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TherapeuticsMD, Inc. Common Stock TXMD

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Market datapartial · fetched 2026-10-22T18:42:48.917Z

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 · 2026-10-22T16:56:20.216164923Z

FundamentalsAlpha Vantage · unavailable

Share price$1.85
1D-1.6%
$1.85$1.86$1.87$1.88$1.895:30 AM6:30 AM9:00 AM1:00 PMTXMD
Sold putSold call

TherapeuticsMD, Inc. Common Stock options

Live interpolated TXMD call and put midpoint premiums by absolute delta.TherapeuticsMD, Inc. Common Stock$0.43$0.53$0.64$0.74$0.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETXMD PRICE$0.44$0.53$0.63$0.72$0.82
Puts——
CallsExpensive4.30×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ1.89214.8%26.0%
65Δ1.73225.3%22.6%
70Δ1.58235.9%19.2%
75Δ1.42246.5%15.8%
80Δ1.26257.1%12.4%

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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
1.89
IV
214.8%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.73
IV
225.3%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.58
IV
235.9%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.42
IV
246.5%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.26
IV
257.1%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations