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Indivior Pharmaceuticals, Inc. Common Stock INDV

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Market datapartial · fetched 2026-10-22T23:44:42.635Z

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 · 2026-10-22T20:00:07.805495017Z

FundamentalsAlpha Vantage · unavailable

Share price$35.33
1D+1.5%
AH$34.55$34.77$34.99$35.20$35.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINDV
Sold putSold callAH

Indivior Pharmaceuticals, Inc. Common Stock options

Live interpolated INDV call and put midpoint premiums by absolute delta.Indivior Pharmaceuticals, Inc. Common Stock$1.25$3.14$5.02$6.91$8.80$26.56$30.64$34.72$38.81$42.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDV spot · $35.33INDV PRICE$1.76$1.97$2.25$2.53$2.77$3.07$3.55$4.20$4.84$1.45$1.67$1.92$2.23$2.61$3.01$3.74$4.31$5.60$5.80$7.03$8.26
PutsExpensive1.81×
CallsExpensive1.54×
SkewBearish+12.20 pp
Implied moveBearish±$5.26
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ31.0186.2%16.3%
30Δ32.3578.4%13.2%
35Δ33.4472.9%10.8%
40Δ37.9669.1%12.4%34.3769.8%9.0%
45Δ36.8764.6%9.9%35.2368.3%7.6%
50Δ36.0063.0%8.3%36.0866.9%6.4%
55Δ35.2160.8%6.8%37.0670.4%5.7%
60Δ34.4957.4%5.4%37.9869.9%4.7%
65Δ33.7855.0%4.3%39.4277.2%4.3%
70Δ33.0455.9%3.6%40.0669.6%3.0%
75Δ32.1657.9%2.9%41.5269.6%2.4%
80Δ31.2958.0%2.3%42.9869.6%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.01
IV
86.2%
B/E move
16.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.35
IV
78.4%
B/E move
13.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.44
IV
72.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
37.96
IV
69.1%
B/E move
12.4%
Puts
Pseudo strike
34.37
IV
69.8%
B/E move
9.0%

45Δ

Calls
Pseudo strike
36.87
IV
64.6%
B/E move
9.9%
Puts
Pseudo strike
35.23
IV
68.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
36.00
IV
63.0%
B/E move
8.3%
Puts
Pseudo strike
36.08
IV
66.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
35.21
IV
60.8%
B/E move
6.8%
Puts
Pseudo strike
37.06
IV
70.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
34.49
IV
57.4%
B/E move
5.4%
Puts
Pseudo strike
37.98
IV
69.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
33.78
IV
55.0%
B/E move
4.3%
Puts
Pseudo strike
39.42
IV
77.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
33.04
IV
55.9%
B/E move
3.6%
Puts
Pseudo strike
40.06
IV
69.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
32.16
IV
57.9%
B/E move
2.9%
Puts
Pseudo strike
41.52
IV
69.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
31.29
IV
58.0%
B/E move
2.3%
Puts
Pseudo strike
42.98
IV
69.6%
B/E move
1.7%

Options history

No recorded observations