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CorMedix Inc. Common Stock CRMD

i

Market dataready · fetched 2026-11-06T13:54:56.094Z

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 · 2026-11-06T13:45:23.209529442Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T13:54:55.659128+00:00

Share price$5.25
1D+0.5%
$5.21$5.23$5.24$5.25$5.265:30 AM6:30 AM9:00 AM1:00 PMCRMD
Sold putSold call

CorMedix Inc. Common Stock options

Live interpolated CRMD call and put midpoint premiums by absolute delta.CorMedix Inc. Common Stock$0.30$0.77$1.24$1.71$2.18$2.74$4.29$5.83$7.38$8.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CRMD spot · $5.25CRMD PRICE$0.41$0.49$0.56$0.64$2.04$0.35$0.42$0.49$0.56$0.62$0.69$0.76$0.83$1.23
Puts——
Calls——
Skew——
Implied moveBalanced±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ5.09102.3%9.7%
45Δ5.55121.1%13.6%5.2199.8%8.6%
50Δ5.40124.9%12.1%5.3497.2%7.6%
55Δ5.24128.7%10.5%5.4694.7%6.5%
60Δ5.08132.5%8.9%5.5992.1%5.4%
65Δ5.7189.5%4.4%
70Δ5.8487.0%3.3%
75Δ5.9684.4%2.2%
80Δ3.73325.7%10.0%6.3999.1%1.7%

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
5.09
IV
102.3%
B/E move
9.7%

45Δ

Calls
Pseudo strike
5.55
IV
121.1%
B/E move
13.6%
Puts
Pseudo strike
5.21
IV
99.8%
B/E move
8.6%

50Δ

Calls
Pseudo strike
5.40
IV
124.9%
B/E move
12.1%
Puts
Pseudo strike
5.34
IV
97.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
5.24
IV
128.7%
B/E move
10.5%
Puts
Pseudo strike
5.46
IV
94.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
5.08
IV
132.5%
B/E move
8.9%
Puts
Pseudo strike
5.59
IV
92.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
89.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.84
IV
87.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.96
IV
84.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
3.73
IV
325.7%
B/E move
10.0%
Puts
Pseudo strike
6.39
IV
99.1%
B/E move
1.7%

Options history

IV · four-Friday blend87.02%
Daily close
CRMD44.0%85.2%126.4%2026-08-10: 78.21%2026-08-11: 73.72%2026-08-13: 81.15%2026-08-18: 119.67%2026-08-21: 53.76%2026-08-24: 49.64%2026-08-27: 51.91%2026-08-31: 79.72%2026-09-01: 59.69%2026-09-09: 65.23%2026-09-10: 60.91%2026-09-11: 78.83%2026-09-16: 120.67%2026-09-18: 68.73%2026-09-21: 52.75%2026-09-23: 56.08%2026-09-24: 59.65%2026-09-25: 53.90%2026-09-28: 51.49%2026-09-29: 58.77%2026-09-30: 56.69%2026-10-01: 74.87%2026-10-05: 76.02%2026-10-12: 89.77%2026-10-14: 117.20%2026-10-16: 77.36%2026-10-19: 74.51%2026-10-20: 68.67%2026-10-21: 63.14%2026-10-22: 72.15%2026-10-23: 78.07%2026-10-26: 80.06%2026-10-27: 80.38%2026-10-28: 77.26%2026-10-29: 75.50%2026-10-30: 87.02%Aug 10Sep 25Oct 30
36 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
78.21%
73.72%
81.15%
119.67%
53.76%
49.64%
51.91%
79.72%
59.69%
65.23%
60.91%
78.83%
120.67%
68.73%
52.75%
56.08%
59.65%
53.90%
51.49%
58.77%
56.69%
74.87%
76.02%
89.77%
117.20%
77.36%
74.51%
68.67%
63.14%
72.15%
78.07%
80.06%
80.38%
77.26%
75.50%
87.02%