IntraAlpha
Create free account Start free

Integra LifeSciences Holdings Corporation Common Stock IART

i

Market datapartial · fetched 2026-10-22T21:09:43.684Z

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 · 2026-10-22T20:00:00.90099751Z

FundamentalsAlpha Vantage · unavailable

Share price$12.33
1D+7.1%
AH$11.44$11.68$11.92$12.15$12.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIART
Sold putSold callAH

Integra LifeSciences Holdings Corporation Common Stock options

Live interpolated IART call and put midpoint premiums by absolute delta.Integra LifeSciences Holdings Corporation Common Stock$0.46$1.86$3.26$4.66$6.06$6.00$9.03$12.06$15.09$18.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IART spot · $12.32IART PRICE$0.66$0.97$0.61$1.06$1.01$0.96$0.92$1.01$1.17$1.33$1.50$1.66$1.82$1.09$1.14$1.34$1.54$1.75$2.06$2.72$3.37$4.03$4.69$5.34$5.06$5.65
PutsExpensive1.38×
CallsExpensive1.36×
SkewBearish+37.54 pp
Implied moveBearish±$3.63
TiltBearish46.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.46212.9%103.8%8.54239.2%39.6%
25Δ27.66264.1%132.3%10.04169.0%27.8%
30Δ15.18107.0%28.1%10.69159.2%24.1%
35Δ17.06170.5%47.0%11.35149.4%20.4%
40Δ15.70140.3%35.6%12.01139.6%16.8%
45Δ14.34110.1%24.2%12.71132.8%13.6%
50Δ12.9879.8%12.7%13.55135.4%12.1%
55Δ12.3267.3%8.1%14.39138.0%10.6%
60Δ12.0464.3%7.2%15.23140.6%9.1%
65Δ11.7661.2%6.3%16.07143.1%7.6%
70Δ11.4958.2%5.4%16.91145.7%6.1%
75Δ11.2155.2%4.4%16.86128.7%4.2%
80Δ10.9352.1%3.5%17.69110.3%2.4%

20Δ

Calls
Pseudo strike
24.46
IV
212.9%
B/E move
103.8%
Puts
Pseudo strike
8.54
IV
239.2%
B/E move
39.6%

25Δ

Calls
Pseudo strike
27.66
IV
264.1%
B/E move
132.3%
Puts
Pseudo strike
10.04
IV
169.0%
B/E move
27.8%

30Δ

Calls
Pseudo strike
15.18
IV
107.0%
B/E move
28.1%
Puts
Pseudo strike
10.69
IV
159.2%
B/E move
24.1%

35Δ

Calls
Pseudo strike
17.06
IV
170.5%
B/E move
47.0%
Puts
Pseudo strike
11.35
IV
149.4%
B/E move
20.4%

40Δ

Calls
Pseudo strike
15.70
IV
140.3%
B/E move
35.6%
Puts
Pseudo strike
12.01
IV
139.6%
B/E move
16.8%

45Δ

Calls
Pseudo strike
14.34
IV
110.1%
B/E move
24.2%
Puts
Pseudo strike
12.71
IV
132.8%
B/E move
13.6%

50Δ

Calls
Pseudo strike
12.98
IV
79.8%
B/E move
12.7%
Puts
Pseudo strike
13.55
IV
135.4%
B/E move
12.1%

55Δ

Calls
Pseudo strike
12.32
IV
67.3%
B/E move
8.1%
Puts
Pseudo strike
14.39
IV
138.0%
B/E move
10.6%

60Δ

Calls
Pseudo strike
12.04
IV
64.3%
B/E move
7.2%
Puts
Pseudo strike
15.23
IV
140.6%
B/E move
9.1%

65Δ

Calls
Pseudo strike
11.76
IV
61.2%
B/E move
6.3%
Puts
Pseudo strike
16.07
IV
143.1%
B/E move
7.6%

70Δ

Calls
Pseudo strike
11.49
IV
58.2%
B/E move
5.4%
Puts
Pseudo strike
16.91
IV
145.7%
B/E move
6.1%

75Δ

Calls
Pseudo strike
11.21
IV
55.2%
B/E move
4.4%
Puts
Pseudo strike
16.86
IV
128.7%
B/E move
4.2%

80Δ

Calls
Pseudo strike
10.93
IV
52.1%
B/E move
3.5%
Puts
Pseudo strike
17.69
IV
110.3%
B/E move
2.4%

Options history

No recorded observations