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CONMED Corporation CNMD

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Market datapartial · fetched 2026-11-13T19:12:21.098Z

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 · 2026-11-13T19:09:17.169125823Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:12:19.821458+00:00

Share price$50.51
1D-0.6%
$50.38$50.63$50.89$51.14$51.395:30 AM6:30 AM9:00 AM1:00 PMCNMD
Sold putSold call

CONMED Corporation options

Live interpolated CNMD call and put midpoint premiums by absolute delta.CONMED Corporation$0.77$1.21$1.65$2.09$2.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECNMD PRICE$0.82$1.05$1.27$1.50$1.72$1.95$2.17$2.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.86102.5%22.1%
25Δ59.3699.1%19.6%
30Δ57.8695.8%17.1%
35Δ56.3592.4%14.5%
40Δ54.8589.0%12.0%
45Δ53.3585.6%9.5%
50Δ51.8582.2%7.0%
55Δ50.3578.8%4.4%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
60.86
IV
102.5%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.36
IV
99.1%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
57.86
IV
95.8%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
56.35
IV
92.4%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
54.85
IV
89.0%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.35
IV
85.6%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.85
IV
82.2%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.35
IV
78.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend42.37%
Daily EOD
CNMD35.9%40.7%45.6%2026-10-19: 40.50%2026-10-20: 39.64%2026-10-21: 43.12%2026-10-22: 40.08%2026-10-23: 41.58%2026-10-26: 43.28%2026-10-27: 44.93%2026-10-28: 39.91%2026-10-29: 36.55%2026-10-30: 42.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.50%
39.64%
43.12%
40.08%
41.58%
43.28%
44.93%
39.91%
36.55%
42.37%