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iRadimed Corporation Common Stock IRMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-13T19:13:21.648Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T18:48:38.421973482Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:13:20.602129+00:00

Share price$84.79
1D-0.5%
$84.20$84.52$84.84$85.17$85.495:30 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$1.47$4.12$6.77$9.43$12.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ 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 PRICEIRMD PRICE$2.04$2.62$2.78$3.20$3.97$4.75$5.52$6.30$7.07$7.85$9.58$11.31$1.75$2.15$2.54$3.07$3.61$4.14
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.5052.1%21.3%
25Δ96.8439.9%16.6%74.1843.6%15.0%
30Δ95.1542.6%15.3%79.8635.2%8.8%
35Δ91.8936.9%11.7%81.5333.9%7.5%
40Δ89.3133.4%9.1%83.1132.9%6.2%
45Δ87.7633.6%8.2%84.6831.9%5.0%
50Δ86.2033.8%7.3%
55Δ84.6534.0%6.4%
60Δ83.1034.2%5.4%
65Δ81.5534.4%4.5%
70Δ80.0034.6%3.6%
75Δ77.8034.6%3.1%
80Δ75.5934.6%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.50
IV
52.1%
B/E move
21.3%

25Δ

Calls
Pseudo strike
96.84
IV
39.9%
B/E move
16.6%
Puts
Pseudo strike
74.18
IV
43.6%
B/E move
15.0%

30Δ

Calls
Pseudo strike
95.15
IV
42.6%
B/E move
15.3%
Puts
Pseudo strike
79.86
IV
35.2%
B/E move
8.8%

35Δ

Calls
Pseudo strike
91.89
IV
36.9%
B/E move
11.7%
Puts
Pseudo strike
81.53
IV
33.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
89.31
IV
33.4%
B/E move
9.1%
Puts
Pseudo strike
83.11
IV
32.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
87.76
IV
33.6%
B/E move
8.2%
Puts
Pseudo strike
84.68
IV
31.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
86.20
IV
33.8%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
84.65
IV
34.0%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
83.10
IV
34.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
81.55
IV
34.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
80.00
IV
34.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
77.80
IV
34.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.59
IV
34.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.67%
Daily close
IRMD32.4%45.9%59.4%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 17Sep 25Oct 30
50 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
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%