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InfuSystem Holdings, Inc. INFU

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-13T02:09:41.236Z

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 · 2026-11-13T01:00:00.094224941Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:39.962865+00:00

Share price$14.79
1D-3.0%
AH$14.59$14.78$14.97$15.16$15.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINFU
Sold putSold callAH

InfuSystem Holdings, Inc. options

Live interpolated INFU call and put midpoint premiums by absolute delta.InfuSystem Holdings, Inc.$0.27$1.44$2.60$3.77$4.93$10.15$11.84$13.54$15.24$16.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INFU spot · $14.79INFU PRICE$0.40$0.69$0.98$1.27$1.56$1.85$2.15$2.44$0.86$0.91$0.95$1.00$1.04$1.08$1.17$1.74$2.31$2.88$3.46$4.03$4.60
PutsExpensive3.45×
Calls——
Skew——
Implied moveBearish±$1.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.64328.5%33.9%
25Δ11.38293.0%29.2%
30Δ12.12257.5%24.5%
35Δ12.85221.9%19.8%
40Δ13.59186.4%15.2%
45Δ14.8948.3%3.4%14.32150.9%10.5%
50Δ14.5859.7%3.2%15.05118.7%6.1%
55Δ14.2671.2%3.0%15.72125.0%5.5%
60Δ13.9482.6%2.9%16.39131.2%4.8%
65Δ13.6394.1%2.7%17.06137.5%4.2%
70Δ13.31105.5%2.5%17.73143.7%3.5%
75Δ12.99117.0%2.4%18.39150.0%2.9%
80Δ12.68128.4%2.2%19.06156.2%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.64
IV
328.5%
B/E move
33.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.38
IV
293.0%
B/E move
29.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.12
IV
257.5%
B/E move
24.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.85
IV
221.9%
B/E move
19.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.59
IV
186.4%
B/E move
15.2%

45Δ

Calls
Pseudo strike
14.89
IV
48.3%
B/E move
3.4%
Puts
Pseudo strike
14.32
IV
150.9%
B/E move
10.5%

50Δ

Calls
Pseudo strike
14.58
IV
59.7%
B/E move
3.2%
Puts
Pseudo strike
15.05
IV
118.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
14.26
IV
71.2%
B/E move
3.0%
Puts
Pseudo strike
15.72
IV
125.0%
B/E move
5.5%

60Δ

Calls
Pseudo strike
13.94
IV
82.6%
B/E move
2.9%
Puts
Pseudo strike
16.39
IV
131.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
13.63
IV
94.1%
B/E move
2.7%
Puts
Pseudo strike
17.06
IV
137.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
13.31
IV
105.5%
B/E move
2.5%
Puts
Pseudo strike
17.73
IV
143.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
12.99
IV
117.0%
B/E move
2.4%
Puts
Pseudo strike
18.39
IV
150.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
12.68
IV
128.4%
B/E move
2.2%
Puts
Pseudo strike
19.06
IV
156.2%
B/E move
2.2%

Options history

IV · four-Friday blend58.47%
Daily close
INFU48.6%78.0%107.4%2026-08-14: 71.66%2026-08-21: 59.00%2026-08-26: 57.84%2026-08-27: 56.02%2026-08-28: 57.09%2026-08-31: 59.53%2026-09-03: 55.91%2026-09-04: 57.56%2026-09-10: 61.60%2026-09-16: 99.83%2026-09-17: 103.32%2026-09-18: 58.93%2026-09-21: 62.01%2026-09-22: 56.98%2026-09-23: 55.34%2026-09-24: 60.69%2026-09-25: 60.54%2026-09-28: 59.34%2026-09-30: 62.79%2026-10-02: 62.49%2026-10-16: 66.27%2026-10-19: 52.69%2026-10-20: 53.52%2026-10-21: 56.87%2026-10-23: 56.44%2026-10-26: 69.15%2026-10-28: 58.47%Aug 14Sep 22Oct 28
27 observations2026-08-14 — 2026-10-28
Table
DateIV (%)
71.66%
59.00%
57.84%
56.02%
57.09%
59.53%
55.91%
57.56%
61.60%
99.83%
103.32%
58.93%
62.01%
56.98%
55.34%
60.69%
60.54%
59.34%
62.79%
62.49%
66.27%
52.69%
53.52%
56.87%
56.44%
69.15%
58.47%