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iRadimed Corporation Common Stock IRMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T16:05:55.629Z

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 · 2026-11-12T15:59:23.790912026Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:05:54.591016+00:00

Share price$86.49
1D-0.2%
$86.05$86.43$86.81$87.18$87.565:30 AM6:30 AM9:00 AM1:00 PMIRMD
Sold putSold call

iRadimed Corporation Common Stock options

Live interpolated IRMD call and put midpoint premiums by absolute delta.iRadimed Corporation Common Stock$1.87$3.69$5.51$7.33$9.14$75.12$79.84$84.56$89.28$94.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IRMD spot · $86.48IRMD PRICE$2.45$2.45$2.07$2.16$2.26$2.35$2.45$2.54$2.45$2.45$2.45$2.45$2.45$2.78$3.13$3.49$3.84$4.20$4.57$6.60$8.62
PutsExpensive1.99×
Calls——
Skew——
Implied moveBearish±$5.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.15192.9%36.0%72.47158.2%19.0%
25Δ102.22140.9%21.0%77.37121.6%13.4%
30Δ80.9294.7%9.3%
35Δ82.8978.9%7.0%
40Δ89.3861.3%5.7%84.8563.1%4.7%
45Δ88.5355.7%4.9%85.7859.6%4.0%
50Δ87.6750.1%4.0%86.6357.1%3.5%
55Δ86.8144.5%3.1%87.4754.7%2.9%
60Δ85.9538.9%2.2%88.3252.2%2.3%
65Δ85.0933.3%1.3%89.1649.7%1.8%
70Δ90.0347.3%1.2%
75Δ92.1855.5%1.0%
80Δ94.3363.7%0.9%

20Δ

Calls
Pseudo strike
115.15
IV
192.9%
B/E move
36.0%
Puts
Pseudo strike
72.47
IV
158.2%
B/E move
19.0%

25Δ

Calls
Pseudo strike
102.22
IV
140.9%
B/E move
21.0%
Puts
Pseudo strike
77.37
IV
121.6%
B/E move
13.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.92
IV
94.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.89
IV
78.9%
B/E move
7.0%

40Δ

Calls
Pseudo strike
89.38
IV
61.3%
B/E move
5.7%
Puts
Pseudo strike
84.85
IV
63.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
88.53
IV
55.7%
B/E move
4.9%
Puts
Pseudo strike
85.78
IV
59.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
87.67
IV
50.1%
B/E move
4.0%
Puts
Pseudo strike
86.63
IV
57.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
86.81
IV
44.5%
B/E move
3.1%
Puts
Pseudo strike
87.47
IV
54.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
85.95
IV
38.9%
B/E move
2.2%
Puts
Pseudo strike
88.32
IV
52.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
85.09
IV
33.3%
B/E move
1.3%
Puts
Pseudo strike
89.16
IV
49.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.03
IV
47.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.18
IV
55.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.33
IV
63.7%
B/E move
0.9%

Options history

IV · four-Friday blend36.67%
Daily close
IRMD32.4%45.9%59.4%2026-08-14: 40.11%2026-08-17: 40.48%2026-08-18: 45.80%2026-08-21: 36.47%2026-08-24: 36.61%2026-08-25: 37.14%2026-08-26: 37.74%2026-08-27: 36.68%2026-08-28: 36.70%2026-08-31: 36.25%2026-09-01: 36.09%2026-09-02: 37.69%2026-09-03: 38.29%2026-09-04: 39.40%2026-09-08: 40.42%2026-09-09: 41.24%2026-09-10: 42.93%2026-09-11: 43.62%2026-09-14: 45.43%2026-09-16: 57.54%2026-09-18: 37.54%2026-09-21: 35.74%2026-09-22: 35.25%2026-09-23: 36.46%2026-09-24: 35.91%2026-09-25: 36.06%2026-09-28: 37.50%2026-09-29: 37.76%2026-09-30: 37.78%2026-10-01: 37.17%2026-10-02: 36.92%2026-10-05: 39.24%2026-10-06: 37.95%2026-10-07: 38.76%2026-10-08: 40.58%2026-10-09: 41.94%2026-10-12: 43.02%2026-10-13: 41.46%2026-10-14: 41.96%2026-10-15: 50.21%2026-10-16: 35.52%2026-10-19: 35.66%2026-10-20: 34.25%2026-10-21: 35.06%2026-10-22: 35.29%2026-10-23: 36.01%2026-10-26: 36.32%2026-10-27: 36.78%2026-10-28: 36.77%2026-10-29: 36.85%2026-10-30: 36.67%Aug 14Sep 25Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
40.11%
40.48%
45.80%
36.47%
36.61%
37.14%
37.74%
36.68%
36.70%
36.25%
36.09%
37.69%
38.29%
39.40%
40.42%
41.24%
42.93%
43.62%
45.43%
57.54%
37.54%
35.74%
35.25%
36.46%
35.91%
36.06%
37.50%
37.76%
37.78%
37.17%
36.92%
39.24%
37.95%
38.76%
40.58%
41.94%
43.02%
41.46%
41.96%
50.21%
35.52%
35.66%
34.25%
35.06%
35.29%
36.01%
36.32%
36.78%
36.77%
36.85%
36.67%