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indie Semiconductor, Inc. Class A Common Stock INDI

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Market datapartial · fetched 2026-10-22T18:08:56.178Z

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 · 2026-10-22T18:08:06.805013877Z

FundamentalsAlpha Vantage · unavailable

Share price$1.69
1D-4.0%
$1.68$1.71$1.73$1.76$1.785:30 AM6:30 AM9:00 AM1:00 PMINDI
Sold putSold call

indie Semiconductor, Inc. Class A Common Stock options

Live interpolated INDI call and put midpoint premiums by absolute delta.indie Semiconductor, Inc. Class A Common Stock$0.04$0.17$0.30$0.42$0.55$0.93$1.54$2.14$2.75$3.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDI spot · $1.69INDI PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.19$0.22$0.24$0.27$0.29$0.39$0.51$0.09$0.09$0.11$0.15$0.19$0.23$0.27$0.31$0.35$0.39
PutsExpensive1.05×
CallsExpensive1.24×
SkewBullish-8.64 pp
Implied moveBearish±$0.46
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.45125.0%48.3%1.25155.2%31.3%
25Δ2.32123.7%41.9%1.40123.2%22.9%
30Δ2.19122.5%35.4%1.52101.6%16.7%
35Δ2.07121.2%29.0%1.59102.0%15.1%
40Δ1.96119.4%24.4%1.65102.4%13.5%
45Δ1.89117.0%21.5%1.72102.7%12.0%
50Δ1.82114.7%18.7%1.79103.1%10.4%
55Δ1.74112.4%15.8%1.85103.5%8.8%
60Δ1.67110.0%13.0%1.92103.9%7.2%
65Δ1.59107.7%10.1%1.99104.2%5.7%
70Δ1.52105.4%7.3%
75Δ1.40121.5%5.9%
80Δ1.26144.1%5.1%

20Δ

Calls
Pseudo strike
2.45
IV
125.0%
B/E move
48.3%
Puts
Pseudo strike
1.25
IV
155.2%
B/E move
31.3%

25Δ

Calls
Pseudo strike
2.32
IV
123.7%
B/E move
41.9%
Puts
Pseudo strike
1.40
IV
123.2%
B/E move
22.9%

30Δ

Calls
Pseudo strike
2.19
IV
122.5%
B/E move
35.4%
Puts
Pseudo strike
1.52
IV
101.6%
B/E move
16.7%

35Δ

Calls
Pseudo strike
2.07
IV
121.2%
B/E move
29.0%
Puts
Pseudo strike
1.59
IV
102.0%
B/E move
15.1%

40Δ

Calls
Pseudo strike
1.96
IV
119.4%
B/E move
24.4%
Puts
Pseudo strike
1.65
IV
102.4%
B/E move
13.5%

45Δ

Calls
Pseudo strike
1.89
IV
117.0%
B/E move
21.5%
Puts
Pseudo strike
1.72
IV
102.7%
B/E move
12.0%

50Δ

Calls
Pseudo strike
1.82
IV
114.7%
B/E move
18.7%
Puts
Pseudo strike
1.79
IV
103.1%
B/E move
10.4%

55Δ

Calls
Pseudo strike
1.74
IV
112.4%
B/E move
15.8%
Puts
Pseudo strike
1.85
IV
103.5%
B/E move
8.8%

60Δ

Calls
Pseudo strike
1.67
IV
110.0%
B/E move
13.0%
Puts
Pseudo strike
1.92
IV
103.9%
B/E move
7.2%

65Δ

Calls
Pseudo strike
1.59
IV
107.7%
B/E move
10.1%
Puts
Pseudo strike
1.99
IV
104.2%
B/E move
5.7%

70Δ

Calls
Pseudo strike
1.52
IV
105.4%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.40
IV
121.5%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.26
IV
144.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations