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indie Semiconductor, Inc. Class A Common Stock INDI

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Market datapartial · fetched 2026-10-22T21:20:16.132Z

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 · 2026-10-22T21:10:03.2032558Z

FundamentalsAlpha Vantage · unavailable

Share price$1.68
1D-4.5%
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. 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$0.25$0.47$0.69$0.91$0.94$1.54$2.15$2.75$3.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDI spot · $1.68INDI PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.25$0.27$0.37$0.51$0.09$0.09$0.11$0.15$0.19$0.22$0.26$0.30$0.34$0.38$0.48$0.66$0.85
PutsFair1.02×
CallsExpensive1.21×
SkewBullish-8.54 pp
Implied moveBearish±$0.44
TiltBearish21.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.45126.8%49.1%1.24156.0%31.4%
25Δ2.32125.6%42.6%1.38124.5%23.2%
30Δ2.19124.4%36.0%1.5199.7%16.3%
35Δ2.06123.2%29.5%1.5899.8%14.8%
40Δ1.96120.4%24.9%1.6499.9%13.3%
45Δ1.89116.1%21.8%1.71100.0%11.8%
50Δ1.82111.9%18.8%1.77100.1%10.2%
55Δ1.74107.7%15.8%1.83100.2%8.7%
60Δ1.67103.5%12.7%1.90100.3%7.2%
65Δ1.6099.3%9.7%1.96100.4%5.6%
70Δ1.5295.1%6.7%2.09102.4%4.4%
75Δ1.40114.1%5.4%2.28107.0%3.5%
80Δ1.26144.7%4.9%2.48111.5%2.6%

20Δ

Calls
Pseudo strike
2.45
IV
126.8%
B/E move
49.1%
Puts
Pseudo strike
1.24
IV
156.0%
B/E move
31.4%

25Δ

Calls
Pseudo strike
2.32
IV
125.6%
B/E move
42.6%
Puts
Pseudo strike
1.38
IV
124.5%
B/E move
23.2%

30Δ

Calls
Pseudo strike
2.19
IV
124.4%
B/E move
36.0%
Puts
Pseudo strike
1.51
IV
99.7%
B/E move
16.3%

35Δ

Calls
Pseudo strike
2.06
IV
123.2%
B/E move
29.5%
Puts
Pseudo strike
1.58
IV
99.8%
B/E move
14.8%

40Δ

Calls
Pseudo strike
1.96
IV
120.4%
B/E move
24.9%
Puts
Pseudo strike
1.64
IV
99.9%
B/E move
13.3%

45Δ

Calls
Pseudo strike
1.89
IV
116.1%
B/E move
21.8%
Puts
Pseudo strike
1.71
IV
100.0%
B/E move
11.8%

50Δ

Calls
Pseudo strike
1.82
IV
111.9%
B/E move
18.8%
Puts
Pseudo strike
1.77
IV
100.1%
B/E move
10.2%

55Δ

Calls
Pseudo strike
1.74
IV
107.7%
B/E move
15.8%
Puts
Pseudo strike
1.83
IV
100.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
1.67
IV
103.5%
B/E move
12.7%
Puts
Pseudo strike
1.90
IV
100.3%
B/E move
7.2%

65Δ

Calls
Pseudo strike
1.60
IV
99.3%
B/E move
9.7%
Puts
Pseudo strike
1.96
IV
100.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
1.52
IV
95.1%
B/E move
6.7%
Puts
Pseudo strike
2.09
IV
102.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
1.40
IV
114.1%
B/E move
5.4%
Puts
Pseudo strike
2.28
IV
107.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
1.26
IV
144.7%
B/E move
4.9%
Puts
Pseudo strike
2.48
IV
111.5%
B/E move
2.6%

Options history

No recorded observations