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Tactile Systems Technology, Inc. Common Stock TCMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-06T21:12:01.592Z

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 · 2026-11-06T21:00:00.72622323Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:11:47.337493+00:00

Share price$26.03
1D+1.6%
AH$25.57$25.76$25.95$26.13$26.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCMD
Sold putSold callAH

Tactile Systems Technology, Inc. Common Stock options

Live interpolated TCMD call and put midpoint premiums by absolute delta.Tactile Systems Technology, Inc. Common Stock$0.78$1.63$2.48$3.33$4.18$19.30$22.41$25.51$28.62$31.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TCMD spot · $26.03TCMD PRICE$0.87$1.07$1.27$1.47$1.67$1.87$2.06$2.30$2.64$2.97$3.31$0.96$1.30$1.63$1.94$2.18$2.43$2.68$2.93$3.18$3.43$3.68$3.93
Puts——
Calls——
Skew——
Implied moveBearish±$4.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ23.3999.8%13.9%
30Δ28.2766.6%12.0%23.99106.7%12.8%
35Δ27.7868.7%10.9%24.60113.6%11.8%
40Δ27.2970.9%9.7%25.18116.3%10.7%
45Δ26.8073.0%8.6%25.72110.6%9.6%
50Δ26.3175.2%7.5%26.26105.0%8.5%
55Δ25.8377.3%6.4%26.8099.3%7.4%
60Δ25.3479.5%5.3%27.3393.7%6.3%
65Δ24.8480.2%4.3%27.8788.0%5.2%
70Δ24.3277.9%3.5%28.4182.4%4.1%
75Δ23.7975.5%2.8%28.9576.7%3.0%
80Δ23.2773.2%2.1%29.4871.1%1.9%

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
23.39
IV
99.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
28.27
IV
66.6%
B/E move
12.0%
Puts
Pseudo strike
23.99
IV
106.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
27.78
IV
68.7%
B/E move
10.9%
Puts
Pseudo strike
24.60
IV
113.6%
B/E move
11.8%

40Δ

Calls
Pseudo strike
27.29
IV
70.9%
B/E move
9.7%
Puts
Pseudo strike
25.18
IV
116.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
26.80
IV
73.0%
B/E move
8.6%
Puts
Pseudo strike
25.72
IV
110.6%
B/E move
9.6%

50Δ

Calls
Pseudo strike
26.31
IV
75.2%
B/E move
7.5%
Puts
Pseudo strike
26.26
IV
105.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
25.83
IV
77.3%
B/E move
6.4%
Puts
Pseudo strike
26.80
IV
99.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
25.34
IV
79.5%
B/E move
5.3%
Puts
Pseudo strike
27.33
IV
93.7%
B/E move
6.3%

65Δ

Calls
Pseudo strike
24.84
IV
80.2%
B/E move
4.3%
Puts
Pseudo strike
27.87
IV
88.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
24.32
IV
77.9%
B/E move
3.5%
Puts
Pseudo strike
28.41
IV
82.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
23.79
IV
75.5%
B/E move
2.8%
Puts
Pseudo strike
28.95
IV
76.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
23.27
IV
73.2%
B/E move
2.1%
Puts
Pseudo strike
29.48
IV
71.1%
B/E move
1.9%

Options history

IV · four-Friday blend76.62%
Daily EOD
TCMD63.4%70.5%77.6%2026-10-19: 64.35%2026-10-20: 65.31%2026-10-21: 65.47%2026-10-22: 69.14%2026-10-23: 68.62%2026-10-26: 68.40%2026-10-27: 73.86%2026-10-28: 71.30%2026-10-29: 69.26%2026-10-30: 76.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.35%
65.31%
65.47%
69.14%
68.62%
68.40%
73.86%
71.30%
69.26%
76.62%