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INmune Bio Inc INMB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T20:44:16.483Z

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 · 2026-10-22T20:00:00.694545279Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:44:16.090619+00:00

Share price$1.54
1D-1.9%
AH$1.51$1.54$1.57$1.60$1.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINMB
Sold putSold callAH

INmune Bio Inc options

Live interpolated INMB call and put midpoint premiums by absolute delta.INmune Bio Inc$0.06$0.25$0.44$0.63$0.82$-0.12$0.74$1.60$2.47$3.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INMB spot · $1.54INMB PRICE$0.08$0.14$0.20$0.26$0.32$0.38$0.44$0.48$0.50$0.52$0.54$0.56$0.57$0.48$0.48$0.48$0.48$0.49$0.49$0.49$0.49$0.49$0.49$0.50$0.50$0.77
PutsExpensive3.37×
CallsExpensive3.24×
SkewBullish-29.81 pp
Implied moveBearish±$0.93
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.26135.7%51.9%1.09519.4%60.4%
25Δ2.52193.7%73.2%1.17483.3%55.4%
30Δ2.79251.8%94.6%1.24447.3%50.4%
35Δ3.06309.8%115.9%1.32411.2%45.5%
40Δ3.33367.9%137.3%1.40375.2%40.5%
45Δ3.60426.0%158.6%1.48339.1%35.6%
50Δ3.87484.0%180.0%1.56303.0%30.6%
55Δ3.78488.2%177.2%1.64267.0%25.7%
60Δ3.36439.1%150.6%1.71230.9%20.7%
65Δ2.93390.1%124.0%1.79194.9%15.7%
70Δ2.50341.0%97.4%1.87158.8%10.8%
75Δ2.07291.9%70.8%1.95122.8%5.8%
80Δ1.65242.9%44.2%2.27121.6%2.6%

20Δ

Calls
Pseudo strike
2.26
IV
135.7%
B/E move
51.9%
Puts
Pseudo strike
1.09
IV
519.4%
B/E move
60.4%

25Δ

Calls
Pseudo strike
2.52
IV
193.7%
B/E move
73.2%
Puts
Pseudo strike
1.17
IV
483.3%
B/E move
55.4%

30Δ

Calls
Pseudo strike
2.79
IV
251.8%
B/E move
94.6%
Puts
Pseudo strike
1.24
IV
447.3%
B/E move
50.4%

35Δ

Calls
Pseudo strike
3.06
IV
309.8%
B/E move
115.9%
Puts
Pseudo strike
1.32
IV
411.2%
B/E move
45.5%

40Δ

Calls
Pseudo strike
3.33
IV
367.9%
B/E move
137.3%
Puts
Pseudo strike
1.40
IV
375.2%
B/E move
40.5%

45Δ

Calls
Pseudo strike
3.60
IV
426.0%
B/E move
158.6%
Puts
Pseudo strike
1.48
IV
339.1%
B/E move
35.6%

50Δ

Calls
Pseudo strike
3.87
IV
484.0%
B/E move
180.0%
Puts
Pseudo strike
1.56
IV
303.0%
B/E move
30.6%

55Δ

Calls
Pseudo strike
3.78
IV
488.2%
B/E move
177.2%
Puts
Pseudo strike
1.64
IV
267.0%
B/E move
25.7%

60Δ

Calls
Pseudo strike
3.36
IV
439.1%
B/E move
150.6%
Puts
Pseudo strike
1.71
IV
230.9%
B/E move
20.7%

65Δ

Calls
Pseudo strike
2.93
IV
390.1%
B/E move
124.0%
Puts
Pseudo strike
1.79
IV
194.9%
B/E move
15.7%

70Δ

Calls
Pseudo strike
2.50
IV
341.0%
B/E move
97.4%
Puts
Pseudo strike
1.87
IV
158.8%
B/E move
10.8%

75Δ

Calls
Pseudo strike
2.07
IV
291.9%
B/E move
70.8%
Puts
Pseudo strike
1.95
IV
122.8%
B/E move
5.8%

80Δ

Calls
Pseudo strike
1.65
IV
242.9%
B/E move
44.2%
Puts
Pseudo strike
2.27
IV
121.6%
B/E move
2.6%

Options history

No recorded observations