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TherapeuticsMD, Inc. Common Stock TXMD

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T02:48:05.206Z

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 · 2026-11-12T00:47:52.990638792Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:48:04.890092+00:00

Share price$1.82
1D+6.3%
AH$1.73$1.77$1.80$1.83$1.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXMD
Sold putSold callAH

TherapeuticsMD, Inc. Common Stock options

Live interpolated TXMD call and put midpoint premiums by absolute delta.TherapeuticsMD, Inc. Common Stock$0.23$0.56$0.89$1.22$1.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETXMD PRICE$0.27$0.34$0.42$0.51$0.60$0.69$0.78$0.37$0.57$0.78$0.99$1.19$1.46
Puts——
Calls——
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
50Δ2.08313.7%28.9%
55Δ1.91320.0%23.2%2.02216.0%9.3%
60Δ1.77341.1%20.6%2.24241.0%8.3%
65Δ1.64362.3%18.0%2.47266.0%7.4%
70Δ1.50383.4%15.4%2.69290.9%6.5%
75Δ1.36404.5%12.8%2.91315.9%5.6%
80Δ1.23425.7%10.2%3.20321.2%4.4%

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
2.08
IV
313.7%
B/E move
28.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.91
IV
320.0%
B/E move
23.2%
Puts
Pseudo strike
2.02
IV
216.0%
B/E move
9.3%

60Δ

Calls
Pseudo strike
1.77
IV
341.1%
B/E move
20.6%
Puts
Pseudo strike
2.24
IV
241.0%
B/E move
8.3%

65Δ

Calls
Pseudo strike
1.64
IV
362.3%
B/E move
18.0%
Puts
Pseudo strike
2.47
IV
266.0%
B/E move
7.4%

70Δ

Calls
Pseudo strike
1.50
IV
383.4%
B/E move
15.4%
Puts
Pseudo strike
2.69
IV
290.9%
B/E move
6.5%

75Δ

Calls
Pseudo strike
1.36
IV
404.5%
B/E move
12.8%
Puts
Pseudo strike
2.91
IV
315.9%
B/E move
5.6%

80Δ

Calls
Pseudo strike
1.23
IV
425.7%
B/E move
10.2%
Puts
Pseudo strike
3.20
IV
321.2%
B/E move
4.4%

Options history

IV · four-Friday blend226.78%
Daily EOD
TXMD144.0%188.5%232.9%2026-10-23: 169.60%2026-10-26: 150.18%2026-10-30: 226.78%Oct 23Oct 26Oct 30
3 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
169.60%
150.18%
226.78%