Inovio Pharmaceuticals Inc INO
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-21T17:47:49.586Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:46.090122996Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:48.767741+00:00
Share price$0.86
1D-19.2%
Sold putSold call
Inovio Pharmaceuticals Inc options
PutsExpensive3.10×
CallsExpensive3.32×
SkewBearish+41.13 pp
Implied moveBearish±$1.87
TiltBearish27.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.61 | 510.4% | 45.3% | |||
| 25Δ | 0.70 | 513.7% | 40.9% | |||
| 30Δ | 1.87 | 523.1% | 129.8% | 0.79 | 516.9% | 36.6% |
| 35Δ | 1.72 | 537.6% | 114.7% | 0.89 | 520.2% | 32.2% |
| 40Δ | 1.57 | 552.2% | 99.6% | 0.98 | 523.4% | 27.9% |
| 45Δ | 1.42 | 559.1% | 85.8% | 1.63 | 800.0% | 89.4% |
| 50Δ | 1.29 | 560.2% | 73.0% | 1.91 | 800.0% | 73.3% |
| 55Δ | 1.15 | 561.2% | 60.3% | |||
| 60Δ | 1.01 | 562.3% | 47.6% | |||
| 65Δ | 0.91 | 564.1% | 39.8% | |||
| 70Δ | 0.81 | 566.0% | 32.7% | |||
| 75Δ | 0.71 | 567.8% | 25.6% | |||
| 80Δ | 0.61 | 569.7% | 18.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.61
- IV
- 510.4%
- B/E move
- 45.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.70
- IV
- 513.7%
- B/E move
- 40.9%
30Δ
- Pseudo strike
- 1.87
- IV
- 523.1%
- B/E move
- 129.8%
- Pseudo strike
- 0.79
- IV
- 516.9%
- B/E move
- 36.6%
35Δ
- Pseudo strike
- 1.72
- IV
- 537.6%
- B/E move
- 114.7%
- Pseudo strike
- 0.89
- IV
- 520.2%
- B/E move
- 32.2%
40Δ
- Pseudo strike
- 1.57
- IV
- 552.2%
- B/E move
- 99.6%
- Pseudo strike
- 0.98
- IV
- 523.4%
- B/E move
- 27.9%
45Δ
- Pseudo strike
- 1.42
- IV
- 559.1%
- B/E move
- 85.8%
- Pseudo strike
- 1.63
- IV
- 800.0%
- B/E move
- 89.4%
50Δ
- Pseudo strike
- 1.29
- IV
- 560.2%
- B/E move
- 73.0%
- Pseudo strike
- 1.91
- IV
- 800.0%
- B/E move
- 73.3%
55Δ
- Pseudo strike
- 1.15
- IV
- 561.2%
- B/E move
- 60.3%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 1.01
- IV
- 562.3%
- B/E move
- 47.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 0.91
- IV
- 564.1%
- B/E move
- 39.8%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 0.81
- IV
- 566.0%
- B/E move
- 32.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 0.71
- IV
- 567.8%
- B/E move
- 25.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 0.61
- IV
- 569.7%
- B/E move
- 18.5%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations