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INNIO N.V. Ordinary Shares INIO

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T01:13:42.039Z

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: 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 · 2026-11-12T00:19:42.991071971Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:13:41.519433+00:00

Share price$14.60
1D+3.4%
AH$14.48$14.70$14.93$15.15$15.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINIO
Sold putSold callAH

INNIO N.V. Ordinary Shares options

Live interpolated INIO call and put midpoint premiums by absolute delta.INNIO N.V. Ordinary Shares$0.22$0.89$1.55$2.21$2.87$10.18$12.52$14.86$17.20$19.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive INIO spot · $14.60INIO PRICE$0.38$0.43$0.56$0.68$0.81$0.94$1.10$1.41$1.73$2.05$2.36$2.68$0.30$0.39$0.49$0.58$0.68$0.78$0.87$0.97
Puts——
Calls——
Skew——
Implied moveBullish±$1.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.55175.8%36.5%12.81101.5%14.3%
25Δ17.31135.4%21.5%13.1298.9%12.8%
30Δ16.83135.0%19.1%13.4396.3%11.4%
35Δ16.35134.5%16.7%13.7493.6%9.9%
40Δ15.88134.1%14.3%14.0591.0%8.4%
45Δ15.40133.7%11.9%14.3688.3%7.0%
50Δ14.93134.5%9.8%14.6785.7%5.5%
55Δ14.46141.8%8.8%14.9883.0%4.1%
60Δ14.00149.0%7.7%
65Δ13.54156.3%6.7%
70Δ13.07163.6%5.7%
75Δ12.61170.9%4.7%
80Δ

20Δ

Calls
Pseudo strike
19.55
IV
175.8%
B/E move
36.5%
Puts
Pseudo strike
12.81
IV
101.5%
B/E move
14.3%

25Δ

Calls
Pseudo strike
17.31
IV
135.4%
B/E move
21.5%
Puts
Pseudo strike
13.12
IV
98.9%
B/E move
12.8%

30Δ

Calls
Pseudo strike
16.83
IV
135.0%
B/E move
19.1%
Puts
Pseudo strike
13.43
IV
96.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
16.35
IV
134.5%
B/E move
16.7%
Puts
Pseudo strike
13.74
IV
93.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
15.88
IV
134.1%
B/E move
14.3%
Puts
Pseudo strike
14.05
IV
91.0%
B/E move
8.4%

45Δ

Calls
Pseudo strike
15.40
IV
133.7%
B/E move
11.9%
Puts
Pseudo strike
14.36
IV
88.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
14.93
IV
134.5%
B/E move
9.8%
Puts
Pseudo strike
14.67
IV
85.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
14.46
IV
141.8%
B/E move
8.8%
Puts
Pseudo strike
14.98
IV
83.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
14.00
IV
149.0%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.54
IV
156.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.07
IV
163.6%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.61
IV
170.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.18%
Daily close
INIO71.6%107.2%142.9%2026-08-19: 105.06%2026-08-20: 137.95%2026-08-21: 79.79%2026-08-24: 83.31%2026-08-25: 81.48%2026-08-26: 79.33%2026-08-27: 80.51%2026-08-28: 78.72%2026-08-31: 77.98%2026-09-01: 78.28%2026-09-02: 83.94%2026-09-03: 82.37%2026-09-04: 82.17%2026-09-08: 83.13%2026-09-09: 92.32%2026-09-10: 94.13%2026-09-11: 84.75%2026-09-15: 90.16%2026-09-18: 78.33%2026-09-21: 77.30%2026-09-22: 79.69%2026-09-23: 80.74%2026-09-24: 80.29%2026-09-25: 76.50%2026-09-28: 79.80%2026-09-29: 82.28%2026-09-30: 82.94%2026-10-01: 83.34%2026-10-02: 79.45%2026-10-05: 80.79%2026-10-06: 80.84%2026-10-07: 77.91%2026-10-08: 87.40%2026-10-09: 83.78%2026-10-12: 97.87%2026-10-16: 83.04%2026-10-19: 88.27%2026-10-20: 87.61%2026-10-21: 85.83%2026-10-22: 92.07%2026-10-23: 89.65%2026-10-26: 96.22%2026-10-27: 86.69%2026-10-28: 82.98%2026-10-29: 83.94%2026-10-30: 83.18%Aug 19Sep 24Oct 30
46 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
105.06%
137.95%
79.79%
83.31%
81.48%
79.33%
80.51%
78.72%
77.98%
78.28%
83.94%
82.37%
82.17%
83.13%
92.32%
94.13%
84.75%
90.16%
78.33%
77.30%
79.69%
80.74%
80.29%
76.50%
79.80%
82.28%
82.94%
83.34%
79.45%
80.79%
80.84%
77.91%
87.40%
83.78%
97.87%
83.04%
88.27%
87.61%
85.83%
92.07%
89.65%
96.22%
86.69%
82.98%
83.94%
83.18%