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INNIO N.V. Ordinary Shares INIO

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-24T04:22:51.067Z

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 · 2026-10-23T23:27:21.987550561Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:51.185040+00:00

Share price$15.10
1D-0.3%
AH$14.82$15.03$15.24$15.45$15.665:30 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$0.27$2.17$4.07$5.97$7.87$9.22$12.63$16.03$19.43$22.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INIO spot · $15.10INIO PRICE$0.47$1.04$0.99$0.94$1.09$1.31$1.52$1.73$2.04$2.42$2.80$3.18$3.97$0.77$0.83$1.02$1.21$1.40$1.65$2.03$2.40$2.77$3.15$4.20$5.31$7.33
PutsFair1.00×
CallsExpensive1.30×
SkewBullish-20.40 pp
Implied moveBearish±$3.55
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.20120.3%43.5%11.69144.1%27.7%
25Δ34.73251.1%136.9%12.82114.4%20.6%
30Δ27.00186.2%85.3%13.42109.9%17.9%
35Δ19.26121.2%33.8%14.01105.5%15.2%
40Δ17.04106.7%20.1%14.61101.1%12.5%
45Δ16.44107.0%17.5%15.1998.3%10.3%
50Δ15.85107.4%15.0%15.7698.7%9.1%
55Δ15.25107.7%12.5%16.3299.1%7.8%
60Δ14.65109.3%10.5%16.8999.5%6.5%
65Δ14.04111.7%9.0%17.4599.9%5.2%
70Δ13.43114.2%7.5%18.63108.7%4.5%
75Δ12.82116.6%5.9%19.85118.3%3.7%
80Δ11.86130.7%4.8%22.00127.6%2.8%

20Δ

Calls
Pseudo strike
21.20
IV
120.3%
B/E move
43.5%
Puts
Pseudo strike
11.69
IV
144.1%
B/E move
27.7%

25Δ

Calls
Pseudo strike
34.73
IV
251.1%
B/E move
136.9%
Puts
Pseudo strike
12.82
IV
114.4%
B/E move
20.6%

30Δ

Calls
Pseudo strike
27.00
IV
186.2%
B/E move
85.3%
Puts
Pseudo strike
13.42
IV
109.9%
B/E move
17.9%

35Δ

Calls
Pseudo strike
19.26
IV
121.2%
B/E move
33.8%
Puts
Pseudo strike
14.01
IV
105.5%
B/E move
15.2%

40Δ

Calls
Pseudo strike
17.04
IV
106.7%
B/E move
20.1%
Puts
Pseudo strike
14.61
IV
101.1%
B/E move
12.5%

45Δ

Calls
Pseudo strike
16.44
IV
107.0%
B/E move
17.5%
Puts
Pseudo strike
15.19
IV
98.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
15.85
IV
107.4%
B/E move
15.0%
Puts
Pseudo strike
15.76
IV
98.7%
B/E move
9.1%

55Δ

Calls
Pseudo strike
15.25
IV
107.7%
B/E move
12.5%
Puts
Pseudo strike
16.32
IV
99.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
14.65
IV
109.3%
B/E move
10.5%
Puts
Pseudo strike
16.89
IV
99.5%
B/E move
6.5%

65Δ

Calls
Pseudo strike
14.04
IV
111.7%
B/E move
9.0%
Puts
Pseudo strike
17.45
IV
99.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
13.43
IV
114.2%
B/E move
7.5%
Puts
Pseudo strike
18.63
IV
108.7%
B/E move
4.5%

75Δ

Calls
Pseudo strike
12.82
IV
116.6%
B/E move
5.9%
Puts
Pseudo strike
19.85
IV
118.3%
B/E move
3.7%

80Δ

Calls
Pseudo strike
11.86
IV
130.7%
B/E move
4.8%
Puts
Pseudo strike
22.00
IV
127.6%
B/E move
2.8%

Options history

No recorded observations