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Corcept Therapeutics Incorporated Common Stock CORT

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Market datapartial · fetched 2026-10-23T16:02:19.216Z

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 · 2026-10-23T16:02:07.086034866Z

FundamentalsAlpha Vantage · unavailable

Share price$93.45
1D-9.8%
$93$96$99$103$1065:30 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$1.59$6.33$11.07$15.81$20.55$68.51$83.60$98.69$113.79$128.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORT spot · $93.44CORT PRICE$2.11$2.55$3.14$3.97$4.87$5.81$6.86$7.85$9.18$10.76$12.23$14.07$16.10$2.57$3.34$4.25$5.22$6.20$7.39$8.73$10.06$11.66$13.75$15.71$17.51$19.18
PutsFair1.04×
CallsExpensive1.55×
SkewBullish-1.52 pp
Implied moveBearish±$15.59
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.0680.6%26.4%79.7479.7%17.4%
25Δ109.6572.9%20.1%82.9877.4%14.8%
30Δ105.8770.3%16.7%85.7676.5%12.8%
35Δ103.1571.3%14.6%88.3575.9%11.0%
40Δ100.7573.4%13.0%90.8774.1%9.4%
45Δ98.2674.4%11.4%93.2973.8%8.1%
50Δ95.7875.1%9.8%95.7173.8%6.9%
55Δ93.3074.1%8.2%98.1172.7%5.8%
60Δ90.8375.3%7.0%100.6372.2%4.8%
65Δ88.2977.3%6.0%103.4973.0%4.0%
70Δ85.7476.9%4.8%106.2272.2%3.1%
75Δ82.9777.5%3.8%108.8069.6%2.3%
80Δ80.0877.4%2.9%111.1565.8%1.6%

20Δ

Calls
Pseudo strike
116.06
IV
80.6%
B/E move
26.4%
Puts
Pseudo strike
79.74
IV
79.7%
B/E move
17.4%

25Δ

Calls
Pseudo strike
109.65
IV
72.9%
B/E move
20.1%
Puts
Pseudo strike
82.98
IV
77.4%
B/E move
14.8%

30Δ

Calls
Pseudo strike
105.87
IV
70.3%
B/E move
16.7%
Puts
Pseudo strike
85.76
IV
76.5%
B/E move
12.8%

35Δ

Calls
Pseudo strike
103.15
IV
71.3%
B/E move
14.6%
Puts
Pseudo strike
88.35
IV
75.9%
B/E move
11.0%

40Δ

Calls
Pseudo strike
100.75
IV
73.4%
B/E move
13.0%
Puts
Pseudo strike
90.87
IV
74.1%
B/E move
9.4%

45Δ

Calls
Pseudo strike
98.26
IV
74.4%
B/E move
11.4%
Puts
Pseudo strike
93.29
IV
73.8%
B/E move
8.1%

50Δ

Calls
Pseudo strike
95.78
IV
75.1%
B/E move
9.8%
Puts
Pseudo strike
95.71
IV
73.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
93.30
IV
74.1%
B/E move
8.2%
Puts
Pseudo strike
98.11
IV
72.7%
B/E move
5.8%

60Δ

Calls
Pseudo strike
90.83
IV
75.3%
B/E move
7.0%
Puts
Pseudo strike
100.63
IV
72.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
88.29
IV
77.3%
B/E move
6.0%
Puts
Pseudo strike
103.49
IV
73.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
85.74
IV
76.9%
B/E move
4.8%
Puts
Pseudo strike
106.22
IV
72.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
82.97
IV
77.5%
B/E move
3.8%
Puts
Pseudo strike
108.80
IV
69.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
80.08
IV
77.4%
B/E move
2.9%
Puts
Pseudo strike
111.15
IV
65.8%
B/E move
1.6%

Options history

CORT67.4668.1768.872026-10-20: 68.06%2026-10-21: 67.56%2026-10-22: 68.78%Oct 20Oct 22
Table
DateIV
68.06%
67.56%
68.78%