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CVRx Inc CVRX

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-23T13:32:53.285Z

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 · 2026-10-23T13:32:06.246720774Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T13:32:52.504134+00:00

Share price$1.30
1D+0.0%
$1.34$1.34$1.35$1.35$1.355:30 AM6:30 AM9:00 AM1:00 PMCVRX
Sold putSold call

CVRx Inc options

Live interpolated CVRX call and put midpoint premiums by absolute delta.CVRx Inc$0.00$2.94$5.89$8.83$11.78$-1.88$0.30$2.47$4.65$6.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVRX spot · $1.30CVRX PRICE$0.12$0.17$0.23$0.28$0.33$0.37$0.41$0.51$0.60$0.70$0.80$0.90$0.99$9.40$9.62$9.83$10.05$10.27$10.48$10.70$10.91
PutsExpensive2.40×
CallsExpensive3.57×
SkewBullish-55.16 pp
Implied moveBearish±$10.03
TiltBearish85.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.31259.6%548.5%
25Δ9.15291.0%617.6%
30Δ10.00322.4%686.6%
35Δ10.85353.8%755.7%
40Δ11.69385.2%824.7%
45Δ11.58397.4%819.1%10.20452.1%38.6%
50Δ5.20350.1%331.6%10.49430.0%33.4%
55Δ5.78403.9%383.3%10.77408.0%28.1%
60Δ6.35457.7%435.0%11.05385.9%22.9%
65Δ6.92511.6%486.6%11.34363.8%17.6%
70Δ7.50565.4%538.3%11.62341.8%12.4%
75Δ8.07619.2%590.0%11.91319.7%7.1%
80Δ8.65673.1%641.6%12.19297.6%1.9%

20Δ

Calls
Pseudo strike
8.31
IV
259.6%
B/E move
548.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.15
IV
291.0%
B/E move
617.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.00
IV
322.4%
B/E move
686.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.85
IV
353.8%
B/E move
755.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.69
IV
385.2%
B/E move
824.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.58
IV
397.4%
B/E move
819.1%
Puts
Pseudo strike
10.20
IV
452.1%
B/E move
38.6%

50Δ

Calls
Pseudo strike
5.20
IV
350.1%
B/E move
331.6%
Puts
Pseudo strike
10.49
IV
430.0%
B/E move
33.4%

55Δ

Calls
Pseudo strike
5.78
IV
403.9%
B/E move
383.3%
Puts
Pseudo strike
10.77
IV
408.0%
B/E move
28.1%

60Δ

Calls
Pseudo strike
6.35
IV
457.7%
B/E move
435.0%
Puts
Pseudo strike
11.05
IV
385.9%
B/E move
22.9%

65Δ

Calls
Pseudo strike
6.92
IV
511.6%
B/E move
486.6%
Puts
Pseudo strike
11.34
IV
363.8%
B/E move
17.6%

70Δ

Calls
Pseudo strike
7.50
IV
565.4%
B/E move
538.3%
Puts
Pseudo strike
11.62
IV
341.8%
B/E move
12.4%

75Δ

Calls
Pseudo strike
8.07
IV
619.2%
B/E move
590.0%
Puts
Pseudo strike
11.91
IV
319.7%
B/E move
7.1%

80Δ

Calls
Pseudo strike
8.65
IV
673.1%
B/E move
641.6%
Puts
Pseudo strike
12.19
IV
297.6%
B/E move
1.9%

Options history

No recorded observations