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Inspire Medical Systems, Inc. INSP

i

Market datapartial · fetched 2026-11-04T07:22:33.984Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.003581263Z

FundamentalsAlpha Vantage · unavailable

Share price$61.90
1D-2.7%
AH$59.97$60.96$61.95$62.95$63.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINSP
Sold putSold callAH

Inspire Medical Systems, Inc. options

Live interpolated INSP call and put midpoint premiums by absolute delta.Inspire Medical Systems, Inc.$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEINSP PRICE
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
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend65.62%
Daily close
INSP53.1%66.8%80.6%2026-08-06: 63.53%2026-08-07: 56.49%2026-08-10: 58.68%2026-08-11: 61.81%2026-08-12: 57.15%2026-08-13: 59.24%2026-08-21: 56.49%2026-08-24: 56.24%2026-08-25: 57.87%2026-08-26: 57.63%2026-08-27: 56.83%2026-08-28: 56.31%2026-08-31: 57.22%2026-09-01: 57.00%2026-09-02: 54.95%2026-09-03: 57.52%2026-09-04: 55.14%2026-09-08: 59.12%2026-09-09: 62.92%2026-09-10: 62.79%2026-09-11: 70.23%2026-09-14: 68.27%2026-09-15: 65.43%2026-09-16: 71.90%2026-09-18: 66.44%2026-09-21: 66.68%2026-09-22: 64.96%2026-09-23: 64.00%2026-09-24: 59.09%2026-09-25: 62.42%2026-09-28: 61.23%2026-09-29: 62.87%2026-09-30: 61.92%2026-10-01: 68.33%2026-10-02: 64.55%2026-10-05: 65.25%2026-10-06: 65.30%2026-10-07: 65.07%2026-10-08: 68.10%2026-10-09: 64.77%2026-10-12: 72.91%2026-10-13: 78.16%2026-10-14: 78.70%2026-10-15: 77.56%2026-10-16: 71.55%2026-10-19: 69.57%2026-10-20: 69.73%2026-10-21: 69.76%2026-10-22: 69.65%2026-10-23: 68.48%2026-10-26: 70.75%2026-10-27: 70.86%2026-10-28: 64.74%2026-10-29: 64.92%2026-10-30: 65.62%Aug 6Sep 23Oct 30
55 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
63.53%
56.49%
58.68%
61.81%
57.15%
59.24%
56.49%
56.24%
57.87%
57.63%
56.83%
56.31%
57.22%
57.00%
54.95%
57.52%
55.14%
59.12%
62.92%
62.79%
70.23%
68.27%
65.43%
71.90%
66.44%
66.68%
64.96%
64.00%
59.09%
62.42%
61.23%
62.87%
61.92%
68.33%
64.55%
65.25%
65.30%
65.07%
68.10%
64.77%
72.91%
78.16%
78.70%
77.56%
71.55%
69.57%
69.73%
69.76%
69.65%
68.48%
70.75%
70.86%
64.74%
64.92%
65.62%