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InterDigital, Inc. Common Stock IDCC

i

Market datapartial · fetched 2026-11-11T14:09:41.491Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-10T21:28:32.532414884Z

FundamentalsAlpha Vantage · unavailable

Share price$291.25
1D+0.3%
AH$284$287$290$293$2955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDCC
Sold putSold callAH

InterDigital, Inc. Common Stock options

Live interpolated IDCC call and put midpoint premiums by absolute delta.InterDigital, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.29$0.10$0.50$0.90$1.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIDCC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.64%
Daily close
IDCC37.8%42.3%46.9%2026-08-13: 41.35%2026-08-14: 40.10%2026-08-17: 42.01%2026-08-18: 42.45%2026-08-19: 43.07%2026-08-20: 43.01%2026-08-21: 40.04%2026-08-24: 40.37%2026-08-25: 40.85%2026-08-26: 40.61%2026-08-27: 40.43%2026-08-28: 39.29%2026-08-31: 39.90%2026-09-01: 39.75%2026-09-02: 39.27%2026-09-03: 38.68%2026-09-04: 38.39%2026-09-08: 41.61%2026-09-09: 41.21%2026-09-10: 40.81%2026-09-11: 39.53%2026-09-14: 41.82%2026-09-15: 42.84%2026-09-16: 43.01%2026-09-17: 44.82%2026-09-18: 41.34%2026-09-21: 41.26%2026-09-22: 41.70%2026-09-23: 41.46%2026-09-24: 41.33%2026-09-25: 40.91%2026-09-28: 41.95%2026-09-29: 41.52%2026-09-30: 41.84%2026-10-01: 41.56%2026-10-02: 41.34%2026-10-05: 40.55%2026-10-06: 41.31%2026-10-07: 41.56%2026-10-08: 41.10%2026-10-09: 40.48%2026-10-12: 42.46%2026-10-13: 42.80%2026-10-14: 43.93%2026-10-15: 45.22%2026-10-16: 44.39%2026-10-19: 44.38%2026-10-20: 44.78%2026-10-21: 45.08%2026-10-22: 45.13%2026-10-23: 45.70%2026-10-26: 46.23%2026-10-27: 45.64%2026-10-28: 45.85%2026-10-29: 39.22%2026-10-30: 40.64%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
41.35%
40.10%
42.01%
42.45%
43.07%
43.01%
40.04%
40.37%
40.85%
40.61%
40.43%
39.29%
39.90%
39.75%
39.27%
38.68%
38.39%
41.61%
41.21%
40.81%
39.53%
41.82%
42.84%
43.01%
44.82%
41.34%
41.26%
41.70%
41.46%
41.33%
40.91%
41.95%
41.52%
41.84%
41.56%
41.34%
40.55%
41.31%
41.56%
41.10%
40.48%
42.46%
42.80%
43.93%
45.22%
44.39%
44.38%
44.78%
45.08%
45.13%
45.70%
46.23%
45.64%
45.85%
39.22%
40.64%