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MiMedx Group, Inc Common Stock MDXG

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Market datapartial · fetched 2026-11-03T18:59:46.130Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-03T18:59:35.493986315Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T18:59:44.044804+00:00

Share price$3.19
1D-2.3%
$3.15$3.18$3.21$3.24$3.275:30 AM6:30 AM9:00 AM1:00 PMMDXG
Sold putSold call

MiMedx Group, Inc Common Stock options

Live interpolated MDXG call and put midpoint premiums by absolute delta.MiMedx Group, Inc Common Stock$0.36$0.50$0.65$0.79$0.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMDXG PRICE$0.38$0.42$0.48$0.54$0.60$0.66$0.72$0.78$0.84$0.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ5.67116.7%89.6%
40Δ4.80103.0%63.8%
45Δ4.5198.3%56.7%
50Δ4.2393.7%49.6%
55Δ3.9489.0%42.5%
60Δ3.6584.4%35.4%
65Δ3.3779.7%28.3%
70Δ3.0875.1%21.2%
75Δ2.7970.4%14.1%
80Δ2.5165.8%6.9%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
5.67
IV
116.7%
B/E move
89.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.80
IV
103.0%
B/E move
63.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.51
IV
98.3%
B/E move
56.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.23
IV
93.7%
B/E move
49.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.94
IV
89.0%
B/E move
42.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.65
IV
84.4%
B/E move
35.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.37
IV
79.7%
B/E move
28.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.08
IV
75.1%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.79
IV
70.4%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.51
IV
65.8%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations