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i3 Verticals, Inc. Class A Common Stock IIIV

i

Market datapartial · fetched 2026-10-22T21:09:34.526Z

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 · 2026-10-22T20:00:06.822357412Z

FundamentalsAlpha Vantage · unavailable

Share price$17.44
1D+1.3%
AH$17.00$17.19$17.38$17.57$17.765:30 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$0.29$1.73$3.17$4.61$6.06$12.66$14.95$17.25$19.55$21.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IIIV spot · $17.44IIIV PRICE$0.59$0.87$0.58$0.72$0.86$1.00$1.15$1.30$1.48$1.65$1.83$2.00$2.18$0.44$0.67$0.90$1.13$1.35$1.58$1.91$2.24$2.57$2.90$3.36$4.43$5.64
PutsExpensive2.01×
CallsExpensive1.67×
SkewBearish+7.77 pp
Implied moveBearish±$3.05
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.81120.1%45.6%15.1469.3%15.7%
25Δ26.59151.5%57.4%15.6071.8%14.4%
30Δ19.6865.4%16.1%16.0774.2%13.0%
35Δ19.2265.1%14.3%16.5376.7%11.7%
40Δ18.7664.7%12.5%17.0079.2%10.3%
45Δ18.2964.4%10.7%17.4681.7%8.9%
50Δ17.8364.0%8.8%17.9981.1%7.8%
55Δ17.4163.0%7.3%18.5180.2%6.7%
60Δ17.0860.1%6.4%19.0479.4%5.6%
65Δ16.7457.2%5.5%19.5678.6%4.5%
70Δ16.4154.4%4.6%20.2079.1%3.4%
75Δ16.0851.5%3.7%21.3886.1%2.8%
80Δ15.7548.6%2.8%22.7093.7%2.2%

20Δ

Calls
Pseudo strike
24.81
IV
120.1%
B/E move
45.6%
Puts
Pseudo strike
15.14
IV
69.3%
B/E move
15.7%

25Δ

Calls
Pseudo strike
26.59
IV
151.5%
B/E move
57.4%
Puts
Pseudo strike
15.60
IV
71.8%
B/E move
14.4%

30Δ

Calls
Pseudo strike
19.68
IV
65.4%
B/E move
16.1%
Puts
Pseudo strike
16.07
IV
74.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
19.22
IV
65.1%
B/E move
14.3%
Puts
Pseudo strike
16.53
IV
76.7%
B/E move
11.7%

40Δ

Calls
Pseudo strike
18.76
IV
64.7%
B/E move
12.5%
Puts
Pseudo strike
17.00
IV
79.2%
B/E move
10.3%

45Δ

Calls
Pseudo strike
18.29
IV
64.4%
B/E move
10.7%
Puts
Pseudo strike
17.46
IV
81.7%
B/E move
8.9%

50Δ

Calls
Pseudo strike
17.83
IV
64.0%
B/E move
8.8%
Puts
Pseudo strike
17.99
IV
81.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
17.41
IV
63.0%
B/E move
7.3%
Puts
Pseudo strike
18.51
IV
80.2%
B/E move
6.7%

60Δ

Calls
Pseudo strike
17.08
IV
60.1%
B/E move
6.4%
Puts
Pseudo strike
19.04
IV
79.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
16.74
IV
57.2%
B/E move
5.5%
Puts
Pseudo strike
19.56
IV
78.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
16.41
IV
54.4%
B/E move
4.6%
Puts
Pseudo strike
20.20
IV
79.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
16.08
IV
51.5%
B/E move
3.7%
Puts
Pseudo strike
21.38
IV
86.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
15.75
IV
48.6%
B/E move
2.8%
Puts
Pseudo strike
22.70
IV
93.7%
B/E move
2.2%

Options history

No recorded observations