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Medifast, Inc. MED

i

Market dataready · fetched 2026-11-03T23:19:07.594Z

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 · 2026-11-03T21:10:00.002907547Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T23:19:06.316193+00:00

Share price$12.59
1D-0.2%
AH$12.48$12.58$12.67$12.77$12.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMED
Sold putSold callAH

Medifast, Inc. options

Live interpolated MED call and put midpoint premiums by absolute delta.Medifast, Inc.$0.06$0.73$1.40$2.06$2.73$10.73$11.87$13.01$14.15$15.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MED spot · $12.59MED PRICE$0.38$0.40$0.41$0.42$0.43$0.45$0.46$0.47$0.69$0.95$1.21$1.47$1.73$0.14$0.17$0.20$0.23$0.26$0.38$0.69$1.00$1.31$1.61$1.92$2.23$2.54
PutsExpensive1.10×
CallsExpensive1.12×
SkewBullish-30.69 pp
Implied moveBearish±$1.15
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.37172.0%56.9%10.9556.0%14.1%
25Δ18.42153.4%49.4%11.2950.5%11.7%
30Δ17.46134.9%41.9%11.6245.0%9.3%
35Δ16.51116.3%34.4%11.9539.5%6.9%
40Δ15.5597.7%27.0%12.2834.0%4.5%
45Δ14.5979.2%19.5%12.6232.8%2.8%
50Δ13.6460.6%12.0%12.9539.8%2.7%
55Δ12.6842.1%4.5%13.2846.8%2.5%
60Δ12.2540.5%2.8%13.6153.7%2.3%
65Δ11.9542.8%2.4%13.9460.7%2.1%
70Δ11.6545.1%2.1%14.2767.7%1.9%
75Δ11.3547.4%1.8%14.6074.6%1.7%
80Δ11.0549.7%1.4%14.9381.6%1.5%

20Δ

Calls
Pseudo strike
19.37
IV
172.0%
B/E move
56.9%
Puts
Pseudo strike
10.95
IV
56.0%
B/E move
14.1%

25Δ

Calls
Pseudo strike
18.42
IV
153.4%
B/E move
49.4%
Puts
Pseudo strike
11.29
IV
50.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
17.46
IV
134.9%
B/E move
41.9%
Puts
Pseudo strike
11.62
IV
45.0%
B/E move
9.3%

35Δ

Calls
Pseudo strike
16.51
IV
116.3%
B/E move
34.4%
Puts
Pseudo strike
11.95
IV
39.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
15.55
IV
97.7%
B/E move
27.0%
Puts
Pseudo strike
12.28
IV
34.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
14.59
IV
79.2%
B/E move
19.5%
Puts
Pseudo strike
12.62
IV
32.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
13.64
IV
60.6%
B/E move
12.0%
Puts
Pseudo strike
12.95
IV
39.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
12.68
IV
42.1%
B/E move
4.5%
Puts
Pseudo strike
13.28
IV
46.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
12.25
IV
40.5%
B/E move
2.8%
Puts
Pseudo strike
13.61
IV
53.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
11.95
IV
42.8%
B/E move
2.4%
Puts
Pseudo strike
13.94
IV
60.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
11.65
IV
45.1%
B/E move
2.1%
Puts
Pseudo strike
14.27
IV
67.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
11.35
IV
47.4%
B/E move
1.8%
Puts
Pseudo strike
14.60
IV
74.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
11.05
IV
49.7%
B/E move
1.4%
Puts
Pseudo strike
14.93
IV
81.6%
B/E move
1.5%

Options history

IV · four-Friday blend46.21%
Daily EOD
MED39.8%46.7%53.6%2026-10-19: 52.64%2026-10-20: 45.12%2026-10-21: 40.73%2026-10-22: 44.49%2026-10-27: 45.41%2026-10-28: 47.09%2026-10-29: 46.21%Oct 19Oct 22Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
52.64%
45.12%
40.73%
44.49%
45.41%
47.09%
46.21%