc. Common Stock TNDM

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Market datapartial · fetched 2026-10-22T16:39:16.195Z

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 · 2026-10-22T16:38:21.635680718Z

FundamentalsAlpha Vantage · unavailable

Share price$16.75
1D+2.8%
$15.94$16.24$16.55$16.86$17.165:30 AM6:30 AM9:00 AM1:00 PMTNDM
Sold putSold call

Tandem Diabetes Care, Inc. Common Stock options

Live interpolated TNDM call and put midpoint premiums by absolute delta.Tandem Diabetes Care, Inc. Common Stock$0.45$2.78$5.11$7.44$9.77$10.03$13.42$16.81$20.21$23.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNDM spot · $16.75TNDM PRICE$0.95$1.10$1.15$1.00$1.10$1.34$1.63$1.87$1.81$1.96$2.50$2.96$3.37$0.70$0.89$1.11$1.58$1.91$2.08$2.40$2.85$3.57$3.98$5.75$6.95$9.10
PutsExpensive1.65×
CallsExpensive1.70×
SkewBullish-2.70 pp
Implied moveBearish±$4.03
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.64233.0%124.4%13.50113.1%23.6%
25Δ29.03201.4%79.9%14.32107.4%19.8%
30Δ23.60158.8%47.7%15.05104.2%16.8%
35Δ19.91107.1%24.9%15.67114.7%15.9%
40Δ18.5692.6%17.3%16.29116.1%14.1%
45Δ18.0697.8%15.9%16.92107.1%11.4%
50Δ17.50101.5%14.2%17.54104.2%9.6%
55Δ16.92101.9%12.2%18.24105.0%8.1%
60Δ16.3784.5%8.5%19.11111.3%7.2%
65Δ15.8076.6%6.0%19.76107.3%5.8%
70Δ15.1987.8%5.6%21.59127.4%5.4%
75Δ14.5990.1%4.8%23.00129.9%4.2%
80Δ13.9988.3%3.6%25.33138.5%3.1%

20Δ

Calls
Pseudo strike
36.64
IV
233.0%
B/E move
124.4%
Puts
Pseudo strike
13.50
IV
113.1%
B/E move
23.6%

25Δ

Calls
Pseudo strike
29.03
IV
201.4%
B/E move
79.9%
Puts
Pseudo strike
14.32
IV
107.4%
B/E move
19.8%

30Δ

Calls
Pseudo strike
23.60
IV
158.8%
B/E move
47.7%
Puts
Pseudo strike
15.05
IV
104.2%
B/E move
16.8%

35Δ

Calls
Pseudo strike
19.91
IV
107.1%
B/E move
24.9%
Puts
Pseudo strike
15.67
IV
114.7%
B/E move
15.9%

40Δ

Calls
Pseudo strike
18.56
IV
92.6%
B/E move
17.3%
Puts
Pseudo strike
16.29
IV
116.1%
B/E move
14.1%

45Δ

Calls
Pseudo strike
18.06
IV
97.8%
B/E move
15.9%
Puts
Pseudo strike
16.92
IV
107.1%
B/E move
11.4%

50Δ

Calls
Pseudo strike
17.50
IV
101.5%
B/E move
14.2%
Puts
Pseudo strike
17.54
IV
104.2%
B/E move
9.6%

55Δ

Calls
Pseudo strike
16.92
IV
101.9%
B/E move
12.2%
Puts
Pseudo strike
18.24
IV
105.0%
B/E move
8.1%

60Δ

Calls
Pseudo strike
16.37
IV
84.5%
B/E move
8.5%
Puts
Pseudo strike
19.11
IV
111.3%
B/E move
7.2%

65Δ

Calls
Pseudo strike
15.80
IV
76.6%
B/E move
6.0%
Puts
Pseudo strike
19.76
IV
107.3%
B/E move
5.8%

70Δ

Calls
Pseudo strike
15.19
IV
87.8%
B/E move
5.6%
Puts
Pseudo strike
21.59
IV
127.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
14.59
IV
90.1%
B/E move
4.8%
Puts
Pseudo strike
23.00
IV
129.9%
B/E move
4.2%

80Δ

Calls
Pseudo strike
13.99
IV
88.3%
B/E move
3.6%
Puts
Pseudo strike
25.33
IV
138.5%
B/E move
3.1%

Options history

No recorded observations