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DiaMedica Therapeutics Inc. Common Stock DMAC

i

Market datapartial · fetched 2026-11-03T14:42:04.624Z

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 · 2026-11-03T14:39:38.107451944Z

FundamentalsAlpha Vantage · unavailable

Share price$9.50
1D-1.7%
$9.49$9.53$9.58$9.63$9.675:30 AM6:30 AM9:00 AM1:00 PMDMAC
Sold putSold call

DiaMedica Therapeutics Inc. Common Stock options

Live interpolated DMAC call and put midpoint premiums by absolute delta.DiaMedica Therapeutics Inc. Common Stock$0.44$1.55$2.66$3.78$4.89$7.05$8.21$9.36$10.51$11.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DMAC spot · $9.50DMAC PRICE$0.56$0.76$0.96$1.15$1.41$1.74$2.06$2.38$2.50$2.55$2.61$0.91$1.36$1.82$2.27$2.53$2.65$2.78$2.90$3.03$3.16$3.28$4.57
Puts——
Calls——
Skew——
Implied moveBearish±$4.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.72219.4%60.9%8.05189.6%24.8%
30Δ14.09231.8%56.3%8.62211.5%23.6%
35Δ13.45244.3%51.6%9.20233.5%22.3%
40Δ12.81256.7%47.0%9.77255.5%21.0%
45Δ12.16271.2%42.9%10.22253.8%19.0%
50Δ11.49287.6%39.2%10.58236.4%16.6%
55Δ10.82304.0%35.5%10.94218.9%14.1%
60Δ10.15320.4%31.9%11.30201.4%11.6%
65Δ9.43295.0%25.5%11.66184.0%9.2%
70Δ8.69257.3%18.3%12.02166.5%6.7%
75Δ7.95219.7%11.2%12.38149.0%4.2%
80Δ13.78162.4%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.72
IV
219.4%
B/E move
60.9%
Puts
Pseudo strike
8.05
IV
189.6%
B/E move
24.8%

30Δ

Calls
Pseudo strike
14.09
IV
231.8%
B/E move
56.3%
Puts
Pseudo strike
8.62
IV
211.5%
B/E move
23.6%

35Δ

Calls
Pseudo strike
13.45
IV
244.3%
B/E move
51.6%
Puts
Pseudo strike
9.20
IV
233.5%
B/E move
22.3%

40Δ

Calls
Pseudo strike
12.81
IV
256.7%
B/E move
47.0%
Puts
Pseudo strike
9.77
IV
255.5%
B/E move
21.0%

45Δ

Calls
Pseudo strike
12.16
IV
271.2%
B/E move
42.9%
Puts
Pseudo strike
10.22
IV
253.8%
B/E move
19.0%

50Δ

Calls
Pseudo strike
11.49
IV
287.6%
B/E move
39.2%
Puts
Pseudo strike
10.58
IV
236.4%
B/E move
16.6%

55Δ

Calls
Pseudo strike
10.82
IV
304.0%
B/E move
35.5%
Puts
Pseudo strike
10.94
IV
218.9%
B/E move
14.1%

60Δ

Calls
Pseudo strike
10.15
IV
320.4%
B/E move
31.9%
Puts
Pseudo strike
11.30
IV
201.4%
B/E move
11.6%

65Δ

Calls
Pseudo strike
9.43
IV
295.0%
B/E move
25.5%
Puts
Pseudo strike
11.66
IV
184.0%
B/E move
9.2%

70Δ

Calls
Pseudo strike
8.69
IV
257.3%
B/E move
18.3%
Puts
Pseudo strike
12.02
IV
166.5%
B/E move
6.7%

75Δ

Calls
Pseudo strike
7.95
IV
219.7%
B/E move
11.2%
Puts
Pseudo strike
12.38
IV
149.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.78
IV
162.4%
B/E move
3.0%

Options history

IV · four-Friday blend148.49%
Daily EOD
DMAC101.3%126.6%152.0%2026-10-19: 141.70%2026-10-21: 141.53%2026-10-22: 125.99%2026-10-23: 136.99%2026-10-27: 135.30%2026-10-28: 104.80%2026-10-29: 105.14%2026-10-30: 148.49%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
141.70%
141.53%
125.99%
136.99%
135.30%
104.80%
105.14%
148.49%