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InterDigital Inc IDCC

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-22T06:25:39.835Z

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 · 2026-10-21T20:00:05.8988183Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:25:39.092913+00:00

Share price$334.68
1D+0.8%
AH$327$329$331$333$3355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDCC
Sold putSold callAH

InterDigital Inc options

Live interpolated IDCC call and put midpoint premiums by absolute delta.InterDigital Inc$3.39$15.71$28.03$40.35$52.67$276.07$305.22$334.37$363.52$392.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDCC spot · $334.68IDCC PRICE$4.73$6.26$8.08$10.01$12.05$14.39$16.88$19.87$23.09$26.59$30.69$35.36$41.25$5.97$7.86$9.98$12.24$14.73$17.53$20.62$23.85$27.20$31.14$35.90$41.70$49.11
PutsExpensive1.21×
CallsExpensive1.27×
SkewBearish+0.65 pp
Implied moveBearish±$37.50
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ379.4347.7%14.8%299.5352.7%12.3%
25Δ370.7847.5%12.7%307.4051.7%10.5%
30Δ363.7947.9%11.1%314.4251.1%9.0%
35Δ357.1648.2%9.7%320.9750.7%7.8%
40Δ350.7848.3%8.4%327.1050.2%6.7%
45Δ344.7948.4%7.3%333.1449.9%5.7%
50Δ338.8748.6%6.3%339.0749.9%4.8%
55Δ333.0749.2%5.5%344.9549.3%4.1%
60Δ327.1749.6%4.7%350.8648.6%3.3%
65Δ321.1349.9%3.9%356.9747.9%2.6%
70Δ314.7550.1%3.2%363.6847.7%2.1%
75Δ307.9550.6%2.6%371.2147.9%1.5%
80Δ300.2051.6%2.0%380.1948.5%1.1%

20Δ

Calls
Pseudo strike
379.43
IV
47.7%
B/E move
14.8%
Puts
Pseudo strike
299.53
IV
52.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
370.78
IV
47.5%
B/E move
12.7%
Puts
Pseudo strike
307.40
IV
51.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
363.79
IV
47.9%
B/E move
11.1%
Puts
Pseudo strike
314.42
IV
51.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
357.16
IV
48.2%
B/E move
9.7%
Puts
Pseudo strike
320.97
IV
50.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
350.78
IV
48.3%
B/E move
8.4%
Puts
Pseudo strike
327.10
IV
50.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
344.79
IV
48.4%
B/E move
7.3%
Puts
Pseudo strike
333.14
IV
49.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
338.87
IV
48.6%
B/E move
6.3%
Puts
Pseudo strike
339.07
IV
49.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
333.07
IV
49.2%
B/E move
5.5%
Puts
Pseudo strike
344.95
IV
49.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
327.17
IV
49.6%
B/E move
4.7%
Puts
Pseudo strike
350.86
IV
48.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
321.13
IV
49.9%
B/E move
3.9%
Puts
Pseudo strike
356.97
IV
47.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
314.75
IV
50.1%
B/E move
3.2%
Puts
Pseudo strike
363.68
IV
47.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
307.95
IV
50.6%
B/E move
2.6%
Puts
Pseudo strike
371.21
IV
47.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
300.20
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
380.19
IV
48.5%
B/E move
1.1%

Options history

No recorded observations