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Intellicheck, Inc. Common Stock IDN

i

Market dataready · fetched 2026-11-11T14:53:13.470Z

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 · 2026-11-11T14:51:59.436894676Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T14:53:12.861092+00:00

Share price$2.23
1D+0.0%
$2.23$2.23$2.23$2.24$2.245:30 AM6:30 AM9:00 AM1:00 PMIDN
Sold putSold call

Intellicheck, Inc. Common Stock options

Live interpolated IDN call and put midpoint premiums by absolute delta.Intellicheck, Inc. Common Stock$0.33$0.49$0.65$0.82$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIDN PRICE$0.35$0.40$0.46$0.51$0.56$0.65$0.79$0.93
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
45Δ2.46273.2%25.8%
50Δ2.36291.5%23.8%
55Δ2.26309.8%21.9%
60Δ2.16328.1%19.9%
65Δ2.07346.4%17.9%
70Δ1.93365.0%15.7%
75Δ1.73384.1%13.0%
80Δ1.53403.2%10.2%

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
2.46
IV
273.2%
B/E move
25.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.36
IV
291.5%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.26
IV
309.8%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.16
IV
328.1%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.07
IV
346.4%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.93
IV
365.0%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.73
IV
384.1%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.53
IV
403.2%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend197.56%
Daily close
IDN81.7%181.6%281.6%2026-08-13: 267.76%2026-08-17: 95.44%2026-08-21: 143.78%2026-08-24: 162.56%2026-08-26: 105.99%2026-10-20: 143.14%2026-10-23: 132.24%2026-10-26: 161.33%2026-10-30: 197.56%Aug 13Aug 26Oct 30
9 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
267.76%
95.44%
143.78%
162.56%
105.99%
143.14%
132.24%
161.33%
197.56%