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iRhythm Holdings, Inc. Common Stock IRTC

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Market dataready · fetched 2026-11-13T00:48:23.930Z

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 · 2026-11-12T21:12:15.667646952Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:23.094935+00:00

Share price$93.65
1D+2.3%
AH$88$90$92$93$955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRTC
Sold putSold callAH

iRhythm Holdings, Inc. Common Stock options

Live interpolated IRTC call and put midpoint premiums by absolute delta.iRhythm Holdings, Inc. Common Stock$0.45$2.53$4.62$6.71$8.79$59.01$79.95$100.88$121.82$142.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IRTC spot · $93.65IRTC PRICE$0.67$0.91$1.14$1.37$1.61$1.96$2.45$2.93$3.41$3.89$4.37$4.99$6.13$0.81$1.03$1.37$1.80$2.22$2.64$3.06$3.48$4.29$5.16$6.02$6.88$8.19
PutsCheap0.27×
CallsCheap0.46×
SkewBearish+8.08 pp
Implied moveBearish±$5.50
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.2943.2%6.7%87.8651.2%7.0%
25Δ98.3442.8%6.0%89.4548.4%5.6%
30Δ97.3942.4%5.2%90.5747.8%4.8%
35Δ96.4342.0%4.4%91.4348.5%4.3%
40Δ95.4841.6%3.7%92.3049.1%3.8%
45Δ94.6041.7%3.1%93.1749.8%3.3%
50Δ93.8142.3%2.8%94.0450.4%2.9%
55Δ93.0142.9%2.4%94.9051.1%2.4%
60Δ92.2243.5%2.1%96.0352.1%2.0%
65Δ91.4244.1%1.8%97.1953.2%1.7%
70Δ90.6244.7%1.4%98.3554.2%1.4%
75Δ89.7145.3%1.1%99.5155.3%1.1%
80Δ88.3645.8%0.9%101.0856.0%0.8%

20Δ

Calls
Pseudo strike
99.29
IV
43.2%
B/E move
6.7%
Puts
Pseudo strike
87.86
IV
51.2%
B/E move
7.0%

25Δ

Calls
Pseudo strike
98.34
IV
42.8%
B/E move
6.0%
Puts
Pseudo strike
89.45
IV
48.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
97.39
IV
42.4%
B/E move
5.2%
Puts
Pseudo strike
90.57
IV
47.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
96.43
IV
42.0%
B/E move
4.4%
Puts
Pseudo strike
91.43
IV
48.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
95.48
IV
41.6%
B/E move
3.7%
Puts
Pseudo strike
92.30
IV
49.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
94.60
IV
41.7%
B/E move
3.1%
Puts
Pseudo strike
93.17
IV
49.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
93.81
IV
42.3%
B/E move
2.8%
Puts
Pseudo strike
94.04
IV
50.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
93.01
IV
42.9%
B/E move
2.4%
Puts
Pseudo strike
94.90
IV
51.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
92.22
IV
43.5%
B/E move
2.1%
Puts
Pseudo strike
96.03
IV
52.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
91.42
IV
44.1%
B/E move
1.8%
Puts
Pseudo strike
97.19
IV
53.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
90.62
IV
44.7%
B/E move
1.4%
Puts
Pseudo strike
98.35
IV
54.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
89.71
IV
45.3%
B/E move
1.1%
Puts
Pseudo strike
99.51
IV
55.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
88.36
IV
45.8%
B/E move
0.9%
Puts
Pseudo strike
101.08
IV
56.0%
B/E move
0.8%

Options history

IV · four-Friday blend50.37%
Daily close
IRTC43.7%49.8%55.9%2026-08-14: 45.90%2026-08-17: 49.05%2026-08-18: 49.19%2026-08-19: 51.46%2026-08-20: 53.10%2026-08-21: 45.13%2026-08-24: 46.76%2026-08-25: 46.26%2026-08-26: 46.49%2026-08-27: 46.68%2026-08-28: 46.97%2026-08-31: 49.07%2026-09-01: 47.31%2026-09-02: 46.81%2026-09-03: 46.19%2026-09-04: 44.56%2026-09-08: 48.68%2026-09-09: 48.38%2026-09-10: 50.19%2026-09-11: 47.93%2026-09-14: 50.65%2026-09-15: 51.85%2026-09-16: 55.02%2026-09-18: 48.36%2026-09-21: 48.75%2026-09-22: 47.49%2026-09-23: 48.77%2026-09-24: 49.51%2026-09-25: 48.40%2026-09-28: 49.14%2026-09-29: 48.74%2026-09-30: 48.14%2026-10-01: 48.20%2026-10-02: 48.01%2026-10-05: 48.72%2026-10-06: 49.81%2026-10-07: 48.28%2026-10-08: 49.27%2026-10-09: 47.28%2026-10-12: 49.67%2026-10-13: 48.26%2026-10-14: 53.81%2026-10-16: 50.27%2026-10-19: 49.32%2026-10-20: 48.86%2026-10-21: 49.12%2026-10-22: 48.46%2026-10-23: 48.37%2026-10-26: 49.39%2026-10-27: 49.24%2026-10-28: 50.14%2026-10-29: 48.24%2026-10-30: 50.37%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
45.90%
49.05%
49.19%
51.46%
53.10%
45.13%
46.76%
46.26%
46.49%
46.68%
46.97%
49.07%
47.31%
46.81%
46.19%
44.56%
48.68%
48.38%
50.19%
47.93%
50.65%
51.85%
55.02%
48.36%
48.75%
47.49%
48.77%
49.51%
48.40%
49.14%
48.74%
48.14%
48.20%
48.01%
48.72%
49.81%
48.28%
49.27%
47.28%
49.67%
48.26%
53.81%
50.27%
49.32%
48.86%
49.12%
48.46%
48.37%
49.39%
49.24%
50.14%
48.24%
50.37%