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Tandem Diabetes Care, Inc. Common Stock TNDM

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Market datapartial · fetched 2026-10-22T17:37:12.941Z

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 · 2026-10-22T17:37:02.784733025Z

FundamentalsAlpha Vantage · unavailable

Share price$17.00
1D+4.3%
$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$0.05$3.57$7.08$10.59$14.10$9.87$13.07$16.27$19.47$22.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNDM spot · $17.00TNDM PRICE$0.43$0.83$0.72$1.10$1.04$1.28$1.55$1.83$1.84$1.79$2.09$2.64$0.81$1.13$1.44$1.76$1.97$2.22$2.59$3.33$3.72$4.09$7.09$10.09$13.09
PutsExpensive1.79×
CallsExpensive1.34×
SkewBearish+30.37 pp
Implied moveBearish±$4.14
TiltBearish51.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8593.9%36.9%13.52121.2%25.2%
25Δ24.14137.2%46.8%14.29122.6%22.6%
30Δ20.1389.9%22.7%15.07123.9%19.9%
35Δ20.70118.0%28.2%15.84125.2%17.2%
40Δ18.6686.1%15.9%16.54118.1%14.3%
45Δ18.1890.6%14.5%17.22111.4%11.8%
50Δ17.6694.0%13.0%17.89109.9%10.0%
55Δ17.1096.7%11.3%18.80117.8%9.0%
60Δ16.6484.9%8.7%19.45113.8%7.4%
65Δ16.1970.1%5.8%20.12107.3%5.7%
70Δ15.6569.1%4.4%23.26124.6%4.9%
75Δ15.0478.9%4.0%26.40141.8%4.1%
80Δ29.54159.1%3.3%

20Δ

Calls
Pseudo strike
22.85
IV
93.9%
B/E move
36.9%
Puts
Pseudo strike
13.52
IV
121.2%
B/E move
25.2%

25Δ

Calls
Pseudo strike
24.14
IV
137.2%
B/E move
46.8%
Puts
Pseudo strike
14.29
IV
122.6%
B/E move
22.6%

30Δ

Calls
Pseudo strike
20.13
IV
89.9%
B/E move
22.7%
Puts
Pseudo strike
15.07
IV
123.9%
B/E move
19.9%

35Δ

Calls
Pseudo strike
20.70
IV
118.0%
B/E move
28.2%
Puts
Pseudo strike
15.84
IV
125.2%
B/E move
17.2%

40Δ

Calls
Pseudo strike
18.66
IV
86.1%
B/E move
15.9%
Puts
Pseudo strike
16.54
IV
118.1%
B/E move
14.3%

45Δ

Calls
Pseudo strike
18.18
IV
90.6%
B/E move
14.5%
Puts
Pseudo strike
17.22
IV
111.4%
B/E move
11.8%

50Δ

Calls
Pseudo strike
17.66
IV
94.0%
B/E move
13.0%
Puts
Pseudo strike
17.89
IV
109.9%
B/E move
10.0%

55Δ

Calls
Pseudo strike
17.10
IV
96.7%
B/E move
11.3%
Puts
Pseudo strike
18.80
IV
117.8%
B/E move
9.0%

60Δ

Calls
Pseudo strike
16.64
IV
84.9%
B/E move
8.7%
Puts
Pseudo strike
19.45
IV
113.8%
B/E move
7.4%

65Δ

Calls
Pseudo strike
16.19
IV
70.1%
B/E move
5.8%
Puts
Pseudo strike
20.12
IV
107.3%
B/E move
5.7%

70Δ

Calls
Pseudo strike
15.65
IV
69.1%
B/E move
4.4%
Puts
Pseudo strike
23.26
IV
124.6%
B/E move
4.9%

75Δ

Calls
Pseudo strike
15.04
IV
78.9%
B/E move
4.0%
Puts
Pseudo strike
26.40
IV
141.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.54
IV
159.1%
B/E move
3.3%

Options history

No recorded observations