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InnovAge Holding Corp. Common Stock INNV

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Market datapartial · fetched 2026-10-23T16:44:38.846Z

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 · 2026-10-23T16:43:59.613575313Z

FundamentalsAlpha Vantage · unavailable

Share price$9.55
1D+0.3%
$9.46$9.52$9.58$9.64$9.705:30 AM6:30 AM9:00 AM1:00 PMINNV
Sold putSold call

InnovAge Holding Corp. Common Stock options

Live interpolated INNV call and put midpoint premiums by absolute delta.InnovAge Holding Corp. Common Stock$0.33$0.73$1.13$1.53$1.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEINNV PRICE$0.38$0.53$0.68$0.83$0.74$0.56$0.74$0.92$1.10$1.28$1.46$1.64$1.82$0.76$0.93$1.07$1.21$1.35$1.49
PutsExpensive4.21×
CallsExpensive2.37×
SkewBearish+61.07 pp
Implied move——
TiltBullish30.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.00152.9%61.0%6.93196.9%35.4%
25Δ14.24157.0%54.7%7.69180.5%29.2%
30Δ13.49161.1%48.4%8.19168.7%25.4%
35Δ12.74165.2%42.1%8.70156.9%21.6%
40Δ11.46126.0%27.8%9.20145.0%17.8%
45Δ9.9968.9%10.4%9.70133.2%14.0%
50Δ9.7169.5%9.4%
55Δ9.4470.2%8.4%
60Δ9.1670.9%7.4%
65Δ8.8871.6%6.4%
70Δ8.6172.2%5.4%
75Δ8.3372.9%4.4%
80Δ8.0573.6%3.3%

20Δ

Calls
Pseudo strike
15.00
IV
152.9%
B/E move
61.0%
Puts
Pseudo strike
6.93
IV
196.9%
B/E move
35.4%

25Δ

Calls
Pseudo strike
14.24
IV
157.0%
B/E move
54.7%
Puts
Pseudo strike
7.69
IV
180.5%
B/E move
29.2%

30Δ

Calls
Pseudo strike
13.49
IV
161.1%
B/E move
48.4%
Puts
Pseudo strike
8.19
IV
168.7%
B/E move
25.4%

35Δ

Calls
Pseudo strike
12.74
IV
165.2%
B/E move
42.1%
Puts
Pseudo strike
8.70
IV
156.9%
B/E move
21.6%

40Δ

Calls
Pseudo strike
11.46
IV
126.0%
B/E move
27.8%
Puts
Pseudo strike
9.20
IV
145.0%
B/E move
17.8%

45Δ

Calls
Pseudo strike
9.99
IV
68.9%
B/E move
10.4%
Puts
Pseudo strike
9.70
IV
133.2%
B/E move
14.0%

50Δ

Calls
Pseudo strike
9.71
IV
69.5%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.44
IV
70.2%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.16
IV
70.9%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.88
IV
71.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.61
IV
72.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.33
IV
72.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.05
IV
73.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations