IntraAlpha
Create free account Start free

Inogen, Inc Common Stock INGN

i

Market dataready · fetched 2026-11-13T00:48:29.765Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T21:26:54.04422035Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:28.113897+00:00

Share price$5.62
1D-4.8%
AH$5.59$5.68$5.76$5.84$5.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINGN
Sold putSold callAH

Inogen, Inc Common Stock options

Live interpolated INGN call and put midpoint premiums by absolute delta.Inogen, Inc Common Stock$0.24$0.76$1.28$1.80$2.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEINGN PRICE$0.30$0.36$0.45$0.54$0.64$0.73$0.82$0.92$1.01$1.12$1.64$2.17$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.85194.7%38.2%
25Δ8.49136.9%56.3%4.48141.9%27.0%
30Δ7.68131.3%43.0%
35Δ7.25128.3%36.9%
40Δ6.93125.9%32.9%
45Δ6.60123.5%28.8%
50Δ6.28121.1%24.7%
55Δ5.96118.7%20.6%
60Δ5.63116.4%16.6%
65Δ5.31114.0%12.5%
70Δ4.98112.9%8.5%
75Δ4.41149.2%7.7%
80Δ3.84185.6%6.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
194.7%
B/E move
38.2%

25Δ

Calls
Pseudo strike
8.49
IV
136.9%
B/E move
56.3%
Puts
Pseudo strike
4.48
IV
141.9%
B/E move
27.0%

30Δ

Calls
Pseudo strike
7.68
IV
131.3%
B/E move
43.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.25
IV
128.3%
B/E move
36.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.93
IV
125.9%
B/E move
32.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.60
IV
123.5%
B/E move
28.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.28
IV
121.1%
B/E move
24.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.96
IV
118.7%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.63
IV
116.4%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.31
IV
114.0%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.98
IV
112.9%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.41
IV
149.2%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.84
IV
185.6%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.64%
Daily close
INGN64.1%79.2%94.3%2026-09-21: 76.68%2026-09-22: 90.76%2026-09-24: 92.25%2026-10-23: 75.22%2026-10-26: 78.54%2026-10-27: 75.11%2026-10-28: 72.04%2026-10-29: 66.18%2026-10-30: 80.64%Sep 21Oct 26Oct 30
9 observations2026-09-21 — 2026-10-30
Table
DateIV (%)
76.68%
90.76%
92.25%
75.22%
78.54%
75.11%
72.04%
66.18%
80.64%