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CryoPort, Inc. Common Stock CYRX

i

Market dataready · fetched 2026-11-12T14:59:44.743Z

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 · 2026-11-12T14:59:39.060987995Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:59:43.881711+00:00

Share price$19.85
1D-2.3%
$19.69$19.86$20.03$20.19$20.365:30 AM6:30 AM9:00 AM1:00 PMCYRX
Sold putSold call

CryoPort, Inc. Common Stock options

Live interpolated CYRX call and put midpoint premiums by absolute delta.CryoPort, Inc. Common Stock$0.33$0.77$1.22$1.67$2.11$14.70$17.08$19.46$21.85$24.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CYRX spot · $19.84CYRX PRICE$0.38$0.39$0.44$0.48$0.53$0.57$0.67$0.89$1.11$1.33$1.55$1.76$1.98$0.38$0.44$0.50$0.56$0.62$0.67$0.73
Puts——
CallsCheap0.63×
Skew——
Implied moveBearish±$1.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.86126.1%22.1%17.54107.1%13.5%
25Δ22.3097.8%14.3%17.9399.2%11.8%
30Δ21.8189.0%12.1%18.3291.4%10.2%
35Δ21.3280.2%9.8%18.7183.6%8.5%
40Δ20.8271.4%7.6%19.1075.8%6.8%
45Δ20.3362.6%5.3%19.4967.9%5.2%
50Δ19.9057.1%3.7%19.8860.1%3.5%
55Δ19.6158.4%3.3%
60Δ19.3159.6%2.9%
65Δ19.0260.9%2.5%
70Δ18.7262.1%2.1%
75Δ18.4363.4%1.7%
80Δ18.1364.6%1.4%

20Δ

Calls
Pseudo strike
23.86
IV
126.1%
B/E move
22.1%
Puts
Pseudo strike
17.54
IV
107.1%
B/E move
13.5%

25Δ

Calls
Pseudo strike
22.30
IV
97.8%
B/E move
14.3%
Puts
Pseudo strike
17.93
IV
99.2%
B/E move
11.8%

30Δ

Calls
Pseudo strike
21.81
IV
89.0%
B/E move
12.1%
Puts
Pseudo strike
18.32
IV
91.4%
B/E move
10.2%

35Δ

Calls
Pseudo strike
21.32
IV
80.2%
B/E move
9.8%
Puts
Pseudo strike
18.71
IV
83.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
20.82
IV
71.4%
B/E move
7.6%
Puts
Pseudo strike
19.10
IV
75.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
20.33
IV
62.6%
B/E move
5.3%
Puts
Pseudo strike
19.49
IV
67.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
19.90
IV
57.1%
B/E move
3.7%
Puts
Pseudo strike
19.88
IV
60.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
19.61
IV
58.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.31
IV
59.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.02
IV
60.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.72
IV
62.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.43
IV
63.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.13
IV
64.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.69%
Daily EOD
CYRX55.9%62.1%68.2%2026-10-19: 58.38%2026-10-20: 58.83%2026-10-21: 65.36%2026-10-22: 67.34%2026-10-23: 63.95%2026-10-26: 60.39%2026-10-27: 63.83%2026-10-28: 62.59%2026-10-29: 56.78%2026-10-30: 66.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.38%
58.83%
65.36%
67.34%
63.95%
60.39%
63.83%
62.59%
56.78%
66.69%