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Tandem Diabetes Care Inc TNDM

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-22T23:59:05.635Z

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 · 2026-10-22T20:00:09.308025705Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:59:04.377331+00:00

Share price$17.15
1D+5.2%
AH$15.93$16.26$16.59$16.92$17.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNDM
Sold putSold callAH

Tandem Diabetes Care Inc options

Live interpolated TNDM call and put midpoint premiums by absolute delta.Tandem Diabetes Care Inc$0.13$5.13$10.13$15.13$20.12$9.66$13.34$17.02$20.69$24.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNDM spot · $17.15TNDM PRICE$0.95$1.10$1.19$1.21$1.08$1.43$1.78$1.96$2.01$1.99$2.30$3.09$3.72$0.67$0.94$1.29$1.72$1.99$2.20$2.38$2.96$3.46$4.10$6.82$10.55$18.68
PutsExpensive1.86×
CallsExpensive1.75×
SkewBearish+5.55 pp
Implied moveBearish±$4.16
TiltBearish41.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.76229.5%119.9%13.97106.9%22.5%
25Δ29.09196.2%76.0%14.65109.1%20.0%
30Δ24.21161.3%48.1%15.32114.5%18.1%
35Δ21.36130.6%31.6%15.99122.7%16.8%
40Δ18.8788.6%16.4%16.70117.6%14.2%
45Δ18.4699.7%16.0%17.34110.3%11.7%
50Δ18.05110.7%15.6%17.92101.8%9.4%
55Δ17.34104.5%12.5%18.70106.0%8.2%
60Δ16.7592.7%9.4%19.42106.4%7.0%
65Δ16.2878.1%6.5%20.27107.6%5.7%
70Δ15.6976.8%4.9%22.97141.7%5.8%
75Δ14.8994.3%4.8%26.81171.7%5.2%
80Δ14.10100.6%3.9%35.05219.4%4.6%

20Δ

Calls
Pseudo strike
36.76
IV
229.5%
B/E move
119.9%
Puts
Pseudo strike
13.97
IV
106.9%
B/E move
22.5%

25Δ

Calls
Pseudo strike
29.09
IV
196.2%
B/E move
76.0%
Puts
Pseudo strike
14.65
IV
109.1%
B/E move
20.0%

30Δ

Calls
Pseudo strike
24.21
IV
161.3%
B/E move
48.1%
Puts
Pseudo strike
15.32
IV
114.5%
B/E move
18.1%

35Δ

Calls
Pseudo strike
21.36
IV
130.6%
B/E move
31.6%
Puts
Pseudo strike
15.99
IV
122.7%
B/E move
16.8%

40Δ

Calls
Pseudo strike
18.87
IV
88.6%
B/E move
16.4%
Puts
Pseudo strike
16.70
IV
117.6%
B/E move
14.2%

45Δ

Calls
Pseudo strike
18.46
IV
99.7%
B/E move
16.0%
Puts
Pseudo strike
17.34
IV
110.3%
B/E move
11.7%

50Δ

Calls
Pseudo strike
18.05
IV
110.7%
B/E move
15.6%
Puts
Pseudo strike
17.92
IV
101.8%
B/E move
9.4%

55Δ

Calls
Pseudo strike
17.34
IV
104.5%
B/E move
12.5%
Puts
Pseudo strike
18.70
IV
106.0%
B/E move
8.2%

60Δ

Calls
Pseudo strike
16.75
IV
92.7%
B/E move
9.4%
Puts
Pseudo strike
19.42
IV
106.4%
B/E move
7.0%

65Δ

Calls
Pseudo strike
16.28
IV
78.1%
B/E move
6.5%
Puts
Pseudo strike
20.27
IV
107.6%
B/E move
5.7%

70Δ

Calls
Pseudo strike
15.69
IV
76.8%
B/E move
4.9%
Puts
Pseudo strike
22.97
IV
141.7%
B/E move
5.8%

75Δ

Calls
Pseudo strike
14.89
IV
94.3%
B/E move
4.8%
Puts
Pseudo strike
26.81
IV
171.7%
B/E move
5.2%

80Δ

Calls
Pseudo strike
14.10
IV
100.6%
B/E move
3.9%
Puts
Pseudo strike
35.05
IV
219.4%
B/E move
4.6%

Options history

No recorded observations