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Tandem Diabetes Care, Inc. Common Stock TNDM

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T03:20:19.135Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:34.866910629Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:19:29.602389+00:00

Share price$18.85
1D+1.3%
AH$18.42$18.78$19.13$19.49$19.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNDM
Sold putSold callAH

Tandem Diabetes Care, Inc. Common Stock options

Live interpolated TNDM call and put midpoint premiums by absolute delta.Tandem Diabetes Care, Inc. Common Stock$0.26$1.32$2.39$3.45$4.51$10.82$14.70$18.59$22.47$26.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TNDM spot · $18.85TNDM PRICE$0.38$0.44$0.51$0.56$0.61$0.71$0.99$1.28$1.56$2.12$2.72$3.40$0.40$0.42$0.42$0.65$0.94$1.23$1.41$1.42$1.44$1.46$1.47$3.12$4.21
PutsCheap0.42×
Calls——
Skew——
Implied moveBearish±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.49114.2%14.7%
25Δ21.0092.5%13.4%17.2693.0%10.7%
30Δ20.4685.2%10.9%17.8873.1%7.4%
35Δ19.9578.1%8.5%18.2379.3%6.7%
40Δ19.6171.7%7.0%18.5392.1%6.7%
45Δ19.2765.3%5.5%18.82104.9%6.7%
50Δ18.9462.4%4.2%19.09108.4%6.2%
55Δ18.6372.9%4.1%19.3297.4%5.1%
60Δ18.3283.3%4.0%19.5486.4%4.0%
65Δ18.0293.7%3.9%19.7775.5%2.8%
70Δ17.43111.7%3.7%20.0064.5%1.7%
75Δ16.78129.2%3.4%21.55109.9%2.2%
80Δ16.00144.4%2.9%22.71123.5%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.49
IV
114.2%
B/E move
14.7%

25Δ

Calls
Pseudo strike
21.00
IV
92.5%
B/E move
13.4%
Puts
Pseudo strike
17.26
IV
93.0%
B/E move
10.7%

30Δ

Calls
Pseudo strike
20.46
IV
85.2%
B/E move
10.9%
Puts
Pseudo strike
17.88
IV
73.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
19.95
IV
78.1%
B/E move
8.5%
Puts
Pseudo strike
18.23
IV
79.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
19.61
IV
71.7%
B/E move
7.0%
Puts
Pseudo strike
18.53
IV
92.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
19.27
IV
65.3%
B/E move
5.5%
Puts
Pseudo strike
18.82
IV
104.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
18.94
IV
62.4%
B/E move
4.2%
Puts
Pseudo strike
19.09
IV
108.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
18.63
IV
72.9%
B/E move
4.1%
Puts
Pseudo strike
19.32
IV
97.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
18.32
IV
83.3%
B/E move
4.0%
Puts
Pseudo strike
19.54
IV
86.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
18.02
IV
93.7%
B/E move
3.9%
Puts
Pseudo strike
19.77
IV
75.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
17.43
IV
111.7%
B/E move
3.7%
Puts
Pseudo strike
20.00
IV
64.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
16.78
IV
129.2%
B/E move
3.4%
Puts
Pseudo strike
21.55
IV
109.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
16.00
IV
144.4%
B/E move
2.9%
Puts
Pseudo strike
22.71
IV
123.5%
B/E move
1.8%

Options history

IV · four-Friday blend82.83%
Daily EOD
TNDM77.9%83.1%88.4%2026-10-19: 83.58%2026-10-20: 80.36%2026-10-21: 79.27%2026-10-22: 78.62%2026-10-23: 79.38%2026-10-26: 87.67%2026-10-27: 79.77%2026-10-28: 79.46%2026-10-29: 81.50%2026-10-30: 82.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.58%
80.36%
79.27%
78.62%
79.38%
87.67%
79.77%
79.46%
81.50%
82.83%