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CONMED Corporation CNMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T06:08:37.402Z

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 · 2026-10-22T23:00:00.001586624Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:36.961588+00:00

Share price$49.44
1D+4.2%
AH$47.27$47.85$48.44$49.02$49.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNMD
Sold putSold callAH

CONMED Corporation options

Live interpolated CNMD call and put midpoint premiums by absolute delta.CONMED Corporation$0.26$3.59$6.92$10.24$13.57$38.61$43.55$48.50$53.44$58.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNMD spot · $49.44CNMD PRICE$0.62$1.50$1.82$1.92$2.01$2.11$2.22$2.55$2.88$3.21$3.55$3.88$4.21$1.56$1.84$2.13$2.45$2.78$3.10$3.47$4.02$4.57$5.13$5.68$6.23$12.61
PutsExpensive1.79×
CallsExpensive1.23×
SkewBearish+13.63 pp
Implied moveBearish±$5.69
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.5944.1%13.7%41.1591.9%19.9%
25Δ58.9079.0%22.2%43.4581.7%15.8%
30Δ58.4282.2%21.9%45.4073.5%12.5%
35Δ56.2872.5%17.7%46.6169.2%10.7%
40Δ54.1562.7%13.6%47.8364.9%8.9%
45Δ52.0152.9%9.5%49.0560.7%7.1%
50Δ49.9643.7%5.5%50.2057.0%5.5%
55Δ49.3241.9%4.9%51.1455.4%4.7%
60Δ48.6940.1%4.3%52.0753.9%3.9%
65Δ48.0538.3%3.7%53.0152.3%3.1%
70Δ47.4136.5%3.1%53.9450.8%2.4%
75Δ46.7834.7%2.5%54.8849.2%1.6%
80Δ46.1432.9%1.8%61.1678.0%1.8%

20Δ

Calls
Pseudo strike
55.59
IV
44.1%
B/E move
13.7%
Puts
Pseudo strike
41.15
IV
91.9%
B/E move
19.9%

25Δ

Calls
Pseudo strike
58.90
IV
79.0%
B/E move
22.2%
Puts
Pseudo strike
43.45
IV
81.7%
B/E move
15.8%

30Δ

Calls
Pseudo strike
58.42
IV
82.2%
B/E move
21.9%
Puts
Pseudo strike
45.40
IV
73.5%
B/E move
12.5%

35Δ

Calls
Pseudo strike
56.28
IV
72.5%
B/E move
17.7%
Puts
Pseudo strike
46.61
IV
69.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
54.15
IV
62.7%
B/E move
13.6%
Puts
Pseudo strike
47.83
IV
64.9%
B/E move
8.9%

45Δ

Calls
Pseudo strike
52.01
IV
52.9%
B/E move
9.5%
Puts
Pseudo strike
49.05
IV
60.7%
B/E move
7.1%

50Δ

Calls
Pseudo strike
49.96
IV
43.7%
B/E move
5.5%
Puts
Pseudo strike
50.20
IV
57.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
49.32
IV
41.9%
B/E move
4.9%
Puts
Pseudo strike
51.14
IV
55.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
48.69
IV
40.1%
B/E move
4.3%
Puts
Pseudo strike
52.07
IV
53.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
48.05
IV
38.3%
B/E move
3.7%
Puts
Pseudo strike
53.01
IV
52.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
47.41
IV
36.5%
B/E move
3.1%
Puts
Pseudo strike
53.94
IV
50.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
46.78
IV
34.7%
B/E move
2.5%
Puts
Pseudo strike
54.88
IV
49.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
46.14
IV
32.9%
B/E move
1.8%
Puts
Pseudo strike
61.16
IV
78.0%
B/E move
1.8%

Options history

CNMD39.3741.3843.392026-10-20: 39.64%2026-10-21: 43.12%Oct 20Oct 21
Table
DateIV
39.64%
43.12%