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Insteel Industries, Inc. IIIN

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-11-12T00:58:23.063Z

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 · 2026-11-12T00:00:00.003024987Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:22.668487+00:00

Share price$27.95
1D+1.6%
AH$27.44$27.66$27.87$28.09$28.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIIIN
Sold putSold callAH

Insteel Industries, Inc. options

Live interpolated IIIN call and put midpoint premiums by absolute delta.Insteel Industries, Inc.$1.24$2.09$2.95$3.81$4.67$20.18$22.89$25.60$28.32$31.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IIIN spot · $27.95IIIN PRICE$1.33$1.48$1.64$1.80$1.95$2.11$2.26$2.42$2.57$2.73$2.05$2.05$2.05$2.09$2.14$2.19$2.23$2.28$2.32$2.37$2.42$2.87$4.42
PutsExpensive3.65×
Calls——
Skew——
Implied moveBearish±$4.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.70327.3%33.3%
25Δ23.06258.0%24.8%
30Δ24.87207.5%18.4%
35Δ33.52160.0%24.7%25.53189.0%16.1%
40Δ32.76150.7%22.5%26.11173.0%14.2%
45Δ32.00141.3%20.4%26.69157.0%12.3%
50Δ31.24131.9%18.2%27.27141.1%10.4%
55Δ30.49122.5%16.0%27.84125.1%8.5%
60Δ29.73113.2%13.9%28.42109.1%6.6%
65Δ28.97103.8%11.7%29.0093.2%4.7%
70Δ28.2194.4%9.6%29.5877.2%2.8%
75Δ27.4585.1%7.4%30.4369.2%1.4%
80Δ26.7075.7%5.3%32.0683.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.70
IV
327.3%
B/E move
33.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.06
IV
258.0%
B/E move
24.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.87
IV
207.5%
B/E move
18.4%

35Δ

Calls
Pseudo strike
33.52
IV
160.0%
B/E move
24.7%
Puts
Pseudo strike
25.53
IV
189.0%
B/E move
16.1%

40Δ

Calls
Pseudo strike
32.76
IV
150.7%
B/E move
22.5%
Puts
Pseudo strike
26.11
IV
173.0%
B/E move
14.2%

45Δ

Calls
Pseudo strike
32.00
IV
141.3%
B/E move
20.4%
Puts
Pseudo strike
26.69
IV
157.0%
B/E move
12.3%

50Δ

Calls
Pseudo strike
31.24
IV
131.9%
B/E move
18.2%
Puts
Pseudo strike
27.27
IV
141.1%
B/E move
10.4%

55Δ

Calls
Pseudo strike
30.49
IV
122.5%
B/E move
16.0%
Puts
Pseudo strike
27.84
IV
125.1%
B/E move
8.5%

60Δ

Calls
Pseudo strike
29.73
IV
113.2%
B/E move
13.9%
Puts
Pseudo strike
28.42
IV
109.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
28.97
IV
103.8%
B/E move
11.7%
Puts
Pseudo strike
29.00
IV
93.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
28.21
IV
94.4%
B/E move
9.6%
Puts
Pseudo strike
29.58
IV
77.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
27.45
IV
85.1%
B/E move
7.4%
Puts
Pseudo strike
30.43
IV
69.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
26.70
IV
75.7%
B/E move
5.3%
Puts
Pseudo strike
32.06
IV
83.1%
B/E move
1.1%

Options history

IV · four-Friday blend55.66%
Daily close
IIIN39.7%69.7%99.6%2026-08-25: 45.24%2026-08-27: 58.79%2026-09-01: 54.04%2026-09-02: 57.49%2026-09-03: 62.22%2026-09-04: 55.71%2026-09-10: 66.48%2026-09-15: 95.51%2026-09-21: 55.54%2026-09-24: 57.51%2026-09-25: 53.23%2026-09-28: 49.68%2026-10-06: 57.34%2026-10-12: 67.88%2026-10-13: 91.61%2026-10-19: 43.81%2026-10-20: 52.47%2026-10-21: 55.77%2026-10-22: 52.34%2026-10-23: 55.61%2026-10-30: 55.66%Aug 25Sep 25Oct 30
21 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
45.24%
58.79%
54.04%
57.49%
62.22%
55.71%
66.48%
95.51%
55.54%
57.51%
53.23%
49.68%
57.34%
67.88%
91.61%
43.81%
52.47%
55.77%
52.34%
55.61%
55.66%