IntraAlpha
Create free account Start free

Intellicheck Mobilisa Inc IDN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T09:18:11.435Z

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 · 2026-10-21T21:24:36.671532378Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:10:02.839812+00:00

Share price$2.27
1D+2.4%
AH$2.21$2.23$2.24$2.26$2.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDN
Sold putSold callAH

Intellicheck Mobilisa Inc options

Live interpolated IDN call and put midpoint premiums by absolute delta.Intellicheck Mobilisa Inc$0.00$3.41$6.82$10.24$13.65$-0.28$1.13$2.54$3.96$5.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDN spot · $2.27IDN PRICE$0.16$0.24$0.34$0.38$0.47$0.61$0.62$0.59$0.55$0.51$0.48$0.59$1.97$3.35$4.74$6.12$7.50$8.88$10.26$11.65$12.65$7.27
PutsExpensive5.05×
CallsExpensive6.71×
SkewBullish-85.37 pp
Implied moveBearish±$6.74
TiltBearish87.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.64295.7%199.3%
25Δ9.72392.5%338.8%
30Δ13.80502.5%523.2%2.45123.6%18.2%
35Δ7.64422.0%253.2%3.85164.3%17.2%
40Δ8.10463.2%277.6%5.25205.1%16.3%
45Δ11.08577.4%415.2%6.66245.8%15.3%
50Δ10.54542.6%391.9%8.06286.5%14.4%
55Δ8.43441.7%297.5%9.47327.3%13.4%
60Δ6.33340.9%203.0%10.87368.0%12.5%
65Δ4.22240.1%108.6%12.27408.7%11.5%
70Δ2.11139.2%14.2%13.68449.5%10.6%
75Δ14.70481.1%9.5%
80Δ9.40358.8%6.1%

20Δ

Calls
Pseudo strike
6.64
IV
295.7%
B/E move
199.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.72
IV
392.5%
B/E move
338.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.80
IV
502.5%
B/E move
523.2%
Puts
Pseudo strike
2.45
IV
123.6%
B/E move
18.2%

35Δ

Calls
Pseudo strike
7.64
IV
422.0%
B/E move
253.2%
Puts
Pseudo strike
3.85
IV
164.3%
B/E move
17.2%

40Δ

Calls
Pseudo strike
8.10
IV
463.2%
B/E move
277.6%
Puts
Pseudo strike
5.25
IV
205.1%
B/E move
16.3%

45Δ

Calls
Pseudo strike
11.08
IV
577.4%
B/E move
415.2%
Puts
Pseudo strike
6.66
IV
245.8%
B/E move
15.3%

50Δ

Calls
Pseudo strike
10.54
IV
542.6%
B/E move
391.9%
Puts
Pseudo strike
8.06
IV
286.5%
B/E move
14.4%

55Δ

Calls
Pseudo strike
8.43
IV
441.7%
B/E move
297.5%
Puts
Pseudo strike
9.47
IV
327.3%
B/E move
13.4%

60Δ

Calls
Pseudo strike
6.33
IV
340.9%
B/E move
203.0%
Puts
Pseudo strike
10.87
IV
368.0%
B/E move
12.5%

65Δ

Calls
Pseudo strike
4.22
IV
240.1%
B/E move
108.6%
Puts
Pseudo strike
12.27
IV
408.7%
B/E move
11.5%

70Δ

Calls
Pseudo strike
2.11
IV
139.2%
B/E move
14.2%
Puts
Pseudo strike
13.68
IV
449.5%
B/E move
10.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.70
IV
481.1%
B/E move
9.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.40
IV
358.8%
B/E move
6.1%

Options history

No recorded observations