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Insteel Industries, Inc. IIIN

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Market datapartial · fetched 2026-10-22T16:53:44.360Z

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 · 2026-10-22T16:52:56.356610365Z

FundamentalsAlpha Vantage · unavailable

Share price$29.86
1D-0.5%
$29.61$29.94$30.27$30.60$30.935:30 AM6:30 AM9:00 AM1:00 PMIIIN
Sold putSold call

Insteel Industries, Inc. options

Live interpolated IIIN call and put midpoint premiums by absolute delta.Insteel Industries, Inc.$1.75$3.06$4.37$5.68$6.99$20.31$25.17$30.02$34.88$39.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IIIN spot · $29.86IIIN PRICE$2.17$2.45$2.43$2.16$1.89$2.17$3.06$3.94$4.83$5.72$6.61$2.45$2.45$2.45$2.45$2.45$2.45$2.69$3.01$3.33$3.65$3.96$4.28$4.60
PutsExpensive1.43×
CallsExpensive1.57×
SkewBullish-3.83 pp
Implied moveBearish±$4.59
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.89195.7%34.9%
25Δ24.51154.6%26.1%
30Δ43.50170.5%52.9%26.00132.2%21.1%
35Δ39.17154.5%39.4%27.24113.7%17.0%
40Δ34.85122.5%24.8%28.4895.1%12.8%
45Δ32.9394.9%17.5%29.7276.6%8.7%
50Δ31.0267.2%10.2%30.4569.7%7.1%
55Δ29.5055.6%6.1%31.0266.2%6.2%
60Δ28.4362.2%5.5%31.6062.7%5.3%
65Δ27.3768.8%4.9%32.1759.2%4.5%
70Δ26.3075.4%4.3%32.7555.7%3.6%
75Δ25.2382.1%3.7%33.3352.2%2.7%
80Δ24.1688.7%3.1%33.9048.7%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.89
IV
195.7%
B/E move
34.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.51
IV
154.6%
B/E move
26.1%

30Δ

Calls
Pseudo strike
43.50
IV
170.5%
B/E move
52.9%
Puts
Pseudo strike
26.00
IV
132.2%
B/E move
21.1%

35Δ

Calls
Pseudo strike
39.17
IV
154.5%
B/E move
39.4%
Puts
Pseudo strike
27.24
IV
113.7%
B/E move
17.0%

40Δ

Calls
Pseudo strike
34.85
IV
122.5%
B/E move
24.8%
Puts
Pseudo strike
28.48
IV
95.1%
B/E move
12.8%

45Δ

Calls
Pseudo strike
32.93
IV
94.9%
B/E move
17.5%
Puts
Pseudo strike
29.72
IV
76.6%
B/E move
8.7%

50Δ

Calls
Pseudo strike
31.02
IV
67.2%
B/E move
10.2%
Puts
Pseudo strike
30.45
IV
69.7%
B/E move
7.1%

55Δ

Calls
Pseudo strike
29.50
IV
55.6%
B/E move
6.1%
Puts
Pseudo strike
31.02
IV
66.2%
B/E move
6.2%

60Δ

Calls
Pseudo strike
28.43
IV
62.2%
B/E move
5.5%
Puts
Pseudo strike
31.60
IV
62.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
27.37
IV
68.8%
B/E move
4.9%
Puts
Pseudo strike
32.17
IV
59.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
26.30
IV
75.4%
B/E move
4.3%
Puts
Pseudo strike
32.75
IV
55.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
25.23
IV
82.1%
B/E move
3.7%
Puts
Pseudo strike
33.33
IV
52.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
24.16
IV
88.7%
B/E move
3.1%
Puts
Pseudo strike
33.90
IV
48.7%
B/E move
1.9%

Options history

No recorded observations