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Innovative Solutions and Support, Inc. Common Stock IA

i

Market dataready · fetched 2026-11-11T13:53:30.951Z

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 · 2026-11-10T21:26:48.059362803Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:53:30.600202+00:00

Share price$21.53
1D+1.3%
AH$20.75$21.07$21.39$21.71$22.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIA
Sold putSold callAH

Innovative Solutions and Support, Inc. Common Stock options

Live interpolated IA call and put midpoint premiums by absolute delta.Innovative Solutions and Support, Inc. Common Stock$0.27$1.07$1.87$2.67$3.47$17.15$19.15$21.15$23.16$25.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IA spot · $21.53IA PRICE$0.59$0.72$0.84$0.99$1.16$1.32$1.49$1.65$1.82$2.00$2.59$0.36$0.45$0.56$0.67$0.79$0.90$1.01$1.12$1.24$1.35$1.89$2.56$3.24
PutsCheap0.88×
Calls——
Skew——
Implied moveBullish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1688.2%12.7%
25Δ19.8483.9%9.9%
30Δ23.4787.5%11.8%20.2480.6%8.6%
35Δ23.0590.3%10.4%20.5577.7%7.7%
40Δ22.6293.2%9.0%20.8674.7%6.7%
45Δ22.2392.3%7.9%21.1871.7%5.8%
50Δ21.8590.0%6.9%21.4968.7%4.9%
55Δ21.4887.6%5.9%21.8065.8%4.0%
60Δ21.1185.3%4.9%22.1162.8%3.0%
65Δ20.7383.0%4.0%22.4259.8%2.1%
70Δ20.3680.7%3.0%23.0566.1%1.7%
75Δ19.9778.6%2.0%23.7875.3%1.5%
80Δ19.2982.9%1.6%24.5184.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.16
IV
88.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.84
IV
83.9%
B/E move
9.9%

30Δ

Calls
Pseudo strike
23.47
IV
87.5%
B/E move
11.8%
Puts
Pseudo strike
20.24
IV
80.6%
B/E move
8.6%

35Δ

Calls
Pseudo strike
23.05
IV
90.3%
B/E move
10.4%
Puts
Pseudo strike
20.55
IV
77.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
22.62
IV
93.2%
B/E move
9.0%
Puts
Pseudo strike
20.86
IV
74.7%
B/E move
6.7%

45Δ

Calls
Pseudo strike
22.23
IV
92.3%
B/E move
7.9%
Puts
Pseudo strike
21.18
IV
71.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
21.85
IV
90.0%
B/E move
6.9%
Puts
Pseudo strike
21.49
IV
68.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
21.48
IV
87.6%
B/E move
5.9%
Puts
Pseudo strike
21.80
IV
65.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
21.11
IV
85.3%
B/E move
4.9%
Puts
Pseudo strike
22.11
IV
62.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
20.73
IV
83.0%
B/E move
4.0%
Puts
Pseudo strike
22.42
IV
59.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
20.36
IV
80.7%
B/E move
3.0%
Puts
Pseudo strike
23.05
IV
66.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
19.97
IV
78.6%
B/E move
2.0%
Puts
Pseudo strike
23.78
IV
75.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
19.29
IV
82.9%
B/E move
1.6%
Puts
Pseudo strike
24.51
IV
84.5%
B/E move
1.2%

Options history

IV · four-Friday blend69.27%
Daily EOD
IA64.3%70.1%75.9%2026-10-19: 70.69%2026-10-20: 68.36%2026-10-21: 68.09%2026-10-22: 65.09%2026-10-23: 69.53%2026-10-26: 75.06%2026-10-27: 74.86%2026-10-28: 70.35%2026-10-29: 73.66%2026-10-30: 69.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.69%
68.36%
68.09%
65.09%
69.53%
75.06%
74.86%
70.35%
73.66%
69.27%