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Insteel Industries, Inc. IIIN

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Market datapartial · fetched 2026-10-22T23:06:43.954Z

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 · 2026-10-22T23:00:00.004080874Z

FundamentalsAlpha Vantage · unavailable

Share price$30.30
1D+1.0%
AH$29.61$29.94$30.27$30.60$30.935:30 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.$1.61$3.59$5.56$7.54$9.52$20.49$25.51$30.53$35.55$40.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IIIN spot · $30.30IIIN PRICE$2.16$2.45$2.45$2.25$2.04$1.82$2.76$4.31$5.85$7.40$8.95$2.45$2.45$2.45$2.45$2.45$2.57$2.90$3.23$3.56$3.89$4.23$4.56$4.89
PutsExpensive1.45×
CallsExpensive1.61×
SkewBullish-5.47 pp
Implied moveBearish±$4.94
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.29193.6%34.5%
25Δ24.96152.5%25.7%
30Δ43.62167.1%51.1%26.36131.9%21.1%
35Δ39.44152.2%38.2%27.74111.7%16.5%
40Δ35.18121.3%24.2%29.1291.4%12.0%
45Δ33.5598.4%18.1%30.2477.2%8.7%
50Δ32.0475.9%12.5%30.8873.7%7.6%
55Δ30.5253.3%6.8%31.5370.2%6.6%
60Δ28.9054.4%4.5%32.1866.6%5.5%
65Δ27.2267.9%4.1%32.8363.1%4.5%
70Δ25.5481.5%3.6%33.4859.6%3.4%
75Δ23.8695.0%3.2%34.1356.0%2.4%
80Δ22.18108.6%2.7%34.7852.5%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.29
IV
193.6%
B/E move
34.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.96
IV
152.5%
B/E move
25.7%

30Δ

Calls
Pseudo strike
43.62
IV
167.1%
B/E move
51.1%
Puts
Pseudo strike
26.36
IV
131.9%
B/E move
21.1%

35Δ

Calls
Pseudo strike
39.44
IV
152.2%
B/E move
38.2%
Puts
Pseudo strike
27.74
IV
111.7%
B/E move
16.5%

40Δ

Calls
Pseudo strike
35.18
IV
121.3%
B/E move
24.2%
Puts
Pseudo strike
29.12
IV
91.4%
B/E move
12.0%

45Δ

Calls
Pseudo strike
33.55
IV
98.4%
B/E move
18.1%
Puts
Pseudo strike
30.24
IV
77.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
32.04
IV
75.9%
B/E move
12.5%
Puts
Pseudo strike
30.88
IV
73.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
30.52
IV
53.3%
B/E move
6.8%
Puts
Pseudo strike
31.53
IV
70.2%
B/E move
6.6%

60Δ

Calls
Pseudo strike
28.90
IV
54.4%
B/E move
4.5%
Puts
Pseudo strike
32.18
IV
66.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
27.22
IV
67.9%
B/E move
4.1%
Puts
Pseudo strike
32.83
IV
63.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
25.54
IV
81.5%
B/E move
3.6%
Puts
Pseudo strike
33.48
IV
59.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
23.86
IV
95.0%
B/E move
3.2%
Puts
Pseudo strike
34.13
IV
56.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.18
IV
108.6%
B/E move
2.7%
Puts
Pseudo strike
34.78
IV
52.5%
B/E move
1.3%

Options history

No recorded observations