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Inogen Inc INGN

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T04:07:53.869Z

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 · 2026-10-22T20:00:00.701174909Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:53.505059+00:00

Share price$7.04
1D+2.8%
AH$6.77$6.87$6.98$7.08$7.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINGN
Sold putSold callAH

Inogen Inc options

Live interpolated INGN call and put midpoint premiums by absolute delta.Inogen Inc$0.41$1.18$1.95$2.72$3.48$3.78$5.23$6.69$8.14$9.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGN spot · $7.04INGN PRICE$0.74$0.50$0.68$0.87$1.06$1.24$1.43$1.62$1.81$0.60$0.63$0.65$0.67$0.69$0.71$0.73$0.76$0.90$2.08$3.26
PutsExpensive2.21×
CallsExpensive1.36×
SkewBearish+35.68 pp
Implied moveBearish±$1.42
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.06208.8%36.7%
25Δ5.37190.7%32.6%
30Δ5.68172.6%28.5%
35Δ5.99154.4%24.4%
40Δ9.34177.1%43.1%6.30136.3%20.4%
45Δ7.4078.8%12.1%6.61118.2%16.3%
50Δ7.1382.4%11.0%6.92100.1%12.2%
55Δ6.8686.1%9.9%7.2382.0%8.1%
60Δ6.6089.7%8.7%7.6270.6%4.6%
65Δ6.3393.3%7.6%8.75113.5%5.4%
70Δ6.0697.0%6.4%9.87156.4%6.2%
75Δ5.79100.6%5.3%
80Δ5.53104.3%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
208.8%
B/E move
36.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
190.7%
B/E move
32.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.68
IV
172.6%
B/E move
28.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.99
IV
154.4%
B/E move
24.4%

40Δ

Calls
Pseudo strike
9.34
IV
177.1%
B/E move
43.1%
Puts
Pseudo strike
6.30
IV
136.3%
B/E move
20.4%

45Δ

Calls
Pseudo strike
7.40
IV
78.8%
B/E move
12.1%
Puts
Pseudo strike
6.61
IV
118.2%
B/E move
16.3%

50Δ

Calls
Pseudo strike
7.13
IV
82.4%
B/E move
11.0%
Puts
Pseudo strike
6.92
IV
100.1%
B/E move
12.2%

55Δ

Calls
Pseudo strike
6.86
IV
86.1%
B/E move
9.9%
Puts
Pseudo strike
7.23
IV
82.0%
B/E move
8.1%

60Δ

Calls
Pseudo strike
6.60
IV
89.7%
B/E move
8.7%
Puts
Pseudo strike
7.62
IV
70.6%
B/E move
4.6%

65Δ

Calls
Pseudo strike
6.33
IV
93.3%
B/E move
7.6%
Puts
Pseudo strike
8.75
IV
113.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
6.06
IV
97.0%
B/E move
6.4%
Puts
Pseudo strike
9.87
IV
156.4%
B/E move
6.2%

75Δ

Calls
Pseudo strike
5.79
IV
100.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.53
IV
104.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations