IntraAlpha
Create free account Start free

TherapeuticsMD Inc TXMD

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T23:00:49.230Z

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 · 2026-10-22T20:00:00.067523902Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:00:47.672340+00:00

Share price$1.85
1D-1.6%
AH$1.85$1.86$1.87$1.88$1.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXMD
Sold putSold callAH

TherapeuticsMD Inc options

Live interpolated TXMD call and put midpoint premiums by absolute delta.TherapeuticsMD Inc$0.43$1.14$1.86$2.57$3.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETXMD PRICE$0.51$0.71$0.90$1.07$1.04$2.19$1.53$1.82$2.07$2.32$2.58$2.83$3.08
PutsExpensive5.98×
CallsExpensive10.07×
SkewBullish-227.78 pp
Implied move——
TiltBearish62.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.52415.4%28.6%
50Δ2.96339.3%22.5%
55Δ3.30335.4%20.1%
60Δ2.58318.8%66.7%3.61322.9%17.2%
65Δ3.42481.3%123.1%3.91310.4%14.4%
70Δ4.27643.8%179.5%4.21297.8%11.5%
75Δ4.13748.9%181.3%4.52285.3%8.6%
80Δ2.38558.1%84.8%4.82272.7%5.8%

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
3.52
IV
415.4%
B/E move
28.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
339.3%
B/E move
22.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.30
IV
335.4%
B/E move
20.1%

60Δ

Calls
Pseudo strike
2.58
IV
318.8%
B/E move
66.7%
Puts
Pseudo strike
3.61
IV
322.9%
B/E move
17.2%

65Δ

Calls
Pseudo strike
3.42
IV
481.3%
B/E move
123.1%
Puts
Pseudo strike
3.91
IV
310.4%
B/E move
14.4%

70Δ

Calls
Pseudo strike
4.27
IV
643.8%
B/E move
179.5%
Puts
Pseudo strike
4.21
IV
297.8%
B/E move
11.5%

75Δ

Calls
Pseudo strike
4.13
IV
748.9%
B/E move
181.3%
Puts
Pseudo strike
4.52
IV
285.3%
B/E move
8.6%

80Δ

Calls
Pseudo strike
2.38
IV
558.1%
B/E move
84.8%
Puts
Pseudo strike
4.82
IV
272.7%
B/E move
5.8%

Options history

No recorded observations