IntraAlpha
Create free account Start free

KORU Medical Systems, Inc. Common Stock (DE) KRMD

i

Market dataready · fetched 2026-11-04T09:05:45.662Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T21:00:03.987756899Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:05:44.862013+00:00

Share price$3.10
1D+1.6%
AH$2.98$3.02$3.06$3.09$3.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRMD
Sold putSold callAH

KORU Medical Systems, Inc. Common Stock (DE) options

Live interpolated KRMD call and put midpoint premiums by absolute delta.KORU Medical Systems, Inc. Common Stock (DE)$0.26$1.28$2.30$3.32$4.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ 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 —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKRMD PRICE$0.38$2.36$2.51$2.66$2.80$2.95$3.09$3.22$3.36$3.50$3.64$3.77$3.91$4.05
PutsExpensive4.21×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.45613.4%64.9%
25Δ3.84550.1%57.1%
30Δ4.23486.8%49.4%
35Δ5.60211.6%92.7%4.61423.5%41.6%
40Δ5.00360.4%33.9%
45Δ5.24340.1%30.7%
50Δ5.47319.8%27.5%
55Δ5.71299.6%24.3%
60Δ5.95279.3%21.1%
65Δ6.18259.0%17.9%
70Δ6.42238.7%14.7%
75Δ6.65218.5%11.5%
80Δ6.89198.2%8.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
613.4%
B/E move
64.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.84
IV
550.1%
B/E move
57.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.23
IV
486.8%
B/E move
49.4%

35Δ

Calls
Pseudo strike
5.60
IV
211.6%
B/E move
92.7%
Puts
Pseudo strike
4.61
IV
423.5%
B/E move
41.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
360.4%
B/E move
33.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.24
IV
340.1%
B/E move
30.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.47
IV
319.8%
B/E move
27.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
299.6%
B/E move
24.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.95
IV
279.3%
B/E move
21.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
259.0%
B/E move
17.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.42
IV
238.7%
B/E move
14.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
218.5%
B/E move
11.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.89
IV
198.2%
B/E move
8.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations