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Viemed Healthcare Inc VMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T18:33:15.389Z

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 · 2026-10-22T18:29:21.538002018Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:30:41.710477+00:00

Share price$9.91
1D+1.1%
$9.78$9.83$9.87$9.91$9.955:30 AM6:30 AM9:00 AM1:00 PMVMD
Sold putSold call

Viemed Healthcare Inc options

Live interpolated VMD call and put midpoint premiums by absolute delta.Viemed Healthcare Inc$0.06$1.94$3.82$5.70$7.57$6.34$7.92$9.49$11.06$12.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMD spot · $9.90VMD PRICE$0.38$0.39$0.40$0.41$0.42$0.44$0.45$0.68$0.92$1.16$1.40$1.64$1.88$0.26$0.31$0.35$0.40$0.44$0.48$0.61$1.66$2.72$4.28$6.07$6.55$7.03
PutsExpensive3.31×
CallsExpensive2.17×
SkewBearish+29.87 pp
Implied moveBearish±$1.06
TiltBearish49.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.24144.1%57.7%8.0088.6%21.9%
25Δ14.21125.6%47.4%8.3381.1%19.0%
30Δ13.38109.3%39.1%8.6773.6%16.0%
35Δ12.5593.0%30.8%9.0166.0%13.0%
40Δ11.7176.7%22.6%9.3558.5%10.0%
45Δ10.8860.4%14.3%9.6951.0%7.1%
50Δ10.0544.1%6.0%10.0847.3%4.5%
55Δ9.7246.5%5.0%10.9985.5%5.8%
60Δ9.4350.0%4.5%11.91123.8%7.2%
65Δ9.1453.6%3.9%13.38164.7%8.1%
70Δ8.8457.2%3.4%15.23190.2%7.5%
75Δ8.5560.8%2.9%15.88178.0%5.8%
80Δ8.2564.4%2.3%16.53165.8%4.1%

20Δ

Calls
Pseudo strike
15.24
IV
144.1%
B/E move
57.7%
Puts
Pseudo strike
8.00
IV
88.6%
B/E move
21.9%

25Δ

Calls
Pseudo strike
14.21
IV
125.6%
B/E move
47.4%
Puts
Pseudo strike
8.33
IV
81.1%
B/E move
19.0%

30Δ

Calls
Pseudo strike
13.38
IV
109.3%
B/E move
39.1%
Puts
Pseudo strike
8.67
IV
73.6%
B/E move
16.0%

35Δ

Calls
Pseudo strike
12.55
IV
93.0%
B/E move
30.8%
Puts
Pseudo strike
9.01
IV
66.0%
B/E move
13.0%

40Δ

Calls
Pseudo strike
11.71
IV
76.7%
B/E move
22.6%
Puts
Pseudo strike
9.35
IV
58.5%
B/E move
10.0%

45Δ

Calls
Pseudo strike
10.88
IV
60.4%
B/E move
14.3%
Puts
Pseudo strike
9.69
IV
51.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
10.05
IV
44.1%
B/E move
6.0%
Puts
Pseudo strike
10.08
IV
47.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
9.72
IV
46.5%
B/E move
5.0%
Puts
Pseudo strike
10.99
IV
85.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
9.43
IV
50.0%
B/E move
4.5%
Puts
Pseudo strike
11.91
IV
123.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
9.14
IV
53.6%
B/E move
3.9%
Puts
Pseudo strike
13.38
IV
164.7%
B/E move
8.1%

70Δ

Calls
Pseudo strike
8.84
IV
57.2%
B/E move
3.4%
Puts
Pseudo strike
15.23
IV
190.2%
B/E move
7.5%

75Δ

Calls
Pseudo strike
8.55
IV
60.8%
B/E move
2.9%
Puts
Pseudo strike
15.88
IV
178.0%
B/E move
5.8%

80Δ

Calls
Pseudo strike
8.25
IV
64.4%
B/E move
2.3%
Puts
Pseudo strike
16.53
IV
165.8%
B/E move
4.1%

Options history

No recorded observations