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indie Semiconductor Inc INDI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-22T20:44:27.307Z

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 · 2026-10-22T20:23:43.545205019Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:44:24.570712+00:00

Share price$1.71
1D-2.8%
AH$1.66$1.69$1.72$1.75$1.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINDI
Sold putSold callAH

indie Semiconductor Inc options

Live interpolated INDI call and put midpoint premiums by absolute delta.indie Semiconductor Inc$0.03$0.31$0.60$0.89$1.18$0.90$1.51$2.13$2.74$3.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDI spot · $1.71INDI PRICE$0.06$0.08$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.27$0.39$0.09$0.10$0.12$0.16$0.21$0.25$0.29$0.33$0.37$0.48$0.69$0.89$1.09
PutsExpensive1.14×
CallsExpensive1.09×
SkewBearish+14.66 pp
Implied moveBearish±$0.46
TiltBearish36.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.45122.3%46.7%1.27154.1%31.0%
25Δ2.33120.6%40.5%1.43120.8%22.3%
30Δ2.20119.0%34.3%1.54105.4%17.3%
35Δ2.08117.4%28.1%1.61106.4%15.6%
40Δ1.97114.5%23.2%1.68107.3%14.0%
45Δ1.91109.6%20.5%1.75108.2%12.3%
50Δ1.84104.8%17.8%1.82109.1%10.7%
55Δ1.7899.9%15.2%1.89110.1%9.1%
60Δ1.7195.1%12.5%1.96111.0%7.4%
65Δ1.6590.3%9.8%2.09115.4%6.0%
70Δ1.5885.4%7.1%2.31124.8%5.1%
75Δ1.5180.6%4.4%2.53134.3%4.1%
80Δ1.38100.6%3.4%2.75143.7%3.1%

20Δ

Calls
Pseudo strike
2.45
IV
122.3%
B/E move
46.7%
Puts
Pseudo strike
1.27
IV
154.1%
B/E move
31.0%

25Δ

Calls
Pseudo strike
2.33
IV
120.6%
B/E move
40.5%
Puts
Pseudo strike
1.43
IV
120.8%
B/E move
22.3%

30Δ

Calls
Pseudo strike
2.20
IV
119.0%
B/E move
34.3%
Puts
Pseudo strike
1.54
IV
105.4%
B/E move
17.3%

35Δ

Calls
Pseudo strike
2.08
IV
117.4%
B/E move
28.1%
Puts
Pseudo strike
1.61
IV
106.4%
B/E move
15.6%

40Δ

Calls
Pseudo strike
1.97
IV
114.5%
B/E move
23.2%
Puts
Pseudo strike
1.68
IV
107.3%
B/E move
14.0%

45Δ

Calls
Pseudo strike
1.91
IV
109.6%
B/E move
20.5%
Puts
Pseudo strike
1.75
IV
108.2%
B/E move
12.3%

50Δ

Calls
Pseudo strike
1.84
IV
104.8%
B/E move
17.8%
Puts
Pseudo strike
1.82
IV
109.1%
B/E move
10.7%

55Δ

Calls
Pseudo strike
1.78
IV
99.9%
B/E move
15.2%
Puts
Pseudo strike
1.89
IV
110.1%
B/E move
9.1%

60Δ

Calls
Pseudo strike
1.71
IV
95.1%
B/E move
12.5%
Puts
Pseudo strike
1.96
IV
111.0%
B/E move
7.4%

65Δ

Calls
Pseudo strike
1.65
IV
90.3%
B/E move
9.8%
Puts
Pseudo strike
2.09
IV
115.4%
B/E move
6.0%

70Δ

Calls
Pseudo strike
1.58
IV
85.4%
B/E move
7.1%
Puts
Pseudo strike
2.31
IV
124.8%
B/E move
5.1%

75Δ

Calls
Pseudo strike
1.51
IV
80.6%
B/E move
4.4%
Puts
Pseudo strike
2.53
IV
134.3%
B/E move
4.1%

80Δ

Calls
Pseudo strike
1.38
IV
100.6%
B/E move
3.4%
Puts
Pseudo strike
2.75
IV
143.7%
B/E move
3.1%

Options history

No recorded observations