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Viemed Healthcare Inc VMD

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-23T00:01:11.960Z

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 · 2026-10-22T20:00:00.083075491Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:01:10.805853+00:00

Share price$9.92
1D+1.3%
AH$9.78$9.83$9.87$9.92$9.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMD
Sold putSold callAH

Viemed Healthcare Inc options

Live interpolated VMD call and put midpoint premiums by absolute delta.Viemed Healthcare Inc$0.28$2.11$3.94$5.77$7.60$4.06$6.33$8.61$10.89$13.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMD spot · $9.92VMD PRICE$0.47$0.47$0.47$0.47$0.47$0.47$0.47$0.66$0.90$1.14$1.37$1.61$1.85$0.85$1.29$1.74$2.18$2.52$2.71$2.91$3.10$3.29$4.42$6.10$6.59$7.08
PutsExpensive5.59×
CallsExpensive2.42×
SkewBearish+93.84 pp
Implied moveBearish±$3.38
TiltBearish61.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.31193.4%89.4%8.22135.4%25.7%
25Δ14.67146.4%52.7%8.72159.1%25.2%
30Δ13.78126.8%43.7%9.21182.9%24.7%
35Δ12.88107.3%34.6%9.70206.6%24.2%
40Δ11.9887.8%25.6%10.19215.6%22.7%
45Δ11.0968.3%16.6%10.70201.2%19.5%
50Δ10.1948.8%7.5%11.20186.8%16.4%
55Δ9.7746.9%5.2%11.70172.4%13.3%
60Δ9.4849.8%4.6%12.20158.0%10.1%
65Δ9.1952.8%4.0%13.52168.7%8.3%
70Δ8.8955.7%3.5%15.27191.3%7.6%
75Δ8.6058.6%2.9%15.93179.2%5.8%
80Δ8.3161.6%2.4%16.59167.1%4.1%

20Δ

Calls
Pseudo strike
18.31
IV
193.4%
B/E move
89.4%
Puts
Pseudo strike
8.22
IV
135.4%
B/E move
25.7%

25Δ

Calls
Pseudo strike
14.67
IV
146.4%
B/E move
52.7%
Puts
Pseudo strike
8.72
IV
159.1%
B/E move
25.2%

30Δ

Calls
Pseudo strike
13.78
IV
126.8%
B/E move
43.7%
Puts
Pseudo strike
9.21
IV
182.9%
B/E move
24.7%

35Δ

Calls
Pseudo strike
12.88
IV
107.3%
B/E move
34.6%
Puts
Pseudo strike
9.70
IV
206.6%
B/E move
24.2%

40Δ

Calls
Pseudo strike
11.98
IV
87.8%
B/E move
25.6%
Puts
Pseudo strike
10.19
IV
215.6%
B/E move
22.7%

45Δ

Calls
Pseudo strike
11.09
IV
68.3%
B/E move
16.6%
Puts
Pseudo strike
10.70
IV
201.2%
B/E move
19.5%

50Δ

Calls
Pseudo strike
10.19
IV
48.8%
B/E move
7.5%
Puts
Pseudo strike
11.20
IV
186.8%
B/E move
16.4%

55Δ

Calls
Pseudo strike
9.77
IV
46.9%
B/E move
5.2%
Puts
Pseudo strike
11.70
IV
172.4%
B/E move
13.3%

60Δ

Calls
Pseudo strike
9.48
IV
49.8%
B/E move
4.6%
Puts
Pseudo strike
12.20
IV
158.0%
B/E move
10.1%

65Δ

Calls
Pseudo strike
9.19
IV
52.8%
B/E move
4.0%
Puts
Pseudo strike
13.52
IV
168.7%
B/E move
8.3%

70Δ

Calls
Pseudo strike
8.89
IV
55.7%
B/E move
3.5%
Puts
Pseudo strike
15.27
IV
191.3%
B/E move
7.6%

75Δ

Calls
Pseudo strike
8.60
IV
58.6%
B/E move
2.9%
Puts
Pseudo strike
15.93
IV
179.2%
B/E move
5.8%

80Δ

Calls
Pseudo strike
8.31
IV
61.6%
B/E move
2.4%
Puts
Pseudo strike
16.59
IV
167.1%
B/E move
4.1%

Options history

No recorded observations