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iRhythm Holdings, Inc. Common Stock IRTC

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Market datapartial · fetched 2026-10-23T17:43:11.753Z

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 · 2026-10-23T17:42:01.270208278Z

FundamentalsAlpha Vantage · unavailable

Share price$121.47
1D+2.2%
$118$119$120$122$1235:30 AM6:30 AM9:00 AM1:00 PMIRTC
Sold putSold call

iRhythm Holdings, Inc. Common Stock options

Live interpolated IRTC call and put midpoint premiums by absolute delta.iRhythm Holdings, Inc. Common Stock$0.89$8.47$16.05$23.63$31.20$96.18$108.11$120.03$131.96$143.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IRTC spot · $121.47IRTC PRICE$1.71$2.28$2.99$3.71$4.59$5.46$6.58$7.74$9.01$10.35$12.07$14.20$16.62$2.41$3.11$3.95$4.76$5.54$6.42$7.44$8.61$12.69$16.78$20.86$24.94$29.02
PutsExpensive1.15×
CallsExpensive1.11×
SkewBearish+1.92 pp
Implied moveBearish±$14.01
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.7448.3%14.8%107.4059.3%13.6%
25Δ134.5048.1%12.6%110.8956.7%11.3%
30Δ132.1649.3%11.3%113.5756.3%9.8%
35Δ129.8350.4%9.9%116.1455.1%8.3%
40Δ127.5951.2%8.8%118.5752.9%7.0%
45Δ125.3551.9%7.7%120.8751.3%5.8%
50Δ123.1252.9%6.8%122.9950.3%4.9%
55Δ120.8954.0%5.9%125.2449.5%4.0%
60Δ118.5854.5%5.0%129.9451.7%3.5%
65Δ116.2354.7%4.2%134.6453.9%3.0%
70Δ113.6255.6%3.5%139.3456.1%2.5%
75Δ110.7457.6%2.9%144.0458.3%1.9%
80Δ107.5758.5%2.2%148.7460.5%1.4%

20Δ

Calls
Pseudo strike
137.74
IV
48.3%
B/E move
14.8%
Puts
Pseudo strike
107.40
IV
59.3%
B/E move
13.6%

25Δ

Calls
Pseudo strike
134.50
IV
48.1%
B/E move
12.6%
Puts
Pseudo strike
110.89
IV
56.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
132.16
IV
49.3%
B/E move
11.3%
Puts
Pseudo strike
113.57
IV
56.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
129.83
IV
50.4%
B/E move
9.9%
Puts
Pseudo strike
116.14
IV
55.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
127.59
IV
51.2%
B/E move
8.8%
Puts
Pseudo strike
118.57
IV
52.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
125.35
IV
51.9%
B/E move
7.7%
Puts
Pseudo strike
120.87
IV
51.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
123.12
IV
52.9%
B/E move
6.8%
Puts
Pseudo strike
122.99
IV
50.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
120.89
IV
54.0%
B/E move
5.9%
Puts
Pseudo strike
125.24
IV
49.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
118.58
IV
54.5%
B/E move
5.0%
Puts
Pseudo strike
129.94
IV
51.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
116.23
IV
54.7%
B/E move
4.2%
Puts
Pseudo strike
134.64
IV
53.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
113.62
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
139.34
IV
56.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
110.74
IV
57.6%
B/E move
2.9%
Puts
Pseudo strike
144.04
IV
58.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
107.57
IV
58.5%
B/E move
2.2%
Puts
Pseudo strike
148.74
IV
60.5%
B/E move
1.4%

Options history

No recorded observations