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Information Services Group Inc. Common Stock III

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Market datapartial · fetched 2026-10-22T15:08:27.809Z

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 · 2026-10-22T15:07:57.811101705Z

FundamentalsAlpha Vantage · unavailable

Share price$6.10
1D+1.7%
$5.99$6.02$6.06$6.09$6.125:30 AM6:30 AM9:00 AM1:00 PMIII
Sold putSold call

Information Services Group Inc. Common Stock options

Live interpolated III call and put midpoint premiums by absolute delta.Information Services Group Inc. Common Stock$0.17$0.64$1.11$1.59$2.06$4.17$5.34$6.51$7.67$8.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive III spot · $6.10III PRICE$0.26$0.38$0.44$0.50$0.56$0.62$0.69$0.75$0.81$0.87$0.94$1.00$1.06$0.22$0.33$0.44$0.55$0.66$0.77$0.89$1.00$1.11$1.22$1.33$1.44$1.92
PutsExpensive1.68×
CallsExpensive2.28×
SkewBullish-47.17 pp
Implied moveBearish±$1.57
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.08137.7%53.1%5.0890.8%20.3%
25Δ10.00185.0%70.1%5.2989.8%18.7%
30Δ9.61175.4%64.7%5.4988.9%17.2%
35Δ9.22165.9%59.4%5.7087.9%15.6%
40Δ8.83156.3%54.0%5.9086.9%14.1%
45Δ8.44146.8%48.6%6.1185.9%12.5%
50Δ8.05137.2%43.3%6.3285.0%11.0%
55Δ7.66127.6%37.9%6.5284.0%9.4%
60Δ7.28118.1%32.6%6.7383.0%7.9%
65Δ6.89108.5%27.2%6.9382.0%6.3%
70Δ6.5099.0%21.9%7.1481.0%4.8%
75Δ6.1189.4%16.5%7.3580.1%3.2%
80Δ5.7279.8%11.1%7.9088.2%2.0%

20Δ

Calls
Pseudo strike
9.08
IV
137.7%
B/E move
53.1%
Puts
Pseudo strike
5.08
IV
90.8%
B/E move
20.3%

25Δ

Calls
Pseudo strike
10.00
IV
185.0%
B/E move
70.1%
Puts
Pseudo strike
5.29
IV
89.8%
B/E move
18.7%

30Δ

Calls
Pseudo strike
9.61
IV
175.4%
B/E move
64.7%
Puts
Pseudo strike
5.49
IV
88.9%
B/E move
17.2%

35Δ

Calls
Pseudo strike
9.22
IV
165.9%
B/E move
59.4%
Puts
Pseudo strike
5.70
IV
87.9%
B/E move
15.6%

40Δ

Calls
Pseudo strike
8.83
IV
156.3%
B/E move
54.0%
Puts
Pseudo strike
5.90
IV
86.9%
B/E move
14.1%

45Δ

Calls
Pseudo strike
8.44
IV
146.8%
B/E move
48.6%
Puts
Pseudo strike
6.11
IV
85.9%
B/E move
12.5%

50Δ

Calls
Pseudo strike
8.05
IV
137.2%
B/E move
43.3%
Puts
Pseudo strike
6.32
IV
85.0%
B/E move
11.0%

55Δ

Calls
Pseudo strike
7.66
IV
127.6%
B/E move
37.9%
Puts
Pseudo strike
6.52
IV
84.0%
B/E move
9.4%

60Δ

Calls
Pseudo strike
7.28
IV
118.1%
B/E move
32.6%
Puts
Pseudo strike
6.73
IV
83.0%
B/E move
7.9%

65Δ

Calls
Pseudo strike
6.89
IV
108.5%
B/E move
27.2%
Puts
Pseudo strike
6.93
IV
82.0%
B/E move
6.3%

70Δ

Calls
Pseudo strike
6.50
IV
99.0%
B/E move
21.9%
Puts
Pseudo strike
7.14
IV
81.0%
B/E move
4.8%

75Δ

Calls
Pseudo strike
6.11
IV
89.4%
B/E move
16.5%
Puts
Pseudo strike
7.35
IV
80.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.72
IV
79.8%
B/E move
11.1%
Puts
Pseudo strike
7.90
IV
88.2%
B/E move
2.0%

Options history

No recorded observations