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Innodata Inc INOD

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-16T22:40:37.761Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:27:21.801852394Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:40:37.229570+00:00

Share price$52.78
1D-4.9%
AH$52$53$54$55$565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINOD
Sold putSold callAH

Innodata Inc options

Live interpolated INOD call and put midpoint premiums by absolute delta.Innodata Inc$0.42$2.47$4.52$6.57$8.62$44.60$49.51$54.42$59.33$64.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INOD spot · $52.78INOD PRICE$1.08$0.93$1.28$1.18$1.59$2.08$2.10$2.63$2.97$3.02$3.83$4.85$4.85$0.64$0.91$1.08$1.38$1.70$1.95$2.21$2.74$3.22$3.75$4.59$6.29$8.03
PutsCheap0.91×
CallsExpensive1.12×
SkewBullish-8.94 pp
Implied moveBearish±$4.31
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.32148.7%23.9%48.7374.1%8.9%
25Δ58.2192.7%12.0%49.3878.7%8.2%
30Δ57.37100.0%11.1%50.3772.4%6.6%
35Δ55.1872.3%6.8%51.0175.5%6.0%
40Δ54.5378.8%6.3%51.7176.2%5.2%
45Δ54.0589.7%6.3%52.4074.1%4.4%
50Δ53.1477.3%4.7%53.0870.9%3.6%
55Δ52.3782.6%4.2%53.8174.9%3.2%
60Δ51.7181.9%3.6%54.5475.6%2.7%
65Δ51.1271.5%2.6%55.3376.1%2.3%
70Δ50.1579.2%2.3%56.3680.4%1.9%
75Δ49.0088.6%2.0%58.1693.6%1.7%
80Δ48.6476.1%1.3%60.08100.5%1.4%

20Δ

Calls
Pseudo strike
64.32
IV
148.7%
B/E move
23.9%
Puts
Pseudo strike
48.73
IV
74.1%
B/E move
8.9%

25Δ

Calls
Pseudo strike
58.21
IV
92.7%
B/E move
12.0%
Puts
Pseudo strike
49.38
IV
78.7%
B/E move
8.2%

30Δ

Calls
Pseudo strike
57.37
IV
100.0%
B/E move
11.1%
Puts
Pseudo strike
50.37
IV
72.4%
B/E move
6.6%

35Δ

Calls
Pseudo strike
55.18
IV
72.3%
B/E move
6.8%
Puts
Pseudo strike
51.01
IV
75.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
54.53
IV
78.8%
B/E move
6.3%
Puts
Pseudo strike
51.71
IV
76.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
54.05
IV
89.7%
B/E move
6.3%
Puts
Pseudo strike
52.40
IV
74.1%
B/E move
4.4%

50Δ

Calls
Pseudo strike
53.14
IV
77.3%
B/E move
4.7%
Puts
Pseudo strike
53.08
IV
70.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
52.37
IV
82.6%
B/E move
4.2%
Puts
Pseudo strike
53.81
IV
74.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
51.71
IV
81.9%
B/E move
3.6%
Puts
Pseudo strike
54.54
IV
75.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
51.12
IV
71.5%
B/E move
2.6%
Puts
Pseudo strike
55.33
IV
76.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
50.15
IV
79.2%
B/E move
2.3%
Puts
Pseudo strike
56.36
IV
80.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
49.00
IV
88.6%
B/E move
2.0%
Puts
Pseudo strike
58.16
IV
93.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
48.64
IV
76.1%
B/E move
1.3%
Puts
Pseudo strike
60.08
IV
100.5%
B/E move
1.4%