IntraAlpha
Create free account Start free

Integra LifeSciences Holdings Corporation Common Stock IART

i

Market dataready · fetched 2026-11-11T13:54:29.574Z

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 · 2026-11-11T13:06:44.906464603Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:54:29.197617+00:00

Share price$14.64
1D
Price history unavailable.

Integra LifeSciences Holdings Corporation Common Stock options

Live interpolated IART call and put midpoint premiums by absolute delta.Integra LifeSciences Holdings Corporation Common Stock$0.85$2.27$3.69$5.12$6.54$-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 —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 PRICEIART PRICE$1.00$1.07$1.08$1.09$1.15$1.24$1.33$1.42$1.55$2.27$2.99$3.71$4.43$5.15$6.13
PutsExpensive3.19×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.71329.5%34.2%
25Δ12.00260.0%25.5%
30Δ20.22272.2%45.0%12.84220.4%20.2%
35Δ18.40239.7%33.0%13.39200.1%17.0%
40Δ13.94179.7%13.9%
45Δ14.49159.4%10.7%
50Δ15.06141.1%7.7%
55Δ15.90150.8%6.9%
60Δ16.73160.5%6.1%
65Δ17.57170.2%5.3%
70Δ18.41179.9%4.5%
75Δ19.25189.6%3.7%
80Δ20.34203.1%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.71
IV
329.5%
B/E move
34.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.00
IV
260.0%
B/E move
25.5%

30Δ

Calls
Pseudo strike
20.22
IV
272.2%
B/E move
45.0%
Puts
Pseudo strike
12.84
IV
220.4%
B/E move
20.2%

35Δ

Calls
Pseudo strike
18.40
IV
239.7%
B/E move
33.0%
Puts
Pseudo strike
13.39
IV
200.1%
B/E move
17.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.94
IV
179.7%
B/E move
13.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.49
IV
159.4%
B/E move
10.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.06
IV
141.1%
B/E move
7.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.90
IV
150.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.73
IV
160.5%
B/E move
6.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.57
IV
170.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.41
IV
179.9%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.25
IV
189.6%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.34
IV
203.1%
B/E move
3.0%

Options history

IV · four-Friday blend79.56%
Daily close
IART55.7%89.9%124.2%2026-08-14: 74.87%2026-08-19: 87.50%2026-08-20: 112.48%2026-08-21: 60.83%2026-08-24: 62.76%2026-08-25: 60.92%2026-08-26: 60.41%2026-08-27: 66.78%2026-08-28: 60.86%2026-09-01: 62.94%2026-09-02: 68.65%2026-09-04: 62.93%2026-09-08: 79.31%2026-09-10: 79.26%2026-09-16: 119.43%2026-09-18: 78.91%2026-09-21: 74.20%2026-09-22: 68.11%2026-09-23: 74.07%2026-09-24: 66.46%2026-09-25: 79.65%2026-09-28: 74.16%2026-09-30: 77.72%2026-10-05: 82.48%2026-10-06: 76.71%2026-10-08: 99.74%2026-10-09: 90.45%2026-10-19: 72.18%2026-10-20: 76.25%2026-10-21: 82.05%2026-10-22: 77.81%2026-10-23: 83.40%2026-10-26: 85.05%2026-10-27: 81.18%2026-10-28: 80.04%2026-10-29: 76.27%2026-10-30: 79.56%Aug 14Sep 23Oct 30
37 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
74.87%
87.50%
112.48%
60.83%
62.76%
60.92%
60.41%
66.78%
60.86%
62.94%
68.65%
62.93%
79.31%
79.26%
119.43%
78.91%
74.20%
68.11%
74.07%
66.46%
79.65%
74.16%
77.72%
82.48%
76.71%
99.74%
90.45%
72.18%
76.25%
82.05%
77.81%
83.40%
85.05%
81.18%
80.04%
76.27%
79.56%