Share price$1.85
1D-1.6%
Sold putSold callAH
TherapeuticsMD, Inc. Common Stock TXMD
i
Market datapartial · fetched 2026-10-22T23:54:30.490Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.067523902Z
FundamentalsAlpha Vantage · unavailable
TherapeuticsMD, Inc. Common Stock options
PutsExpensive5.98×
CallsExpensive10.07×
SkewBullish-228.02 pp
Implied move——
TiltBearish62.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 3.52 | 415.7% | 28.6% | |||
| 50Δ | 2.96 | 338.8% | 22.5% | |||
| 55Δ | 3.30 | 335.7% | 20.1% | |||
| 60Δ | 2.58 | 319.0% | 66.7% | 3.61 | 323.1% | 17.2% |
| 65Δ | 3.42 | 481.6% | 123.1% | 3.91 | 310.6% | 14.4% |
| 70Δ | 4.27 | 644.2% | 179.5% | 4.21 | 298.0% | 11.5% |
| 75Δ | 4.13 | 749.4% | 181.3% | 4.52 | 285.5% | 8.6% |
| 80Δ | 2.38 | 558.4% | 84.8% | 4.82 | 272.9% | 5.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.52
- IV
- 415.7%
- B/E move
- 28.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.96
- IV
- 338.8%
- B/E move
- 22.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.30
- IV
- 335.7%
- B/E move
- 20.1%
60Δ
- Pseudo strike
- 2.58
- IV
- 319.0%
- B/E move
- 66.7%
- Pseudo strike
- 3.61
- IV
- 323.1%
- B/E move
- 17.2%
65Δ
- Pseudo strike
- 3.42
- IV
- 481.6%
- B/E move
- 123.1%
- Pseudo strike
- 3.91
- IV
- 310.6%
- B/E move
- 14.4%
70Δ
- Pseudo strike
- 4.27
- IV
- 644.2%
- B/E move
- 179.5%
- Pseudo strike
- 4.21
- IV
- 298.0%
- B/E move
- 11.5%
75Δ
- Pseudo strike
- 4.13
- IV
- 749.4%
- B/E move
- 181.3%
- Pseudo strike
- 4.52
- IV
- 285.5%
- B/E move
- 8.6%
80Δ
- Pseudo strike
- 2.38
- IV
- 558.4%
- B/E move
- 84.8%
- Pseudo strike
- 4.82
- IV
- 272.9%
- B/E move
- 5.8%
Options history
No recorded observations