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Inspire Medical Systems, Inc. INSP

i

Market dataready · fetched 2026-11-11T14:11:17.809Z

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 · 2026-11-11T00:00:00.003235973Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:11:17.384483+00:00

Share price$62.31
1D-2.3%
AH$61.79$62.27$62.76$63.25$63.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINSP
Sold putSold callAH

Inspire Medical Systems, Inc. options

Live interpolated INSP call and put midpoint premiums by absolute delta.Inspire Medical Systems, Inc.$0.65$2.23$3.81$5.39$6.97$51.09$56.42$61.74$67.07$72.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INSP spot · $62.31INSP PRICE$0.82$1.06$1.30$1.54$1.86$2.26$2.66$3.06$3.46$3.86$4.66$5.59$6.51$1.23$1.32$1.41$1.56$1.80$2.05$2.29$2.54$2.78$3.02$3.27$3.96$4.88
PutsCheap0.65×
CallsCheap0.87×
SkewBullish-10.50 pp
Implied moveBullish±$4.95
TiltBullish9.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.8878.3%13.5%55.07102.6%13.6%
25Δ68.4775.4%11.6%56.9388.0%10.8%
30Δ67.0672.5%9.7%58.7973.4%7.9%
35Δ65.6669.7%7.8%60.2363.0%5.8%
40Δ64.5468.3%6.6%60.8860.3%5.2%
45Δ63.6768.2%5.8%61.5357.7%4.5%
50Δ62.8068.1%5.1%62.1855.0%3.9%
55Δ61.9468.0%4.3%62.8352.3%3.2%
60Δ61.0767.9%3.6%63.4849.6%2.6%
65Δ60.2067.9%2.8%64.1346.9%1.9%
70Δ59.0969.0%2.3%64.7844.2%1.3%
75Δ57.9070.5%1.9%65.7043.3%0.9%
80Δ56.7172.0%1.5%66.7643.1%0.7%

20Δ

Calls
Pseudo strike
69.88
IV
78.3%
B/E move
13.5%
Puts
Pseudo strike
55.07
IV
102.6%
B/E move
13.6%

25Δ

Calls
Pseudo strike
68.47
IV
75.4%
B/E move
11.6%
Puts
Pseudo strike
56.93
IV
88.0%
B/E move
10.8%

30Δ

Calls
Pseudo strike
67.06
IV
72.5%
B/E move
9.7%
Puts
Pseudo strike
58.79
IV
73.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
65.66
IV
69.7%
B/E move
7.8%
Puts
Pseudo strike
60.23
IV
63.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
64.54
IV
68.3%
B/E move
6.6%
Puts
Pseudo strike
60.88
IV
60.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
63.67
IV
68.2%
B/E move
5.8%
Puts
Pseudo strike
61.53
IV
57.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
62.80
IV
68.1%
B/E move
5.1%
Puts
Pseudo strike
62.18
IV
55.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
61.94
IV
68.0%
B/E move
4.3%
Puts
Pseudo strike
62.83
IV
52.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
61.07
IV
67.9%
B/E move
3.6%
Puts
Pseudo strike
63.48
IV
49.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
60.20
IV
67.9%
B/E move
2.8%
Puts
Pseudo strike
64.13
IV
46.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
59.09
IV
69.0%
B/E move
2.3%
Puts
Pseudo strike
64.78
IV
44.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
57.90
IV
70.5%
B/E move
1.9%
Puts
Pseudo strike
65.70
IV
43.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
56.71
IV
72.0%
B/E move
1.5%
Puts
Pseudo strike
66.76
IV
43.1%
B/E move
0.7%

Options history

IV · four-Friday blend65.62%
Daily close
INSP53.1%66.8%80.6%2026-08-13: 59.24%2026-08-21: 56.49%2026-08-24: 56.24%2026-08-25: 57.87%2026-08-26: 57.63%2026-08-27: 56.83%2026-08-28: 56.31%2026-08-31: 57.22%2026-09-01: 57.00%2026-09-02: 54.95%2026-09-03: 57.52%2026-09-04: 55.14%2026-09-08: 59.12%2026-09-09: 62.92%2026-09-10: 62.79%2026-09-11: 70.23%2026-09-14: 68.27%2026-09-15: 65.43%2026-09-16: 71.90%2026-09-18: 66.44%2026-09-21: 66.68%2026-09-22: 64.96%2026-09-23: 64.00%2026-09-24: 59.09%2026-09-25: 62.42%2026-09-28: 61.23%2026-09-29: 62.87%2026-09-30: 61.92%2026-10-01: 68.33%2026-10-02: 64.55%2026-10-05: 65.25%2026-10-06: 65.30%2026-10-07: 65.07%2026-10-08: 68.10%2026-10-09: 64.77%2026-10-12: 72.91%2026-10-13: 78.16%2026-10-14: 78.70%2026-10-15: 77.56%2026-10-16: 71.55%2026-10-19: 69.57%2026-10-20: 69.73%2026-10-21: 69.76%2026-10-22: 69.65%2026-10-23: 68.48%2026-10-26: 70.75%2026-10-27: 70.86%2026-10-28: 64.74%2026-10-29: 64.92%2026-10-30: 65.62%Aug 13Sep 25Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
59.24%
56.49%
56.24%
57.87%
57.63%
56.83%
56.31%
57.22%
57.00%
54.95%
57.52%
55.14%
59.12%
62.92%
62.79%
70.23%
68.27%
65.43%
71.90%
66.44%
66.68%
64.96%
64.00%
59.09%
62.42%
61.23%
62.87%
61.92%
68.33%
64.55%
65.25%
65.30%
65.07%
68.10%
64.77%
72.91%
78.16%
78.70%
77.56%
71.55%
69.57%
69.73%
69.76%
69.65%
68.48%
70.75%
70.86%
64.74%
64.92%
65.62%