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Stereotaxis, Inc. Common Stock STXS

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-08T11:09:17.761Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-07T01:00:00.014566815Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T11:09:15.176306+00:00

Share price$1.09
1D+8.2%
AH$0.98$1.01$1.05$1.08$1.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTXS
Sold putSold callAH

Stereotaxis, Inc. Common Stock options

Live interpolated STXS call and put midpoint premiums by absolute delta.Stereotaxis, Inc. Common Stock$0.08$1.77$3.47$5.16$6.86$0.48$0.79$1.09$1.39$1.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STXS spot · $1.09STXS PRICE$0.26$0.32$0.38$0.43$0.49$0.54$0.60$0.72$0.91$5.10$5.24$5.38$5.53$5.67$5.81$5.95$6.09$6.23$6.37
Puts——
Calls——
Skew——
Implied moveBearish±$5.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ5.52710.4%61.8%
40Δ7.26518.0%590.1%5.73674.9%55.7%
45Δ6.91551.2%563.1%5.93639.3%49.7%
50Δ6.56584.3%536.2%6.14603.7%43.6%
55Δ6.21617.4%509.3%6.35568.1%37.5%
60Δ5.86650.6%482.4%6.55532.5%31.4%
65Δ5.51683.7%455.5%6.76496.9%25.4%
70Δ5.16716.8%428.5%6.97461.3%19.3%
75Δ4.45747.0%374.9%7.17425.7%13.2%
80Δ3.43774.7%298.2%7.38390.1%7.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.52
IV
710.4%
B/E move
61.8%

40Δ

Calls
Pseudo strike
7.26
IV
518.0%
B/E move
590.1%
Puts
Pseudo strike
5.73
IV
674.9%
B/E move
55.7%

45Δ

Calls
Pseudo strike
6.91
IV
551.2%
B/E move
563.1%
Puts
Pseudo strike
5.93
IV
639.3%
B/E move
49.7%

50Δ

Calls
Pseudo strike
6.56
IV
584.3%
B/E move
536.2%
Puts
Pseudo strike
6.14
IV
603.7%
B/E move
43.6%

55Δ

Calls
Pseudo strike
6.21
IV
617.4%
B/E move
509.3%
Puts
Pseudo strike
6.35
IV
568.1%
B/E move
37.5%

60Δ

Calls
Pseudo strike
5.86
IV
650.6%
B/E move
482.4%
Puts
Pseudo strike
6.55
IV
532.5%
B/E move
31.4%

65Δ

Calls
Pseudo strike
5.51
IV
683.7%
B/E move
455.5%
Puts
Pseudo strike
6.76
IV
496.9%
B/E move
25.4%

70Δ

Calls
Pseudo strike
5.16
IV
716.8%
B/E move
428.5%
Puts
Pseudo strike
6.97
IV
461.3%
B/E move
19.3%

75Δ

Calls
Pseudo strike
4.45
IV
747.0%
B/E move
374.9%
Puts
Pseudo strike
7.17
IV
425.7%
B/E move
13.2%

80Δ

Calls
Pseudo strike
3.43
IV
774.7%
B/E move
298.2%
Puts
Pseudo strike
7.38
IV
390.1%
B/E move
7.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations