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CVRx, Inc. Common Stock CVRX

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Market datapartial · fetched 2026-10-23T12:34:47.359Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T20:00:00.650350336Z

FundamentalsAlpha Vantage · unavailable

Share price$1.37
1D-1.2%
AH$1.36$1.37$1.39$1.41$1.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVRX
Sold putSold callAH

CVRx, Inc. Common Stock options

Live interpolated CVRX call and put midpoint premiums by absolute delta.CVRx, Inc. Common Stock$0.06$3.05$6.03$9.01$12.00$-1.56$0.53$2.62$4.71$6.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVRX spot · $1.37CVRX PRICE$0.38$0.50$0.59$0.68$0.77$0.86$0.95$2.79$5.90$9.02$11.14$10.28$9.42$8.57$7.71
PutsExpensive2.07×
CallsExpensive3.89×
SkewBullish-146.21 pp
Implied moveBearish±$6.29
TiltBearish86.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.76281.9%28.8%
50Δ3.91287.1%213.5%6.94322.3%24.2%
55Δ5.43372.2%332.6%10.12362.6%19.5%
60Δ6.29423.1%401.8%12.30385.2%15.3%
65Δ7.15473.9%471.0%11.48354.1%12.3%
70Δ8.00524.7%540.2%10.67323.1%9.4%
75Δ8.86575.5%609.4%9.85292.0%6.4%
80Δ9.72626.3%678.6%9.04261.0%3.4%

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
281.9%
B/E move
28.8%

50Δ

Calls
Pseudo strike
3.91
IV
287.1%
B/E move
213.5%
Puts
Pseudo strike
6.94
IV
322.3%
B/E move
24.2%

55Δ

Calls
Pseudo strike
5.43
IV
372.2%
B/E move
332.6%
Puts
Pseudo strike
10.12
IV
362.6%
B/E move
19.5%

60Δ

Calls
Pseudo strike
6.29
IV
423.1%
B/E move
401.8%
Puts
Pseudo strike
12.30
IV
385.2%
B/E move
15.3%

65Δ

Calls
Pseudo strike
7.15
IV
473.9%
B/E move
471.0%
Puts
Pseudo strike
11.48
IV
354.1%
B/E move
12.3%

70Δ

Calls
Pseudo strike
8.00
IV
524.7%
B/E move
540.2%
Puts
Pseudo strike
10.67
IV
323.1%
B/E move
9.4%

75Δ

Calls
Pseudo strike
8.86
IV
575.5%
B/E move
609.4%
Puts
Pseudo strike
9.85
IV
292.0%
B/E move
6.4%

80Δ

Calls
Pseudo strike
9.72
IV
626.3%
B/E move
678.6%
Puts
Pseudo strike
9.04
IV
261.0%
B/E move
3.4%

Options history

No recorded observations