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iRadimed Corporation Common Stock IRMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-06T14:05:13.736Z

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 · 2026-11-06T09:53:42.558351801Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T14:05:13.259263+00:00

Share price$85.50
1D
Price history unavailable.

iRadimed Corporation Common Stock options

Live interpolated IRMD call and put midpoint premiums by absolute delta.iRadimed Corporation Common Stock$1.44$3.79$6.14$8.48$10.83$72.59$78.69$84.79$90.90$97.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IRMD spot · $85.50IRMD PRICE$1.70$2.02$2.19$2.35$2.52$2.68$3.08$3.52$3.95$4.39$4.82$2.45$2.45$2.46$2.54$2.62$2.71$3.38$4.06$4.73$5.40$6.39$8.27$10.15
PutsFair0.97×
Calls——
Skew——
Implied moveBearish±$5.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.26117.3%18.4%
25Δ76.9290.6%12.9%
30Δ90.9252.3%8.3%80.2471.5%9.0%
35Δ89.8454.1%7.4%81.8362.7%7.3%
40Δ88.6649.6%6.3%83.4353.8%5.5%
45Δ87.4945.1%5.1%85.0145.1%3.7%
50Δ86.3140.7%3.9%86.0745.7%3.3%
55Δ85.1436.2%2.7%87.1246.2%2.9%
60Δ84.3834.5%2.3%88.1746.7%2.4%
65Δ83.6833.1%2.0%89.2247.3%2.0%
70Δ82.9831.8%1.7%90.5548.8%1.6%
75Δ82.2830.5%1.4%92.6653.1%1.3%
80Δ81.5729.1%1.1%94.7857.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.26
IV
117.3%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.92
IV
90.6%
B/E move
12.9%

30Δ

Calls
Pseudo strike
90.92
IV
52.3%
B/E move
8.3%
Puts
Pseudo strike
80.24
IV
71.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
89.84
IV
54.1%
B/E move
7.4%
Puts
Pseudo strike
81.83
IV
62.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
88.66
IV
49.6%
B/E move
6.3%
Puts
Pseudo strike
83.43
IV
53.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
87.49
IV
45.1%
B/E move
5.1%
Puts
Pseudo strike
85.01
IV
45.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
86.31
IV
40.7%
B/E move
3.9%
Puts
Pseudo strike
86.07
IV
45.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
85.14
IV
36.2%
B/E move
2.7%
Puts
Pseudo strike
87.12
IV
46.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
84.38
IV
34.5%
B/E move
2.3%
Puts
Pseudo strike
88.17
IV
46.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
83.68
IV
33.1%
B/E move
2.0%
Puts
Pseudo strike
89.22
IV
47.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
82.98
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
90.55
IV
48.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
82.28
IV
30.5%
B/E move
1.4%
Puts
Pseudo strike
92.66
IV
53.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
81.57
IV
29.1%
B/E move
1.1%
Puts
Pseudo strike
94.78
IV
57.4%
B/E move
1.0%

Options history

IV · four-Friday blend36.67%
Daily close
IRMD32.4%45.9%59.4%2026-08-10: 40.43%2026-08-11: 40.05%2026-08-12: 40.23%2026-08-13: 39.91%2026-08-14: 40.11%2026-08-17: 40.48%2026-08-18: 45.80%2026-08-21: 36.47%2026-08-24: 36.61%2026-08-25: 37.14%2026-08-26: 37.74%2026-08-27: 36.68%2026-08-28: 36.70%2026-08-31: 36.25%2026-09-01: 36.09%2026-09-02: 37.69%2026-09-03: 38.29%2026-09-04: 39.40%2026-09-08: 40.42%2026-09-09: 41.24%2026-09-10: 42.93%2026-09-11: 43.62%2026-09-14: 45.43%2026-09-16: 57.54%2026-09-18: 37.54%2026-09-21: 35.74%2026-09-22: 35.25%2026-09-23: 36.46%2026-09-24: 35.91%2026-09-25: 36.06%2026-09-28: 37.50%2026-09-29: 37.76%2026-09-30: 37.78%2026-10-01: 37.17%2026-10-02: 36.92%2026-10-05: 39.24%2026-10-06: 37.95%2026-10-07: 38.76%2026-10-08: 40.58%2026-10-09: 41.94%2026-10-12: 43.02%2026-10-13: 41.46%2026-10-14: 41.96%2026-10-15: 50.21%2026-10-16: 35.52%2026-10-19: 35.66%2026-10-20: 34.25%2026-10-21: 35.06%2026-10-22: 35.29%2026-10-23: 36.01%2026-10-26: 36.32%2026-10-27: 36.78%2026-10-28: 36.77%2026-10-29: 36.85%2026-10-30: 36.67%Aug 10Sep 23Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.43%
40.05%
40.23%
39.91%
40.11%
40.48%
45.80%
36.47%
36.61%
37.14%
37.74%
36.68%
36.70%
36.25%
36.09%
37.69%
38.29%
39.40%
40.42%
41.24%
42.93%
43.62%
45.43%
57.54%
37.54%
35.74%
35.25%
36.46%
35.91%
36.06%
37.50%
37.76%
37.78%
37.17%
36.92%
39.24%
37.95%
38.76%
40.58%
41.94%
43.02%
41.46%
41.96%
50.21%
35.52%
35.66%
34.25%
35.06%
35.29%
36.01%
36.32%
36.78%
36.77%
36.85%
36.67%