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Cryoport Inc CYRX

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
i

Market dataready · fetched 2026-10-23T05:39:19.198Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:44:10.888824547Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:35:42.993213+00:00

Share price$18.09
1D-4.1%
AH$17.55$17.84$18.13$18.43$18.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCYRX
Sold putSold callAH

Cryoport Inc options

Live interpolated CYRX call and put midpoint premiums by absolute delta.Cryoport Inc$0.34$2.18$4.03$5.87$7.71$12.63$15.26$17.90$20.53$23.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CYRX spot · $18.09CYRX PRICE$0.54$0.73$0.92$0.76$0.96$1.15$1.35$1.54$1.74$2.03$2.35$2.68$3.00$0.62$0.79$0.95$1.11$1.31$1.66$2.02$2.37$2.73$3.63$4.81$6.00$7.18
PutsExpensive2.00×
CallsExpensive1.92×
SkewBearish+7.58 pp
Implied moveBearish±$3.36
TiltBearish28.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.27103.7%37.1%14.9997.5%20.6%
25Δ23.38108.0%33.3%15.6592.7%17.9%
30Δ22.48111.9%29.4%16.3087.9%15.1%
35Δ19.9771.4%14.6%16.9583.1%12.4%
40Δ19.5071.7%13.1%17.5979.3%10.0%
45Δ19.0272.0%11.5%18.1580.6%8.9%
50Δ18.5572.3%10.0%18.7081.8%7.8%
55Δ18.0772.6%8.4%19.2683.0%6.7%
60Δ17.6072.9%6.9%19.8184.3%5.6%
65Δ17.1072.4%5.8%20.8787.1%4.7%
70Δ16.6171.6%4.8%22.2090.7%3.9%
75Δ16.1170.9%3.9%23.5294.3%3.1%
80Δ15.6270.1%2.9%24.8598.0%2.3%

20Δ

Calls
Pseudo strike
24.27
IV
103.7%
B/E move
37.1%
Puts
Pseudo strike
14.99
IV
97.5%
B/E move
20.6%

25Δ

Calls
Pseudo strike
23.38
IV
108.0%
B/E move
33.3%
Puts
Pseudo strike
15.65
IV
92.7%
B/E move
17.9%

30Δ

Calls
Pseudo strike
22.48
IV
111.9%
B/E move
29.4%
Puts
Pseudo strike
16.30
IV
87.9%
B/E move
15.1%

35Δ

Calls
Pseudo strike
19.97
IV
71.4%
B/E move
14.6%
Puts
Pseudo strike
16.95
IV
83.1%
B/E move
12.4%

40Δ

Calls
Pseudo strike
19.50
IV
71.7%
B/E move
13.1%
Puts
Pseudo strike
17.59
IV
79.3%
B/E move
10.0%

45Δ

Calls
Pseudo strike
19.02
IV
72.0%
B/E move
11.5%
Puts
Pseudo strike
18.15
IV
80.6%
B/E move
8.9%

50Δ

Calls
Pseudo strike
18.55
IV
72.3%
B/E move
10.0%
Puts
Pseudo strike
18.70
IV
81.8%
B/E move
7.8%

55Δ

Calls
Pseudo strike
18.07
IV
72.6%
B/E move
8.4%
Puts
Pseudo strike
19.26
IV
83.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
17.60
IV
72.9%
B/E move
6.9%
Puts
Pseudo strike
19.81
IV
84.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
17.10
IV
72.4%
B/E move
5.8%
Puts
Pseudo strike
20.87
IV
87.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
16.61
IV
71.6%
B/E move
4.8%
Puts
Pseudo strike
22.20
IV
90.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
16.11
IV
70.9%
B/E move
3.9%
Puts
Pseudo strike
23.52
IV
94.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
15.62
IV
70.1%
B/E move
2.9%
Puts
Pseudo strike
24.85
IV
98.0%
B/E move
2.3%

Options history

CYRX58.3162.1065.882026-10-20: 58.83%2026-10-21: 65.36%Oct 20Oct 21
Table
DateIV
58.83%
65.36%