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Inogen, Inc Common Stock INGN

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Market datapartial · fetched 2026-10-23T20:14:33.832Z

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 · 2026-10-23T20:00:00.536837486Z

FundamentalsAlpha Vantage · unavailable

Share price$7.10
1D+0.9%
AH$6.97$7.02$7.07$7.11$7.165:30 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$0.41$1.02$1.63$2.25$2.86$4.37$5.74$7.11$8.48$9.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGN spot · $7.10INGN PRICE$0.81$0.47$0.70$0.93$1.15$1.38$1.61$1.84$2.06$0.48$0.49$0.50$0.51$0.52$0.53$0.54$0.56$0.57$0.78$1.73$2.69
PutsExpensive1.79×
CallsExpensive1.52×
SkewBullish-1.39 pp
Implied moveBullish±$1.25
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.13185.4%34.5%
25Δ5.40169.3%30.9%
30Δ5.67153.3%27.2%
35Δ5.94137.2%23.6%
40Δ9.65195.9%47.4%6.21121.2%19.9%
45Δ7.4173.4%11.0%6.48105.1%16.3%
50Δ7.1281.8%10.1%6.7589.1%12.6%
55Δ6.8290.2%9.2%7.0273.0%9.0%
60Δ6.5398.6%8.3%7.2956.9%5.3%
65Δ6.24106.9%7.4%7.7051.3%2.5%
70Δ5.95115.3%6.5%8.6383.3%2.9%
75Δ5.66123.7%5.6%9.55115.3%3.3%
80Δ5.37132.0%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
185.4%
B/E move
34.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
169.3%
B/E move
30.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
153.3%
B/E move
27.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
137.2%
B/E move
23.6%

40Δ

Calls
Pseudo strike
9.65
IV
195.9%
B/E move
47.4%
Puts
Pseudo strike
6.21
IV
121.2%
B/E move
19.9%

45Δ

Calls
Pseudo strike
7.41
IV
73.4%
B/E move
11.0%
Puts
Pseudo strike
6.48
IV
105.1%
B/E move
16.3%

50Δ

Calls
Pseudo strike
7.12
IV
81.8%
B/E move
10.1%
Puts
Pseudo strike
6.75
IV
89.1%
B/E move
12.6%

55Δ

Calls
Pseudo strike
6.82
IV
90.2%
B/E move
9.2%
Puts
Pseudo strike
7.02
IV
73.0%
B/E move
9.0%

60Δ

Calls
Pseudo strike
6.53
IV
98.6%
B/E move
8.3%
Puts
Pseudo strike
7.29
IV
56.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
6.24
IV
106.9%
B/E move
7.4%
Puts
Pseudo strike
7.70
IV
51.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
5.95
IV
115.3%
B/E move
6.5%
Puts
Pseudo strike
8.63
IV
83.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
5.66
IV
123.7%
B/E move
5.6%
Puts
Pseudo strike
9.55
IV
115.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.37
IV
132.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations