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Corcept Therapeutics Incorporated Common Stock CORT

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Market datapartial · fetched 2026-10-22T04:38:41.318Z

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 · 2026-10-21T20:00:00.493385652Z

FundamentalsAlpha Vantage · unavailable

Share price$116.28
1D-0.4%
AH$116.11$116.70$117.29$117.88$118.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCORT
Sold putSold callAH

Corcept Therapeutics Incorporated Common Stock options

Live interpolated CORT call and put midpoint premiums by absolute delta.Corcept Therapeutics Incorporated Common Stock$1.65$6.64$11.63$16.61$21.60$90.29$103.55$116.82$130.09$143.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORT spot · $116.28CORT PRICE$2.19$3.01$3.59$4.33$5.39$6.75$7.99$9.00$10.29$11.73$13.82$16.29$19.60$2.72$3.52$4.61$5.74$6.95$8.17$9.40$10.84$12.56$14.15$15.64$17.69$20.16
PutsExpensive1.24×
CallsExpensive1.33×
SkewBullish-3.27 pp
Implied moveBearish±$17.38
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.7863.3%20.4%101.1167.5%15.4%
25Δ135.0467.5%18.7%104.7565.4%12.9%
30Δ130.0763.0%14.9%107.6266.0%11.4%
35Δ126.6761.4%12.7%110.4366.6%10.0%
40Δ123.8162.7%11.1%113.1966.2%8.6%
45Δ121.4666.8%10.3%115.9065.3%7.4%
50Δ118.9068.5%9.1%118.5163.7%6.2%
55Δ116.0066.3%7.5%121.1762.7%5.1%
60Δ113.2265.5%6.2%123.9162.5%4.2%
65Δ110.5165.3%5.1%126.4760.9%3.4%
70Δ107.4467.0%4.3%128.9358.5%2.6%
75Δ104.0869.7%3.5%131.7857.0%1.9%
80Δ99.9974.1%2.9%134.9556.2%1.3%

20Δ

Calls
Pseudo strike
137.78
IV
63.3%
B/E move
20.4%
Puts
Pseudo strike
101.11
IV
67.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
135.04
IV
67.5%
B/E move
18.7%
Puts
Pseudo strike
104.75
IV
65.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
130.07
IV
63.0%
B/E move
14.9%
Puts
Pseudo strike
107.62
IV
66.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
126.67
IV
61.4%
B/E move
12.7%
Puts
Pseudo strike
110.43
IV
66.6%
B/E move
10.0%

40Δ

Calls
Pseudo strike
123.81
IV
62.7%
B/E move
11.1%
Puts
Pseudo strike
113.19
IV
66.2%
B/E move
8.6%

45Δ

Calls
Pseudo strike
121.46
IV
66.8%
B/E move
10.3%
Puts
Pseudo strike
115.90
IV
65.3%
B/E move
7.4%

50Δ

Calls
Pseudo strike
118.90
IV
68.5%
B/E move
9.1%
Puts
Pseudo strike
118.51
IV
63.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
116.00
IV
66.3%
B/E move
7.5%
Puts
Pseudo strike
121.17
IV
62.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
113.22
IV
65.5%
B/E move
6.2%
Puts
Pseudo strike
123.91
IV
62.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
110.51
IV
65.3%
B/E move
5.1%
Puts
Pseudo strike
126.47
IV
60.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
107.44
IV
67.0%
B/E move
4.3%
Puts
Pseudo strike
128.93
IV
58.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
104.08
IV
69.7%
B/E move
3.5%
Puts
Pseudo strike
131.78
IV
57.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
99.99
IV
74.1%
B/E move
2.9%
Puts
Pseudo strike
134.95
IV
56.2%
B/E move
1.3%

Options history

No recorded observations