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InfuSystem Holdings, Inc. INFU

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Market datapartial · fetched 2026-10-23T18:45:40.236Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T18:45:12.1772694Z

FundamentalsAlpha Vantage · unavailable

Share price$13.81
1D-1.8%
$13.81$13.89$13.97$14.05$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.$0.32$1.43$2.54$3.65$4.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEINFU PRICE$0.49$0.47$0.44$0.49$0.67$0.84$1.01$1.19$1.36$1.53$1.70$2.44$4.45$0.97$0.87
PutsExpensive4.22×
CallsExpensive1.42×
SkewBearish+134.77 pp
Implied move——
TiltBullish80.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.69145.6%60.6%9.17263.2%40.6%
25Δ19.11110.9%41.8%10.86177.0%27.7%
30Δ16.5476.2%22.9%
35Δ14.8856.3%11.3%
40Δ14.5758.0%10.3%
45Δ14.2659.8%9.3%
50Δ13.9561.6%8.3%
55Δ13.6463.3%7.4%
60Δ13.3365.1%6.4%
65Δ13.0266.9%5.4%
70Δ12.7168.6%4.4%
75Δ11.9195.8%3.9%
80Δ9.99181.1%4.5%

20Δ

Calls
Pseudo strike
21.69
IV
145.6%
B/E move
60.6%
Puts
Pseudo strike
9.17
IV
263.2%
B/E move
40.6%

25Δ

Calls
Pseudo strike
19.11
IV
110.9%
B/E move
41.8%
Puts
Pseudo strike
10.86
IV
177.0%
B/E move
27.7%

30Δ

Calls
Pseudo strike
16.54
IV
76.2%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.88
IV
56.3%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.57
IV
58.0%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.26
IV
59.8%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.95
IV
61.6%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.64
IV
63.3%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.33
IV
65.1%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.02
IV
66.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.71
IV
68.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.91
IV
95.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.99
IV
181.1%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations