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CVRx, Inc. Common Stock CVRX

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Market datapartial · fetched 2026-11-12T15:29:02.342Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:28:42.868795626Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:00.397674+00:00

Share price$0.67
1D-1.8%
$0.66$0.67$0.68$0.69$0.705:30 AM6:30 AM9:00 AM1:00 PMCVRX
Sold putSold call

CVRx, Inc. Common Stock options

Live interpolated CVRX call and put midpoint premiums by absolute delta.CVRx, Inc. Common Stock$7.45$8.34$9.24$10.13$11.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECVRX PRICE$7.54$7.95$8.35$8.75$9.16$9.56$9.96$10.37$10.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ7.66788.1%82.4%
45Δ8.11754.3%74.9%
50Δ8.57720.5%67.4%
55Δ9.02686.7%59.9%
60Δ9.47652.9%52.5%
65Δ9.93619.1%45.0%
70Δ10.38585.3%37.5%
75Δ10.83551.5%30.0%
80Δ11.29517.7%22.6%

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
7.66
IV
788.1%
B/E move
82.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.11
IV
754.3%
B/E move
74.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.57
IV
720.5%
B/E move
67.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.02
IV
686.7%
B/E move
59.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.47
IV
652.9%
B/E move
52.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.93
IV
619.1%
B/E move
45.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.38
IV
585.3%
B/E move
37.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.83
IV
551.5%
B/E move
30.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.29
IV
517.7%
B/E move
22.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations