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INmune Bio Inc. Common stock INMB

i

Market datapartial · fetched 2026-11-12T01:23:53.220Z

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 · 2026-11-11T23:15:20.69266257Z

FundamentalsAlpha Vantage · unavailable

Share price$1.15
1D-0.6%
AH$1.10$1.11$1.13$1.14$1.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINMB
Sold putSold callAH

INmune Bio Inc. Common stock options

Live interpolated INMB call and put midpoint premiums by absolute delta.INmune Bio Inc. Common stock$0.03$0.42$0.82$1.22$1.61$0.73$0.93$1.14$1.34$1.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INMB spot · $1.15INMB PRICE$0.07$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.31$0.34$0.37$0.38$0.43$0.49$0.54$0.60$0.65$0.71$0.76$0.82$0.87$0.95$1.50
Puts——
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.87286.9%68.9%
25Δ1.79302.9%64.1%1.00703.9%45.6%
30Δ1.70318.9%59.2%1.10670.6%41.7%
35Δ1.62335.0%54.4%1.20637.2%37.8%
40Δ1.53351.0%49.5%1.30603.8%33.9%
45Δ1.44367.0%44.7%1.40570.4%29.9%
50Δ1.36383.0%39.8%1.50537.0%26.0%
55Δ1.27399.0%35.0%1.60503.6%22.1%
60Δ1.19415.0%30.1%1.70470.3%18.1%
65Δ1.10431.0%25.3%1.80436.9%14.2%
70Δ1.02447.0%20.5%1.90403.5%10.3%
75Δ2.02373.8%6.5%
80Δ2.59423.8%5.2%

20Δ

Calls
Pseudo strike
1.87
IV
286.9%
B/E move
68.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.79
IV
302.9%
B/E move
64.1%
Puts
Pseudo strike
1.00
IV
703.9%
B/E move
45.6%

30Δ

Calls
Pseudo strike
1.70
IV
318.9%
B/E move
59.2%
Puts
Pseudo strike
1.10
IV
670.6%
B/E move
41.7%

35Δ

Calls
Pseudo strike
1.62
IV
335.0%
B/E move
54.4%
Puts
Pseudo strike
1.20
IV
637.2%
B/E move
37.8%

40Δ

Calls
Pseudo strike
1.53
IV
351.0%
B/E move
49.5%
Puts
Pseudo strike
1.30
IV
603.8%
B/E move
33.9%

45Δ

Calls
Pseudo strike
1.44
IV
367.0%
B/E move
44.7%
Puts
Pseudo strike
1.40
IV
570.4%
B/E move
29.9%

50Δ

Calls
Pseudo strike
1.36
IV
383.0%
B/E move
39.8%
Puts
Pseudo strike
1.50
IV
537.0%
B/E move
26.0%

55Δ

Calls
Pseudo strike
1.27
IV
399.0%
B/E move
35.0%
Puts
Pseudo strike
1.60
IV
503.6%
B/E move
22.1%

60Δ

Calls
Pseudo strike
1.19
IV
415.0%
B/E move
30.1%
Puts
Pseudo strike
1.70
IV
470.3%
B/E move
18.1%

65Δ

Calls
Pseudo strike
1.10
IV
431.0%
B/E move
25.3%
Puts
Pseudo strike
1.80
IV
436.9%
B/E move
14.2%

70Δ

Calls
Pseudo strike
1.02
IV
447.0%
B/E move
20.5%
Puts
Pseudo strike
1.90
IV
403.5%
B/E move
10.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
373.8%
B/E move
6.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
423.8%
B/E move
5.2%

Options history

IV · four-Friday blend313.00%
Daily close
INMB153.8%239.3%324.8%2026-08-14: 243.13%2026-09-24: 185.80%2026-09-25: 202.95%2026-09-30: 165.64%2026-10-06: 233.62%2026-10-08: 313.00%Aug 14Sep 25Oct 8
6 observations2026-08-14 — 2026-10-08
Table
DateIV (%)
243.13%
185.80%
202.95%
165.64%
233.62%
313.00%