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InnovAge Holding Corp. Common Stock INNV

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Market datapartial · fetched 2026-10-22T23:10:27.393Z

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 · 2026-10-22T20:00:07.301230578Z

FundamentalsAlpha Vantage · unavailable

Share price$9.52
1D+4.6%
AH$9.07$9.19$9.31$9.43$9.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINNV
Sold putSold callAH

InnovAge Holding Corp. Common Stock options

Live interpolated INNV call and put midpoint premiums by absolute delta.InnovAge Holding Corp. Common Stock$0.10$2.65$5.20$7.75$10.30$4.98$6.91$8.84$10.77$12.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INNV spot · $9.52INNV PRICE$0.38$0.38$0.41$0.44$0.48$0.57$0.80$1.03$1.25$1.48$1.71$1.94$2.17$0.44$0.67$0.90$1.13$1.36$1.59$1.93$2.36$2.78$3.21$4.17$7.33$9.57
PutsExpensive3.28×
CallsExpensive2.07×
SkewBearish+50.57 pp
Implied moveBearish±$2.73
TiltBearish48.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.98151.3%61.3%7.63118.5%24.5%
25Δ12.42110.8%34.5%8.07121.4%22.4%
30Δ11.7798.2%27.9%8.50124.3%20.2%
35Δ11.1185.5%21.4%8.93127.3%18.1%
40Δ10.4672.9%14.8%9.37130.2%15.9%
45Δ9.9065.7%10.0%9.80133.1%13.8%
50Δ9.5970.6%9.1%10.31135.0%12.0%
55Δ9.2875.6%8.2%10.89135.8%10.4%
60Δ8.9780.5%7.4%11.46136.7%8.8%
65Δ8.6585.5%6.5%12.04137.5%7.3%
70Δ8.3490.5%5.6%13.13147.1%5.9%
75Δ8.0395.4%4.7%16.32192.4%5.6%
80Δ7.72100.4%3.8%18.69201.1%4.1%

20Δ

Calls
Pseudo strike
14.98
IV
151.3%
B/E move
61.3%
Puts
Pseudo strike
7.63
IV
118.5%
B/E move
24.5%

25Δ

Calls
Pseudo strike
12.42
IV
110.8%
B/E move
34.5%
Puts
Pseudo strike
8.07
IV
121.4%
B/E move
22.4%

30Δ

Calls
Pseudo strike
11.77
IV
98.2%
B/E move
27.9%
Puts
Pseudo strike
8.50
IV
124.3%
B/E move
20.2%

35Δ

Calls
Pseudo strike
11.11
IV
85.5%
B/E move
21.4%
Puts
Pseudo strike
8.93
IV
127.3%
B/E move
18.1%

40Δ

Calls
Pseudo strike
10.46
IV
72.9%
B/E move
14.8%
Puts
Pseudo strike
9.37
IV
130.2%
B/E move
15.9%

45Δ

Calls
Pseudo strike
9.90
IV
65.7%
B/E move
10.0%
Puts
Pseudo strike
9.80
IV
133.1%
B/E move
13.8%

50Δ

Calls
Pseudo strike
9.59
IV
70.6%
B/E move
9.1%
Puts
Pseudo strike
10.31
IV
135.0%
B/E move
12.0%

55Δ

Calls
Pseudo strike
9.28
IV
75.6%
B/E move
8.2%
Puts
Pseudo strike
10.89
IV
135.8%
B/E move
10.4%

60Δ

Calls
Pseudo strike
8.97
IV
80.5%
B/E move
7.4%
Puts
Pseudo strike
11.46
IV
136.7%
B/E move
8.8%

65Δ

Calls
Pseudo strike
8.65
IV
85.5%
B/E move
6.5%
Puts
Pseudo strike
12.04
IV
137.5%
B/E move
7.3%

70Δ

Calls
Pseudo strike
8.34
IV
90.5%
B/E move
5.6%
Puts
Pseudo strike
13.13
IV
147.1%
B/E move
5.9%

75Δ

Calls
Pseudo strike
8.03
IV
95.4%
B/E move
4.7%
Puts
Pseudo strike
16.32
IV
192.4%
B/E move
5.6%

80Δ

Calls
Pseudo strike
7.72
IV
100.4%
B/E move
3.8%
Puts
Pseudo strike
18.69
IV
201.1%
B/E move
4.1%

Options history

No recorded observations