IntraAlpha
Create free account Start free

Iridium Communications Inc Common Stock IRDM

i

Market dataready · fetched 2026-11-10T16:52:41.570Z

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 · 2026-11-10T16:51:36.13478625Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T16:52:40.899283+00:00

Share price$45.28
1D+2.7%
$43.97$44.37$44.76$45.15$45.555:30 AM6:30 AM9:00 AM1:00 PMIRDM
Sold putSold call

Iridium Communications Inc Common Stock options

Live interpolated IRDM call and put midpoint premiums by absolute delta.Iridium Communications Inc Common Stock$1.72$3.74$5.76$7.78$9.80$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICEIRDM PRICE$3.08$4.06$5.03$6.01$6.99$1.94$2.98$4.02$5.06$6.10$7.14$8.18$9.22
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
40Δ
45Δ45.2234.5%4.4%
50Δ46.4737.0%3.9%
55Δ47.7139.5%3.5%
60Δ44.0035.9%4.0%48.9642.0%3.0%
65Δ42.7936.9%3.5%50.2144.5%2.6%
70Δ41.5837.8%3.0%51.4546.9%2.1%
75Δ40.3738.8%2.4%52.7049.4%1.7%
80Δ39.1739.8%1.9%53.9451.9%1.2%

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
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.22
IV
34.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.47
IV
37.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.71
IV
39.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
44.00
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
48.96
IV
42.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
42.79
IV
36.9%
B/E move
3.5%
Puts
Pseudo strike
50.21
IV
44.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
41.58
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
51.45
IV
46.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
40.37
IV
38.8%
B/E move
2.4%
Puts
Pseudo strike
52.70
IV
49.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
39.17
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
53.94
IV
51.9%
B/E move
1.2%

Options history

IV · four-Friday blend37.51%
Daily close
IRDM31.5%39.9%48.3%2026-08-12: 39.68%2026-08-21: 37.32%2026-09-18: 36.40%2026-09-21: 36.61%2026-09-22: 36.40%2026-09-23: 37.08%2026-09-24: 37.33%2026-09-25: 38.21%2026-10-15: 47.15%2026-10-16: 33.74%2026-10-19: 32.64%2026-10-20: 36.17%2026-10-21: 33.94%2026-10-26: 35.55%2026-10-27: 36.64%2026-10-29: 35.17%2026-10-30: 37.51%Aug 12Oct 15Oct 30
17 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
39.68%
37.32%
36.40%
36.61%
36.40%
37.08%
37.33%
38.21%
47.15%
33.74%
32.64%
36.17%
33.94%
35.55%
36.64%
35.17%
37.51%