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indie Semiconductor, Inc. Class A Common Stock INDI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-12T02:45:15.731Z

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 · 2026-11-12T00:58:02.201477919Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:15.176789+00:00

Share price$2.26
1D-3.7%
AH$2.24$2.29$2.34$2.39$2.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINDI
Sold putSold callAH

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$0.03$0.33$0.63$0.93$1.23$1.15$1.67$2.19$2.70$3.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDI spot · $2.25INDI PRICE$0.06$0.08$0.09$0.10$0.14$0.17$0.21$0.25$0.28$0.32$0.36$0.45$0.60$0.07$0.08$0.10$0.13$0.15$0.17$0.20$0.22$0.24$0.27$0.29$0.64$1.15
PutsCheap0.80×
CallsCheap0.75×
SkewBullish-38.97 pp
Implied moveBullish±$0.41
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.22201.4%45.8%1.84167.4%21.3%
25Δ2.98178.9%35.7%2.01130.8%14.5%
30Δ2.74156.4%25.6%2.06127.5%13.2%
35Δ2.50133.8%15.5%2.11124.1%11.9%
40Δ2.43138.1%14.0%2.16120.8%10.6%
45Δ2.37142.8%12.6%2.22117.5%9.3%
50Δ2.30147.5%11.3%2.27114.2%8.0%
55Δ2.23152.2%10.0%2.32110.8%6.8%
60Δ2.16156.9%8.6%2.38107.5%5.5%
65Δ2.10161.6%7.3%2.43104.2%4.2%
70Δ2.03166.3%5.9%2.48100.9%2.9%
75Δ1.91186.8%4.9%2.84131.3%2.2%
80Δ1.75220.1%4.2%3.36179.1%2.0%

20Δ

Calls
Pseudo strike
3.22
IV
201.4%
B/E move
45.8%
Puts
Pseudo strike
1.84
IV
167.4%
B/E move
21.3%

25Δ

Calls
Pseudo strike
2.98
IV
178.9%
B/E move
35.7%
Puts
Pseudo strike
2.01
IV
130.8%
B/E move
14.5%

30Δ

Calls
Pseudo strike
2.74
IV
156.4%
B/E move
25.6%
Puts
Pseudo strike
2.06
IV
127.5%
B/E move
13.2%

35Δ

Calls
Pseudo strike
2.50
IV
133.8%
B/E move
15.5%
Puts
Pseudo strike
2.11
IV
124.1%
B/E move
11.9%

40Δ

Calls
Pseudo strike
2.43
IV
138.1%
B/E move
14.0%
Puts
Pseudo strike
2.16
IV
120.8%
B/E move
10.6%

45Δ

Calls
Pseudo strike
2.37
IV
142.8%
B/E move
12.6%
Puts
Pseudo strike
2.22
IV
117.5%
B/E move
9.3%

50Δ

Calls
Pseudo strike
2.30
IV
147.5%
B/E move
11.3%
Puts
Pseudo strike
2.27
IV
114.2%
B/E move
8.0%

55Δ

Calls
Pseudo strike
2.23
IV
152.2%
B/E move
10.0%
Puts
Pseudo strike
2.32
IV
110.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
2.16
IV
156.9%
B/E move
8.6%
Puts
Pseudo strike
2.38
IV
107.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
2.10
IV
161.6%
B/E move
7.3%
Puts
Pseudo strike
2.43
IV
104.2%
B/E move
4.2%

70Δ

Calls
Pseudo strike
2.03
IV
166.3%
B/E move
5.9%
Puts
Pseudo strike
2.48
IV
100.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
1.91
IV
186.8%
B/E move
4.9%
Puts
Pseudo strike
2.84
IV
131.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
1.75
IV
220.1%
B/E move
4.2%
Puts
Pseudo strike
3.36
IV
179.1%
B/E move
2.0%

Options history

IV · four-Friday blend103.60%
Daily EOD
INDI83.8%94.4%105.1%2026-10-19: 87.24%2026-10-20: 85.45%2026-10-21: 85.27%2026-10-22: 90.58%2026-10-23: 88.91%2026-10-26: 89.77%2026-10-27: 91.98%2026-10-28: 95.62%2026-10-29: 95.30%2026-10-30: 103.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
87.24%
85.45%
85.27%
90.58%
88.91%
89.77%
91.98%
95.62%
95.30%
103.60%