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Corcept Therapeutics Incorporated Common Stock CORT

i

Market dataready · fetched 2026-11-11T13:59:31.092Z

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 · 2026-11-11T13:57:10.088508072Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:59:30.720134+00:00

Share price$74.00
1D+0.0%
$73.96$73.98$74.00$74.02$74.045:30 AM6:30 AM9:00 AM1:00 PMCORT
Sold putSold call

Corcept Therapeutics Incorporated Common Stock options

Live interpolated CORT call and put midpoint premiums by absolute delta.Corcept Therapeutics Incorporated Common Stock$0.69$3.72$6.75$9.79$12.82$53.04$62.04$71.04$80.04$89.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORT spot · $74.00CORT PRICE$1.02$1.32$1.63$2.01$2.33$2.56$2.92$3.37$3.83$4.85$5.90$6.44$6.99$1.10$1.54$2.01$2.35$2.65$3.07$3.49$4.39$5.73$6.90$8.12$9.71$11.94
PutsCheap0.55×
CallsCheap0.75×
SkewBearish+8.03 pp
Implied moveBearish±$6.41
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.4482.6%14.1%67.1180.2%10.8%
25Δ81.4080.7%11.8%68.5380.9%9.5%
30Δ79.6278.2%9.8%69.7284.1%8.5%
35Δ78.2778.0%8.5%71.0380.4%7.2%
40Δ76.9375.3%7.1%72.3874.7%5.8%
45Δ75.6269.6%5.7%73.4572.2%4.9%
50Δ74.4966.6%4.6%74.4970.0%4.1%
55Δ73.5266.0%3.9%75.7773.7%3.5%
60Δ72.5565.5%3.2%77.2683.0%3.3%
65Δ71.2871.4%2.9%78.7885.8%2.9%
70Δ70.0077.6%2.6%80.3987.5%2.3%
75Δ69.0373.1%2.0%82.3390.2%1.9%
80Δ68.0668.5%1.4%84.8894.6%1.4%

20Δ

Calls
Pseudo strike
83.44
IV
82.6%
B/E move
14.1%
Puts
Pseudo strike
67.11
IV
80.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
81.40
IV
80.7%
B/E move
11.8%
Puts
Pseudo strike
68.53
IV
80.9%
B/E move
9.5%

30Δ

Calls
Pseudo strike
79.62
IV
78.2%
B/E move
9.8%
Puts
Pseudo strike
69.72
IV
84.1%
B/E move
8.5%

35Δ

Calls
Pseudo strike
78.27
IV
78.0%
B/E move
8.5%
Puts
Pseudo strike
71.03
IV
80.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
76.93
IV
75.3%
B/E move
7.1%
Puts
Pseudo strike
72.38
IV
74.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
75.62
IV
69.6%
B/E move
5.7%
Puts
Pseudo strike
73.45
IV
72.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
74.49
IV
66.6%
B/E move
4.6%
Puts
Pseudo strike
74.49
IV
70.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
73.52
IV
66.0%
B/E move
3.9%
Puts
Pseudo strike
75.77
IV
73.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
72.55
IV
65.5%
B/E move
3.2%
Puts
Pseudo strike
77.26
IV
83.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
71.28
IV
71.4%
B/E move
2.9%
Puts
Pseudo strike
78.78
IV
85.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
70.00
IV
77.6%
B/E move
2.6%
Puts
Pseudo strike
80.39
IV
87.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
69.03
IV
73.1%
B/E move
2.0%
Puts
Pseudo strike
82.33
IV
90.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
68.06
IV
68.5%
B/E move
1.4%
Puts
Pseudo strike
84.88
IV
94.6%
B/E move
1.4%

Options history

IV · four-Friday blend87.04%
Daily EOD
CORT64.7%76.7%88.7%2026-10-19: 66.40%2026-10-20: 68.06%2026-10-21: 67.56%2026-10-22: 68.78%2026-10-23: 79.88%2026-10-26: 81.37%2026-10-27: 83.03%2026-10-28: 86.33%2026-10-29: 85.20%2026-10-30: 87.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.40%
68.06%
67.56%
68.78%
79.88%
81.37%
83.03%
86.33%
85.20%
87.04%