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Innovative Solutions and Support, Inc. Common Stock IA

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Market datapartial · fetched 2026-10-23T21:11:22.610Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:01.632784653Z

FundamentalsAlpha Vantage · unavailable

Share price$19.66
1D+5.5%
AH$18.54$18.85$19.17$19.48$19.795:30 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$0.29$3.04$5.79$8.54$11.29$13.97$16.96$19.95$22.94$25.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IA spot · $19.66IA PRICE$0.89$1.07$1.07$1.07$1.07$1.07$1.11$1.44$1.76$2.08$2.40$2.72$3.66$0.59$0.61$0.85$1.09$1.33$1.57$1.88$2.37$2.87$3.37$4.29$5.68$10.50
PutsFair0.99×
CallsExpensive1.15×
SkewBullish-11.57 pp
Implied moveBearish±$2.99
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.94171.3%72.1%16.4293.5%19.5%
25Δ29.89164.6%57.5%17.8163.1%12.5%
30Δ27.86142.2%47.2%18.2765.3%11.4%
35Δ25.83119.8%36.9%18.7467.5%10.3%
40Δ23.8197.4%26.6%19.2069.7%9.1%
45Δ21.7875.0%16.2%19.6671.9%8.0%
50Δ19.9455.7%7.1%20.1774.2%7.0%
55Δ19.4858.4%6.4%20.8376.8%6.1%
60Δ19.0161.1%5.6%21.4979.4%5.3%
65Δ18.5563.8%4.9%22.1682.0%4.4%
70Δ18.0866.5%4.2%23.2288.5%3.7%
75Δ17.6169.3%3.4%24.7199.3%3.2%
80Δ16.5576.0%2.8%29.55139.7%3.1%

20Δ

Calls
Pseudo strike
32.94
IV
171.3%
B/E move
72.1%
Puts
Pseudo strike
16.42
IV
93.5%
B/E move
19.5%

25Δ

Calls
Pseudo strike
29.89
IV
164.6%
B/E move
57.5%
Puts
Pseudo strike
17.81
IV
63.1%
B/E move
12.5%

30Δ

Calls
Pseudo strike
27.86
IV
142.2%
B/E move
47.2%
Puts
Pseudo strike
18.27
IV
65.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
25.83
IV
119.8%
B/E move
36.9%
Puts
Pseudo strike
18.74
IV
67.5%
B/E move
10.3%

40Δ

Calls
Pseudo strike
23.81
IV
97.4%
B/E move
26.6%
Puts
Pseudo strike
19.20
IV
69.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
21.78
IV
75.0%
B/E move
16.2%
Puts
Pseudo strike
19.66
IV
71.9%
B/E move
8.0%

50Δ

Calls
Pseudo strike
19.94
IV
55.7%
B/E move
7.1%
Puts
Pseudo strike
20.17
IV
74.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
19.48
IV
58.4%
B/E move
6.4%
Puts
Pseudo strike
20.83
IV
76.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
19.01
IV
61.1%
B/E move
5.6%
Puts
Pseudo strike
21.49
IV
79.4%
B/E move
5.3%

65Δ

Calls
Pseudo strike
18.55
IV
63.8%
B/E move
4.9%
Puts
Pseudo strike
22.16
IV
82.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
18.08
IV
66.5%
B/E move
4.2%
Puts
Pseudo strike
23.22
IV
88.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
17.61
IV
69.3%
B/E move
3.4%
Puts
Pseudo strike
24.71
IV
99.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
16.55
IV
76.0%
B/E move
2.8%
Puts
Pseudo strike
29.55
IV
139.7%
B/E move
3.1%

Options history

No recorded observations