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iRhythm Holdings, Inc. Common Stock IRTC

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Market datapartial · fetched 2026-10-23T19:43:51.497Z

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 · 2026-10-23T19:43:14.183697329Z

FundamentalsAlpha Vantage · unavailable

Share price$120.91
1D+1.7%
$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$1.34$5.77$10.19$14.62$19.04$96.22$108.03$119.84$131.65$143.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IRTC spot · $120.91IRTC PRICE$1.82$2.28$2.95$3.68$4.52$5.39$6.44$7.49$8.85$10.28$12.47$15.00$17.77$2.31$2.98$3.73$4.52$5.38$6.28$7.40$8.52$9.68$10.85$12.17$13.84$15.69
PutsFair1.05×
CallsExpensive1.13×
SkewBullish-3.66 pp
Implied moveBearish±$13.84
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.2153.0%16.6%107.3557.1%13.1%
25Δ133.9648.2%12.7%110.6555.0%11.0%
30Δ131.5049.0%11.2%113.3253.7%9.4%
35Δ129.1349.8%9.8%115.8452.5%7.9%
40Δ126.9250.6%8.7%118.0951.5%6.8%
45Δ124.7251.4%7.6%120.3350.5%5.7%
50Δ122.5352.0%6.7%122.4550.1%4.8%
55Δ120.3452.6%5.7%124.5749.7%4.0%
60Δ118.0353.6%4.9%126.6148.5%3.3%
65Δ115.6954.6%4.2%128.6247.1%2.6%
70Δ112.7957.9%3.6%130.7245.8%2.0%
75Δ109.6161.8%3.1%133.0044.8%1.4%
80Δ106.0763.8%2.4%135.4544.0%1.0%

20Δ

Calls
Pseudo strike
139.21
IV
53.0%
B/E move
16.6%
Puts
Pseudo strike
107.35
IV
57.1%
B/E move
13.1%

25Δ

Calls
Pseudo strike
133.96
IV
48.2%
B/E move
12.7%
Puts
Pseudo strike
110.65
IV
55.0%
B/E move
11.0%

30Δ

Calls
Pseudo strike
131.50
IV
49.0%
B/E move
11.2%
Puts
Pseudo strike
113.32
IV
53.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
129.13
IV
49.8%
B/E move
9.8%
Puts
Pseudo strike
115.84
IV
52.5%
B/E move
7.9%

40Δ

Calls
Pseudo strike
126.92
IV
50.6%
B/E move
8.7%
Puts
Pseudo strike
118.09
IV
51.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
124.72
IV
51.4%
B/E move
7.6%
Puts
Pseudo strike
120.33
IV
50.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
122.53
IV
52.0%
B/E move
6.7%
Puts
Pseudo strike
122.45
IV
50.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
120.34
IV
52.6%
B/E move
5.7%
Puts
Pseudo strike
124.57
IV
49.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
118.03
IV
53.6%
B/E move
4.9%
Puts
Pseudo strike
126.61
IV
48.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
115.69
IV
54.6%
B/E move
4.2%
Puts
Pseudo strike
128.62
IV
47.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
112.79
IV
57.9%
B/E move
3.6%
Puts
Pseudo strike
130.72
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
109.61
IV
61.8%
B/E move
3.1%
Puts
Pseudo strike
133.00
IV
44.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
106.07
IV
63.8%
B/E move
2.4%
Puts
Pseudo strike
135.45
IV
44.0%
B/E move
1.0%

Options history

No recorded observations