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InfuSystem Holdings, Inc. INFU

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Market datapartial · fetched 2026-10-23T16:41:38.453Z

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 · 2026-10-23T16:39:45.262652762Z

FundamentalsAlpha Vantage · unavailable

Share price$13.96
1D-0.9%
$13.83$13.90$13.98$14.06$14.135:30 AM6:30 AM9:00 AM1:00 PMINFU
Sold putSold call

InfuSystem Holdings, Inc. options

Live interpolated INFU call and put midpoint premiums by absolute delta.InfuSystem Holdings, Inc.$0.26$0.99$1.73$2.46$3.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEINFU PRICE$0.48$0.41$0.34$0.45$0.61$0.77$0.93$1.09$1.26$1.42$1.58$1.74$2.98$0.60$0.70
PutsExpensive2.22×
CallsExpensive1.11×
SkewBearish+49.15 pp
Implied move——
TiltBullish83.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.60140.5%58.2%10.95124.5%25.9%
25Δ18.6397.5%36.4%11.83108.4%20.3%
30Δ15.6654.4%14.6%
35Δ14.7946.1%9.2%
40Δ14.5247.8%8.4%
45Δ14.2549.5%7.6%
50Δ13.9951.2%6.9%
55Δ13.7252.9%6.1%
60Δ13.4554.5%5.3%
65Δ13.1856.2%4.6%
70Δ12.9157.9%3.8%
75Δ12.6459.6%3.0%
80Δ11.39106.7%3.0%

20Δ

Calls
Pseudo strike
21.60
IV
140.5%
B/E move
58.2%
Puts
Pseudo strike
10.95
IV
124.5%
B/E move
25.9%

25Δ

Calls
Pseudo strike
18.63
IV
97.5%
B/E move
36.4%
Puts
Pseudo strike
11.83
IV
108.4%
B/E move
20.3%

30Δ

Calls
Pseudo strike
15.66
IV
54.4%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.79
IV
46.1%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.52
IV
47.8%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.25
IV
49.5%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.99
IV
51.2%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.72
IV
52.9%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.45
IV
54.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.18
IV
56.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.91
IV
57.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.64
IV
59.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.39
IV
106.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations