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Artivion, Inc. AORT

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T16:34:45.808Z

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 · 2026-11-12T16:34:27.550480135Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:33:31.966766+00:00

Share price$20.08
1D-0.8%
$19.79$20.01$20.23$20.44$20.665:30 AM6:30 AM9:00 AM1:00 PMAORT
Sold putSold call

Artivion, Inc. options

Live interpolated AORT call and put midpoint premiums by absolute delta.Artivion, Inc.$1.68$1.90$2.12$2.34$2.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAORT PRICE$2.45$2.45$1.70$2.08$2.45$2.45$2.45$2.45$2.46$2.46$2.47$2.47$2.48$2.48$2.49
PutsExpensive1.37×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.33386.6%37.1%
25Δ15.93355.2%31.0%
30Δ17.52323.5%24.9%
35Δ18.46280.3%20.2%
40Δ27.87388.4%51.0%19.40237.0%15.6%
45Δ23.88311.6%31.1%20.10203.6%12.1%
50Δ20.37187.3%10.8%
55Δ20.65171.0%9.4%
60Δ20.92154.6%8.1%
65Δ21.20138.3%6.7%
70Δ21.47122.0%5.4%
75Δ21.74105.7%4.1%
80Δ22.0289.3%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.33
IV
386.6%
B/E move
37.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.93
IV
355.2%
B/E move
31.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.52
IV
323.5%
B/E move
24.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.46
IV
280.3%
B/E move
20.2%

40Δ

Calls
Pseudo strike
27.87
IV
388.4%
B/E move
51.0%
Puts
Pseudo strike
19.40
IV
237.0%
B/E move
15.6%

45Δ

Calls
Pseudo strike
23.88
IV
311.6%
B/E move
31.1%
Puts
Pseudo strike
20.10
IV
203.6%
B/E move
12.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.37
IV
187.3%
B/E move
10.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.65
IV
171.0%
B/E move
9.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.92
IV
154.6%
B/E move
8.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.20
IV
138.3%
B/E move
6.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.47
IV
122.0%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.74
IV
105.7%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.02
IV
89.3%
B/E move
2.7%

Options history

IV · four-Friday blend75.05%
Daily close
AORT41.1%121.4%201.7%2026-08-21: 52.14%2026-09-09: 59.92%2026-09-11: 66.51%2026-09-18: 59.36%2026-09-21: 60.46%2026-09-22: 54.92%2026-09-23: 60.17%2026-09-24: 61.19%2026-09-25: 61.98%2026-09-28: 59.30%2026-09-29: 53.63%2026-09-30: 69.06%2026-10-01: 65.24%2026-10-02: 71.17%2026-10-05: 66.99%2026-10-06: 81.15%2026-10-07: 95.74%2026-10-08: 100.06%2026-10-09: 97.90%2026-10-12: 137.03%2026-10-13: 116.56%2026-10-14: 148.15%2026-10-15: 190.58%2026-10-16: 66.48%2026-10-19: 60.23%2026-10-20: 61.85%2026-10-21: 67.43%2026-10-22: 64.35%2026-10-23: 63.24%2026-10-26: 67.56%2026-10-27: 69.14%2026-10-28: 73.10%2026-10-29: 68.37%2026-10-30: 75.05%Aug 21Oct 7Oct 30
34 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
52.14%
59.92%
66.51%
59.36%
60.46%
54.92%
60.17%
61.19%
61.98%
59.30%
53.63%
69.06%
65.24%
71.17%
66.99%
81.15%
95.74%
100.06%
97.90%
137.03%
116.56%
148.15%
190.58%
66.48%
60.23%
61.85%
67.43%
64.35%
63.24%
67.56%
69.14%
73.10%
68.37%
75.05%