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CorMedix Inc. Common Stock CRMD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T02:20:06.887Z

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 · 2026-11-07T00:54:28.250437716Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:20:05.909451+00:00

Share price$5.35
1D+2.3%
AH$5.10$5.16$5.23$5.29$5.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRMD
Sold putSold callAH

CorMedix Inc. Common Stock options

Live interpolated CRMD call and put midpoint premiums by absolute delta.CorMedix Inc. Common Stock$0.11$0.63$1.15$1.67$2.19$2.81$4.34$5.87$7.39$8.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRMD spot · $5.35CRMD PRICE$0.43$0.46$0.49$0.52$0.55$2.04$0.16$0.22$0.28$0.34$0.40$0.45
Puts——
Calls——
Skew——
Implied moveBullish±$0.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.0273.6%9.2%
35Δ5.1273.1%8.4%
40Δ5.2272.6%7.6%
45Δ5.85143.4%17.3%5.3372.0%6.8%
50Δ5.67132.3%14.5%5.4371.5%5.9%
55Δ5.49121.1%11.7%5.5370.9%5.1%
60Δ5.30110.0%8.9%
65Δ5.1298.8%6.1%
70Δ
75Δ
80Δ3.87320.6%10.4%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
73.6%
B/E move
9.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.12
IV
73.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.22
IV
72.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
5.85
IV
143.4%
B/E move
17.3%
Puts
Pseudo strike
5.33
IV
72.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
5.67
IV
132.3%
B/E move
14.5%
Puts
Pseudo strike
5.43
IV
71.5%
B/E move
5.9%

55Δ

Calls
Pseudo strike
5.49
IV
121.1%
B/E move
11.7%
Puts
Pseudo strike
5.53
IV
70.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
5.30
IV
110.0%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.12
IV
98.8%
B/E move
6.1%
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
3.87
IV
320.6%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend87.02%
Daily close
CRMD44.0%85.2%126.4%2026-08-10: 78.21%2026-08-11: 73.72%2026-08-13: 81.15%2026-08-18: 119.67%2026-08-21: 53.76%2026-08-24: 49.64%2026-08-27: 51.91%2026-08-31: 79.72%2026-09-01: 59.69%2026-09-09: 65.23%2026-09-10: 60.91%2026-09-11: 78.83%2026-09-16: 120.67%2026-09-18: 68.73%2026-09-21: 52.75%2026-09-23: 56.08%2026-09-24: 59.65%2026-09-25: 53.90%2026-09-28: 51.49%2026-09-29: 58.77%2026-09-30: 56.69%2026-10-01: 74.87%2026-10-05: 76.02%2026-10-12: 89.77%2026-10-14: 117.20%2026-10-16: 77.36%2026-10-19: 74.51%2026-10-20: 68.67%2026-10-21: 63.14%2026-10-22: 72.15%2026-10-23: 78.07%2026-10-26: 80.06%2026-10-27: 80.38%2026-10-28: 77.26%2026-10-29: 75.50%2026-10-30: 87.02%Aug 10Sep 25Oct 30
36 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
78.21%
73.72%
81.15%
119.67%
53.76%
49.64%
51.91%
79.72%
59.69%
65.23%
60.91%
78.83%
120.67%
68.73%
52.75%
56.08%
59.65%
53.90%
51.49%
58.77%
56.69%
74.87%
76.02%
89.77%
117.20%
77.36%
74.51%
68.67%
63.14%
72.15%
78.07%
80.06%
80.38%
77.26%
75.50%
87.02%