IntraAlpha
Create free account Start free

Artivion Inc AORT

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T02:59:42.364Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002134197Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:59:41.782841+00:00

Share price$23.97
1D+2.7%
AH$23.24$23.48$23.72$23.96$24.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAORT
Sold putSold callAH

Artivion Inc options

Live interpolated AORT call and put midpoint premiums by absolute delta.Artivion Inc$1.70$3.10$4.50$5.91$7.31$15.05$19.47$23.90$28.32$32.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AORT spot · $23.97AORT PRICE$2.37$2.43$2.40$2.38$2.44$2.52$2.59$2.83$3.21$3.58$1.85$2.23$2.43$2.53$2.52$2.47$2.43$2.54$3.38$4.22$5.05$5.89$6.91
PutsExpensive2.22×
CallsExpensive2.00×
SkewBearish+2.22 pp
Implied moveBalanced±$4.81
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.72187.2%33.8%
25Δ19.48171.6%28.1%
30Δ20.95151.4%22.7%
35Δ34.61195.8%54.3%22.29129.2%17.6%
40Δ31.91171.6%43.2%23.08112.6%14.2%
45Δ28.61138.9%29.4%23.7697.1%11.2%
50Δ25.30106.2%15.5%24.4481.6%8.2%
55Δ24.3293.4%11.7%25.1769.3%5.6%
60Δ23.5882.6%8.9%26.1872.5%4.9%
65Δ22.8371.9%6.1%27.1975.8%4.2%
70Δ22.1865.8%4.4%28.2079.1%3.4%
75Δ21.6163.5%3.5%29.2182.4%2.7%
80Δ21.0361.1%2.7%30.3985.0%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.72
IV
187.2%
B/E move
33.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.48
IV
171.6%
B/E move
28.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.95
IV
151.4%
B/E move
22.7%

35Δ

Calls
Pseudo strike
34.61
IV
195.8%
B/E move
54.3%
Puts
Pseudo strike
22.29
IV
129.2%
B/E move
17.6%

40Δ

Calls
Pseudo strike
31.91
IV
171.6%
B/E move
43.2%
Puts
Pseudo strike
23.08
IV
112.6%
B/E move
14.2%

45Δ

Calls
Pseudo strike
28.61
IV
138.9%
B/E move
29.4%
Puts
Pseudo strike
23.76
IV
97.1%
B/E move
11.2%

50Δ

Calls
Pseudo strike
25.30
IV
106.2%
B/E move
15.5%
Puts
Pseudo strike
24.44
IV
81.6%
B/E move
8.2%

55Δ

Calls
Pseudo strike
24.32
IV
93.4%
B/E move
11.7%
Puts
Pseudo strike
25.17
IV
69.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
23.58
IV
82.6%
B/E move
8.9%
Puts
Pseudo strike
26.18
IV
72.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
22.83
IV
71.9%
B/E move
6.1%
Puts
Pseudo strike
27.19
IV
75.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
22.18
IV
65.8%
B/E move
4.4%
Puts
Pseudo strike
28.20
IV
79.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
21.61
IV
63.5%
B/E move
3.5%
Puts
Pseudo strike
29.21
IV
82.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
21.03
IV
61.1%
B/E move
2.7%
Puts
Pseudo strike
30.39
IV
85.0%
B/E move
2.0%

Options history

AORT55.2161.8368.462026-10-20: 56.13%2026-10-21: 67.54%Oct 20Oct 21
Table
DateIV
56.13%
67.54%