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Viemed Healthcare, Inc. Common Shares VMD

i

Market dataready · fetched 2026-11-12T02:51:20.156Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:01:30.503607747Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:51:19.526976+00:00

Share price$9.21
1D+2.0%
AH$8.99$9.05$9.11$9.17$9.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMD
Sold putSold callAH

Viemed Healthcare, Inc. Common Shares options

Live interpolated VMD call and put midpoint premiums by absolute delta.Viemed Healthcare, Inc. Common Shares$0.30$1.00$1.71$2.42$3.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVMD PRICE$0.38$0.38$0.38$0.38$0.38$0.43$0.49$0.55$0.62$0.68$0.74$0.80$0.86$0.92$1.04$1.98$2.92
PutsFair0.98×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.87140.1%65.6%7.4599.1%23.1%
25Δ12.27102.7%37.3%7.7491.8%20.6%
30Δ11.2882.6%26.6%8.0086.3%18.5%
35Δ10.3062.6%15.9%8.2580.8%16.5%
40Δ8.5075.2%14.4%
45Δ8.7569.7%12.3%
50Δ9.0164.1%10.2%
55Δ9.2658.6%8.1%
60Δ9.5153.0%6.0%
65Δ9.7647.5%4.0%
70Δ10.0643.4%2.0%
75Δ11.0160.5%1.9%
80Δ11.9677.6%1.8%

20Δ

Calls
Pseudo strike
14.87
IV
140.1%
B/E move
65.6%
Puts
Pseudo strike
7.45
IV
99.1%
B/E move
23.1%

25Δ

Calls
Pseudo strike
12.27
IV
102.7%
B/E move
37.3%
Puts
Pseudo strike
7.74
IV
91.8%
B/E move
20.6%

30Δ

Calls
Pseudo strike
11.28
IV
82.6%
B/E move
26.6%
Puts
Pseudo strike
8.00
IV
86.3%
B/E move
18.5%

35Δ

Calls
Pseudo strike
10.30
IV
62.6%
B/E move
15.9%
Puts
Pseudo strike
8.25
IV
80.8%
B/E move
16.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.50
IV
75.2%
B/E move
14.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.75
IV
69.7%
B/E move
12.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.01
IV
64.1%
B/E move
10.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
58.6%
B/E move
8.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.51
IV
53.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.76
IV
47.5%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.06
IV
43.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.01
IV
60.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.96
IV
77.6%
B/E move
1.8%

Options history

IV · four-Friday blend51.13%
Daily EOD
VMD47.9%71.5%95.1%2026-10-22: 69.61%2026-10-23: 51.14%2026-10-26: 70.56%2026-10-27: 54.31%2026-10-28: 91.88%2026-10-29: 51.13%Oct 22Oct 26Oct 29
6 observations2026-10-22 — 2026-10-29
Table
DateIV (%)
69.61%
51.14%
70.56%
54.31%
91.88%
51.13%