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Information Services Group Inc. Common Stock III

i

Market dataready · fetched 2026-11-12T01:17:38.498Z

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 · 2026-11-12T00:33:54.082777355Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:17:37.935455+00:00

Share price$6.30
1D+1.5%
AH$6.16$6.22$6.28$6.34$6.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIII
Sold putSold callAH

Information Services Group Inc. Common Stock options

Live interpolated III call and put midpoint premiums by absolute delta.Information Services Group Inc. Common Stock$0.27$0.54$0.82$1.09$1.36$2.37$3.79$5.22$6.64$8.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive III spot · $6.30III PRICE$0.30$0.37$0.45$0.53$0.61$0.69$0.77$0.85$0.93$1.01$1.08$1.16$0.53$0.59$0.65$0.72$0.78$0.84$0.91$0.97$1.03$1.10$1.16$1.22$1.29
PutsExpensive2.43×
Calls——
Skew——
Implied moveBearish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.33568.6%55.6%
25Δ6.9983.5%15.6%3.67531.4%51.1%
30Δ6.8485.8%14.5%4.01494.2%46.7%
35Δ6.6988.1%13.4%4.35457.0%42.3%
40Δ6.5490.4%12.3%4.69419.8%37.9%
45Δ6.3992.7%11.2%5.03382.6%33.5%
50Δ6.2595.0%10.1%5.37345.4%29.1%
55Δ6.1097.3%9.0%5.72308.2%24.7%
60Δ5.9599.6%7.9%6.06271.0%20.3%
65Δ5.80101.9%6.8%6.40233.8%15.8%
70Δ5.65104.2%5.6%6.74196.6%11.4%
75Δ5.50106.5%4.5%7.08159.3%7.0%
80Δ5.35108.8%3.4%7.42122.1%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
568.6%
B/E move
55.6%

25Δ

Calls
Pseudo strike
6.99
IV
83.5%
B/E move
15.6%
Puts
Pseudo strike
3.67
IV
531.4%
B/E move
51.1%

30Δ

Calls
Pseudo strike
6.84
IV
85.8%
B/E move
14.5%
Puts
Pseudo strike
4.01
IV
494.2%
B/E move
46.7%

35Δ

Calls
Pseudo strike
6.69
IV
88.1%
B/E move
13.4%
Puts
Pseudo strike
4.35
IV
457.0%
B/E move
42.3%

40Δ

Calls
Pseudo strike
6.54
IV
90.4%
B/E move
12.3%
Puts
Pseudo strike
4.69
IV
419.8%
B/E move
37.9%

45Δ

Calls
Pseudo strike
6.39
IV
92.7%
B/E move
11.2%
Puts
Pseudo strike
5.03
IV
382.6%
B/E move
33.5%

50Δ

Calls
Pseudo strike
6.25
IV
95.0%
B/E move
10.1%
Puts
Pseudo strike
5.37
IV
345.4%
B/E move
29.1%

55Δ

Calls
Pseudo strike
6.10
IV
97.3%
B/E move
9.0%
Puts
Pseudo strike
5.72
IV
308.2%
B/E move
24.7%

60Δ

Calls
Pseudo strike
5.95
IV
99.6%
B/E move
7.9%
Puts
Pseudo strike
6.06
IV
271.0%
B/E move
20.3%

65Δ

Calls
Pseudo strike
5.80
IV
101.9%
B/E move
6.8%
Puts
Pseudo strike
6.40
IV
233.8%
B/E move
15.8%

70Δ

Calls
Pseudo strike
5.65
IV
104.2%
B/E move
5.6%
Puts
Pseudo strike
6.74
IV
196.6%
B/E move
11.4%

75Δ

Calls
Pseudo strike
5.50
IV
106.5%
B/E move
4.5%
Puts
Pseudo strike
7.08
IV
159.3%
B/E move
7.0%

80Δ

Calls
Pseudo strike
5.35
IV
108.8%
B/E move
3.4%
Puts
Pseudo strike
7.42
IV
122.1%
B/E move
2.6%

Options history

IV · four-Friday blend57.47%
Daily close
III56.5%63.4%70.2%2026-08-21: 69.26%2026-08-24: 57.47%Aug 21Aug 24
2 observations2026-08-21 — 2026-08-24
Table
DateIV (%)
69.26%
57.47%