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i3 Verticals, Inc. Class A Common Stock IIIV

i

Market dataready · fetched 2026-11-11T13:53:04.013Z

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 · 2026-11-10T21:00:02.49438094Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:53:03.501657+00:00

Share price$19.32
1D+0.5%
AH$18.85$18.98$19.11$19.24$19.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIIIV
Sold putSold callAH

i3 Verticals, Inc. Class A Common Stock options

Live interpolated IIIV call and put midpoint premiums by absolute delta.i3 Verticals, Inc. Class A Common Stock$1.01$1.58$2.15$2.72$3.30$14.04$15.99$17.94$19.89$21.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IIIV spot · $19.32IIIV PRICE$1.07$1.08$1.10$1.17$1.24$1.36$1.51$1.67$1.83$1.98$2.14$1.07$1.14$1.21$1.37$1.53$1.70$1.87$2.06$2.27$2.49$2.70$2.92$3.13
PutsExpensive3.40×
Calls——
Skew——
Implied moveBearish±$3.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.92254.5%28.4%
25Δ29.56290.7%58.5%16.13215.5%22.4%
30Δ24.74218.8%33.6%17.31178.5%16.7%
35Δ22.45176.3%21.9%17.98164.3%14.0%
40Δ21.46156.3%17.2%18.56154.5%11.9%
45Δ20.48136.4%12.4%19.14144.7%9.8%
50Δ19.79123.8%9.4%19.71134.9%7.6%
55Δ19.37118.1%8.1%20.19126.7%6.1%
60Δ18.96112.4%6.8%20.58120.1%5.3%
65Δ18.55106.8%5.5%20.96113.5%4.4%
70Δ18.13101.1%4.1%21.34106.9%3.5%
75Δ17.7295.5%2.8%21.73100.3%2.6%
80Δ22.1193.7%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.92
IV
254.5%
B/E move
28.4%

25Δ

Calls
Pseudo strike
29.56
IV
290.7%
B/E move
58.5%
Puts
Pseudo strike
16.13
IV
215.5%
B/E move
22.4%

30Δ

Calls
Pseudo strike
24.74
IV
218.8%
B/E move
33.6%
Puts
Pseudo strike
17.31
IV
178.5%
B/E move
16.7%

35Δ

Calls
Pseudo strike
22.45
IV
176.3%
B/E move
21.9%
Puts
Pseudo strike
17.98
IV
164.3%
B/E move
14.0%

40Δ

Calls
Pseudo strike
21.46
IV
156.3%
B/E move
17.2%
Puts
Pseudo strike
18.56
IV
154.5%
B/E move
11.9%

45Δ

Calls
Pseudo strike
20.48
IV
136.4%
B/E move
12.4%
Puts
Pseudo strike
19.14
IV
144.7%
B/E move
9.8%

50Δ

Calls
Pseudo strike
19.79
IV
123.8%
B/E move
9.4%
Puts
Pseudo strike
19.71
IV
134.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
19.37
IV
118.1%
B/E move
8.1%
Puts
Pseudo strike
20.19
IV
126.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
18.96
IV
112.4%
B/E move
6.8%
Puts
Pseudo strike
20.58
IV
120.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
18.55
IV
106.8%
B/E move
5.5%
Puts
Pseudo strike
20.96
IV
113.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
18.13
IV
101.1%
B/E move
4.1%
Puts
Pseudo strike
21.34
IV
106.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
17.72
IV
95.5%
B/E move
2.8%
Puts
Pseudo strike
21.73
IV
100.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.11
IV
93.7%
B/E move
1.8%

Options history

IV · four-Friday blend58.40%
Daily close
IIIV39.7%77.4%115.0%2026-08-13: 69.28%2026-08-14: 82.07%2026-08-17: 79.61%2026-08-18: 91.03%2026-08-19: 97.19%2026-08-21: 53.37%2026-08-24: 52.05%2026-08-25: 44.89%2026-08-26: 53.29%2026-08-27: 55.41%2026-08-28: 56.27%2026-08-31: 59.94%2026-09-01: 51.40%2026-09-03: 56.44%2026-09-04: 59.16%2026-09-09: 55.75%2026-09-10: 63.36%2026-09-11: 61.59%2026-09-15: 77.71%2026-09-16: 75.76%2026-09-17: 109.84%2026-09-18: 49.43%2026-09-21: 50.82%2026-09-22: 59.20%2026-09-23: 51.92%2026-09-24: 49.20%2026-09-28: 56.14%2026-10-01: 59.55%2026-10-05: 51.87%2026-10-06: 56.64%2026-10-07: 53.68%2026-10-16: 60.07%2026-10-19: 52.85%2026-10-20: 57.33%2026-10-21: 67.12%2026-10-22: 57.34%2026-10-23: 55.60%2026-10-26: 47.41%2026-10-27: 52.21%2026-10-28: 50.91%2026-10-29: 48.78%2026-10-30: 58.40%Aug 13Sep 17Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
69.28%
82.07%
79.61%
91.03%
97.19%
53.37%
52.05%
44.89%
53.29%
55.41%
56.27%
59.94%
51.40%
56.44%
59.16%
55.75%
63.36%
61.59%
77.71%
75.76%
109.84%
49.43%
50.82%
59.20%
51.92%
49.20%
56.14%
59.55%
51.87%
56.64%
53.68%
60.07%
52.85%
57.33%
67.12%
57.34%
55.60%
47.41%
52.21%
50.91%
48.78%
58.40%