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Simple topical formulations which include volatile components, such as gels or sprays, are appealing from a cosmetic perspective. However, complex formulation effects may result from the use of volatile excipients in topical formulations, particularly when applied at clinically relevant doses (typically less than a few mg cm−2). The present investigation aims to study the role of the volatile solvent ethanol (EtOH), in combination with Transcutol P® (TC), dimethyl isosorbide (DMI) and isopropyl myristate (IPM), on the efficacy of dermal delivery of a model compound (i.e. methyl paraben). The methodology consisted of in vitro diffusion experiments conducted using silicone membranes and human epidermis. Finite dose studies were performed with two types of formulations: saturated solutions of methyl paraben in each vehicle alone and incorporating the volatile solvent in a 50:50 (v/v) proportion. The kinetics of EtOH evaporation from the formulations were also investigated by monitoring the weight loss of the formulation over time. The results showed that the presence of EtOH had little effect on the skin flux of methyl paraben compared with the corresponding saturated solutions. Formulations incorporating the volatile solvent were clearly more efficient, in line with the data obtained with silicone membranes. Furthermore, the permeation of methyl paraben from the saturated EtOH solution in both silicone and skin showed an initial period of relatively fast permeation, after which there was a marked decrease in the permeation rate. This reflected significant ethanol depletion from the formulation (chiefly by evaporation), causing most of the dose of methyl paraben applied to crystallise as a deposited film at the skin surface (observed experimentally and confirmed by mass balance studies), thus decreasing its availability to permeate. Studies of the kinetics of ethanol evaporation from the formulations confirm these findings, demonstrating a very short residence time of the volatile solvent at the surface of the membrane (approx. 6 min). In conclusion, the findings suggest that rapid evaporation of EtOH takes place from the formulations applied at the surface of the skin, leaving a saturated residue of the drug in the vehicle. The presence of EtOH clearly influenced the efficiency of the formulation, underlining the application of volatile components to optimise dermal delivery.