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Innodata Inc INOD

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-20T06:04:21.540Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:26:29.236579496Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T05:58:29.312499+00:00

Share price$54.02
1D-0.4%
AH$52.96$53.62$54.29$54.96$55.625:30 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$0.93$6.49$12.04$17.60$23.16$33.55$44.83$56.11$67.38$78.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INOD spot · $54.02INOD PRICE$1.53$1.90$2.53$3.18$3.75$4.44$5.21$5.97$7.25$8.30$9.50$10.72$12.32$2.06$2.46$3.51$4.63$5.38$6.40$8.25$9.12$10.65$12.49$13.47$18.58$21.56
PutsExpensive1.26×
CallsExpensive1.16×
SkewBearish+1.63 pp
Implied moveBearish±$13.46
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1899.0%36.5%44.19100.8%22.0%
25Δ67.4692.2%28.4%46.9491.0%17.6%
30Δ65.3296.5%25.6%48.5699.5%16.6%
35Δ63.2799.9%23.0%50.47104.6%15.1%
40Δ60.6697.6%19.2%52.54100.1%12.7%
45Δ58.4397.2%16.4%54.5199.5%11.0%
50Δ56.4798.2%14.2%56.88106.6%10.0%
55Δ54.4396.9%11.8%58.75101.2%8.1%
60Δ52.55103.7%10.7%61.00101.2%6.8%
65Δ50.49104.0%8.8%63.49101.7%5.6%
70Δ48.39104.5%7.2%65.2195.6%4.2%
75Δ46.30103.2%5.6%70.63108.7%3.6%
80Δ43.97103.9%4.2%74.18107.5%2.6%

20Δ

Calls
Pseudo strike
72.18
IV
99.0%
B/E move
36.5%
Puts
Pseudo strike
44.19
IV
100.8%
B/E move
22.0%

25Δ

Calls
Pseudo strike
67.46
IV
92.2%
B/E move
28.4%
Puts
Pseudo strike
46.94
IV
91.0%
B/E move
17.6%

30Δ

Calls
Pseudo strike
65.32
IV
96.5%
B/E move
25.6%
Puts
Pseudo strike
48.56
IV
99.5%
B/E move
16.6%

35Δ

Calls
Pseudo strike
63.27
IV
99.9%
B/E move
23.0%
Puts
Pseudo strike
50.47
IV
104.6%
B/E move
15.1%

40Δ

Calls
Pseudo strike
60.66
IV
97.6%
B/E move
19.2%
Puts
Pseudo strike
52.54
IV
100.1%
B/E move
12.7%

45Δ

Calls
Pseudo strike
58.43
IV
97.2%
B/E move
16.4%
Puts
Pseudo strike
54.51
IV
99.5%
B/E move
11.0%

50Δ

Calls
Pseudo strike
56.47
IV
98.2%
B/E move
14.2%
Puts
Pseudo strike
56.88
IV
106.6%
B/E move
10.0%

55Δ

Calls
Pseudo strike
54.43
IV
96.9%
B/E move
11.8%
Puts
Pseudo strike
58.75
IV
101.2%
B/E move
8.1%

60Δ

Calls
Pseudo strike
52.55
IV
103.7%
B/E move
10.7%
Puts
Pseudo strike
61.00
IV
101.2%
B/E move
6.8%

65Δ

Calls
Pseudo strike
50.49
IV
104.0%
B/E move
8.8%
Puts
Pseudo strike
63.49
IV
101.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
48.39
IV
104.5%
B/E move
7.2%
Puts
Pseudo strike
65.21
IV
95.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
46.30
IV
103.2%
B/E move
5.6%
Puts
Pseudo strike
70.63
IV
108.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
43.97
IV
103.9%
B/E move
4.2%
Puts
Pseudo strike
74.18
IV
107.5%
B/E move
2.6%

Options history

INOD100.71100.81100.912026-10-19T19:50:04.850000+00:00: 100.81%Oct 19Oct 19
Table
ObservationIVSkewImplied move
100.81%-1.11 pp24.94%