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Information Services Group Inc III

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-10-23T00:19:31.109Z

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 · 2026-10-22T20:00:00.45674992Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:16:26.732883+00:00

Share price$6.17
1D+2.8%
AH$5.99$6.04$6.09$6.15$6.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIII
Sold putSold callAH

Information Services Group Inc options

Live interpolated III call and put midpoint premiums by absolute delta.Information Services Group Inc$0.15$1.00$1.85$2.71$3.56$4.13$5.34$6.54$7.74$8.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive III spot · $6.17III PRICE$0.37$0.44$0.51$0.58$0.65$0.72$0.78$0.85$0.92$0.99$1.06$1.12$0.24$0.36$0.48$0.60$0.72$0.84$0.96$1.08$1.20$1.32$1.43$1.87$3.31
PutsExpensive1.77×
CallsExpensive2.27×
SkewBullish-42.31 pp
Implied moveBearish±$1.67
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.2183.4%19.5%
25Δ9.98182.3%67.8%5.4283.9%18.0%
30Δ9.61174.0%63.0%5.6484.5%16.5%
35Δ9.22164.9%57.8%5.8585.0%14.9%
40Δ8.83155.8%52.6%6.0685.6%13.4%
45Δ8.44146.7%47.4%6.2786.1%11.9%
50Δ8.06137.6%42.1%6.4986.7%10.4%
55Δ7.67128.4%36.9%6.7087.2%8.9%
60Δ7.28119.3%31.7%6.9187.8%7.3%
65Δ6.89110.2%26.5%7.1388.4%5.8%
70Δ6.50101.1%21.3%7.3488.9%4.3%
75Δ6.1192.0%16.1%7.8597.8%3.1%
80Δ5.7282.9%10.9%9.30132.7%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.21
IV
83.4%
B/E move
19.5%

25Δ

Calls
Pseudo strike
9.98
IV
182.3%
B/E move
67.8%
Puts
Pseudo strike
5.42
IV
83.9%
B/E move
18.0%

30Δ

Calls
Pseudo strike
9.61
IV
174.0%
B/E move
63.0%
Puts
Pseudo strike
5.64
IV
84.5%
B/E move
16.5%

35Δ

Calls
Pseudo strike
9.22
IV
164.9%
B/E move
57.8%
Puts
Pseudo strike
5.85
IV
85.0%
B/E move
14.9%

40Δ

Calls
Pseudo strike
8.83
IV
155.8%
B/E move
52.6%
Puts
Pseudo strike
6.06
IV
85.6%
B/E move
13.4%

45Δ

Calls
Pseudo strike
8.44
IV
146.7%
B/E move
47.4%
Puts
Pseudo strike
6.27
IV
86.1%
B/E move
11.9%

50Δ

Calls
Pseudo strike
8.06
IV
137.6%
B/E move
42.1%
Puts
Pseudo strike
6.49
IV
86.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
7.67
IV
128.4%
B/E move
36.9%
Puts
Pseudo strike
6.70
IV
87.2%
B/E move
8.9%

60Δ

Calls
Pseudo strike
7.28
IV
119.3%
B/E move
31.7%
Puts
Pseudo strike
6.91
IV
87.8%
B/E move
7.3%

65Δ

Calls
Pseudo strike
6.89
IV
110.2%
B/E move
26.5%
Puts
Pseudo strike
7.13
IV
88.4%
B/E move
5.8%

70Δ

Calls
Pseudo strike
6.50
IV
101.1%
B/E move
21.3%
Puts
Pseudo strike
7.34
IV
88.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
6.11
IV
92.0%
B/E move
16.1%
Puts
Pseudo strike
7.85
IV
97.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.72
IV
82.9%
B/E move
10.9%
Puts
Pseudo strike
9.30
IV
132.7%
B/E move
2.9%

Options history

No recorded observations