IntraAlpha
Create free account Start free

InnovAge Holding Corp. Common Stock INNV

i

Market datapartial · fetched 2026-10-22T18:28:10.476Z

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 · 2026-10-22T18:25:44.358614891Z

FundamentalsAlpha Vantage · unavailable

Share price$9.38
1D+3.0%
$9.08$9.16$9.24$9.32$9.405:30 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$0.08$2.79$5.49$8.19$10.90$5.03$6.84$8.64$10.45$12.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INNV spot · $9.38INNV PRICE$0.38$0.38$0.39$0.41$0.43$0.60$0.78$0.95$1.12$1.29$1.47$1.64$1.81$0.41$0.63$0.86$1.08$1.31$1.53$1.78$2.24$2.70$3.15$3.61$6.67$10.12
PutsExpensive3.18×
CallsExpensive1.88×
SkewBearish+55.52 pp
Implied moveBearish±$2.56
TiltBearish51.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.92153.9%63.2%7.56113.8%23.7%
25Δ12.36113.1%35.9%7.98116.6%21.7%
30Δ11.5696.0%27.5%8.39119.4%19.6%
35Δ10.7679.0%19.2%8.81122.2%17.6%
40Δ9.9962.8%11.2%9.22125.0%15.5%
45Δ9.7264.6%10.2%9.64127.8%13.5%
50Δ9.4666.3%9.2%10.08130.5%11.5%
55Δ9.1968.1%8.2%10.67132.3%10.1%
60Δ8.9369.8%7.2%11.26134.2%8.6%
65Δ8.6671.6%6.2%11.86136.1%7.2%
70Δ8.4073.3%5.2%12.45137.9%5.7%
75Δ8.1375.1%4.2%15.55180.1%5.3%
80Δ7.8776.9%3.2%19.06216.2%4.6%

20Δ

Calls
Pseudo strike
14.92
IV
153.9%
B/E move
63.2%
Puts
Pseudo strike
7.56
IV
113.8%
B/E move
23.7%

25Δ

Calls
Pseudo strike
12.36
IV
113.1%
B/E move
35.9%
Puts
Pseudo strike
7.98
IV
116.6%
B/E move
21.7%

30Δ

Calls
Pseudo strike
11.56
IV
96.0%
B/E move
27.5%
Puts
Pseudo strike
8.39
IV
119.4%
B/E move
19.6%

35Δ

Calls
Pseudo strike
10.76
IV
79.0%
B/E move
19.2%
Puts
Pseudo strike
8.81
IV
122.2%
B/E move
17.6%

40Δ

Calls
Pseudo strike
9.99
IV
62.8%
B/E move
11.2%
Puts
Pseudo strike
9.22
IV
125.0%
B/E move
15.5%

45Δ

Calls
Pseudo strike
9.72
IV
64.6%
B/E move
10.2%
Puts
Pseudo strike
9.64
IV
127.8%
B/E move
13.5%

50Δ

Calls
Pseudo strike
9.46
IV
66.3%
B/E move
9.2%
Puts
Pseudo strike
10.08
IV
130.5%
B/E move
11.5%

55Δ

Calls
Pseudo strike
9.19
IV
68.1%
B/E move
8.2%
Puts
Pseudo strike
10.67
IV
132.3%
B/E move
10.1%

60Δ

Calls
Pseudo strike
8.93
IV
69.8%
B/E move
7.2%
Puts
Pseudo strike
11.26
IV
134.2%
B/E move
8.6%

65Δ

Calls
Pseudo strike
8.66
IV
71.6%
B/E move
6.2%
Puts
Pseudo strike
11.86
IV
136.1%
B/E move
7.2%

70Δ

Calls
Pseudo strike
8.40
IV
73.3%
B/E move
5.2%
Puts
Pseudo strike
12.45
IV
137.9%
B/E move
5.7%

75Δ

Calls
Pseudo strike
8.13
IV
75.1%
B/E move
4.2%
Puts
Pseudo strike
15.55
IV
180.1%
B/E move
5.3%

80Δ

Calls
Pseudo strike
7.87
IV
76.9%
B/E move
3.2%
Puts
Pseudo strike
19.06
IV
216.2%
B/E move
4.6%

Options history

No recorded observations