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iRadimed Corporation Common Stock IRMD

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Market dataready · fetched 2026-11-07T06:31:08.775Z

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 · 2026-11-06T21:00:10.085206155Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:31:08.548086+00:00

Share price$86.31
1D+1.8%
AH$83.07$83.94$84.81$85.68$86.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRMD
Sold putSold callAH

iRadimed Corporation Common Stock options

Live interpolated IRMD call and put midpoint premiums by absolute delta.iRadimed Corporation Common Stock$1.36$3.40$5.45$7.49$9.53$73.20$79.47$85.74$92.01$98.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IRMD spot · $86.31IRMD PRICE$1.58$1.92$2.16$2.37$2.58$2.79$3.00$3.43$3.93$4.42$4.92$2.45$2.45$2.47$2.50$2.54$2.90$3.34$3.79$4.24$4.69$5.64$7.29$8.94
PutsCheap0.93×
Calls——
Skew——
Implied moveBearish±$5.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.05119.0%18.2%
25Δ77.7391.9%12.8%
30Δ91.3649.1%7.7%80.8074.1%9.2%
35Δ90.2551.0%6.8%82.6963.2%7.1%
40Δ89.2348.9%5.9%84.5752.3%5.0%
45Δ88.2345.7%5.0%85.7248.8%4.0%
50Δ87.2342.4%4.1%86.6647.4%3.5%
55Δ86.2439.2%3.1%87.5946.0%2.9%
60Δ85.2435.9%2.2%88.5244.7%2.3%
65Δ84.4434.0%1.8%89.4643.3%1.8%
70Δ83.6932.4%1.5%90.7744.1%1.4%
75Δ82.9530.8%1.2%92.6348.1%1.1%
80Δ82.2129.2%0.9%94.4852.0%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.05
IV
119.0%
B/E move
18.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.73
IV
91.9%
B/E move
12.8%

30Δ

Calls
Pseudo strike
91.36
IV
49.1%
B/E move
7.7%
Puts
Pseudo strike
80.80
IV
74.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
90.25
IV
51.0%
B/E move
6.8%
Puts
Pseudo strike
82.69
IV
63.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
89.23
IV
48.9%
B/E move
5.9%
Puts
Pseudo strike
84.57
IV
52.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
88.23
IV
45.7%
B/E move
5.0%
Puts
Pseudo strike
85.72
IV
48.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
87.23
IV
42.4%
B/E move
4.1%
Puts
Pseudo strike
86.66
IV
47.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
86.24
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
87.59
IV
46.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
85.24
IV
35.9%
B/E move
2.2%
Puts
Pseudo strike
88.52
IV
44.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
84.44
IV
34.0%
B/E move
1.8%
Puts
Pseudo strike
89.46
IV
43.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
83.69
IV
32.4%
B/E move
1.5%
Puts
Pseudo strike
90.77
IV
44.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
82.95
IV
30.8%
B/E move
1.2%
Puts
Pseudo strike
92.63
IV
48.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
82.21
IV
29.2%
B/E move
0.9%
Puts
Pseudo strike
94.48
IV
52.0%
B/E move
0.9%

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%