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Infinity Natural Resources, Inc. INR

i

Market dataready · fetched 2026-11-12T15:54:11.452Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:51:53.709311345Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:54:10.781877+00:00

Share price$13.73
1D+1.6%
$13.35$13.45$13.55$13.65$13.755:30 AM6:30 AM9:00 AM1:00 PMINR
Sold putSold call

Infinity Natural Resources, Inc. options

Live interpolated INR call and put midpoint premiums by absolute delta.Infinity Natural Resources, Inc.$0.27$1.27$2.27$3.28$4.28$10.82$12.06$13.29$14.53$15.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INR spot · $13.72INR PRICE$0.93$0.43$0.50$0.57$0.64$0.70$0.77$0.84$0.91$0.97$1.04$0.38$0.38$0.52$0.67$0.83$0.99$1.15$1.30$1.46$1.62$2.15$3.07$3.99
PutsExpensive1.53×
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.35163.5%20.0%
25Δ12.39114.2%12.4%
30Δ19.19294.1%46.6%12.77109.4%10.7%
35Δ14.8396.3%11.2%13.06109.6%9.7%
40Δ14.6491.5%10.3%13.36109.7%8.7%
45Δ14.4586.7%9.4%13.66109.9%7.7%
50Δ14.2581.9%8.5%13.96110.1%6.7%
55Δ14.0677.1%7.6%14.25110.3%5.7%
60Δ13.8772.3%6.7%14.55110.4%4.6%
65Δ13.6867.4%5.8%14.85110.6%3.6%
70Δ13.4862.6%4.8%15.49115.3%2.8%
75Δ13.2957.8%3.9%16.48124.8%2.3%
80Δ13.1053.0%3.0%17.47134.2%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.35
IV
163.5%
B/E move
20.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.39
IV
114.2%
B/E move
12.4%

30Δ

Calls
Pseudo strike
19.19
IV
294.1%
B/E move
46.6%
Puts
Pseudo strike
12.77
IV
109.4%
B/E move
10.7%

35Δ

Calls
Pseudo strike
14.83
IV
96.3%
B/E move
11.2%
Puts
Pseudo strike
13.06
IV
109.6%
B/E move
9.7%

40Δ

Calls
Pseudo strike
14.64
IV
91.5%
B/E move
10.3%
Puts
Pseudo strike
13.36
IV
109.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
14.45
IV
86.7%
B/E move
9.4%
Puts
Pseudo strike
13.66
IV
109.9%
B/E move
7.7%

50Δ

Calls
Pseudo strike
14.25
IV
81.9%
B/E move
8.5%
Puts
Pseudo strike
13.96
IV
110.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
14.06
IV
77.1%
B/E move
7.6%
Puts
Pseudo strike
14.25
IV
110.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
13.87
IV
72.3%
B/E move
6.7%
Puts
Pseudo strike
14.55
IV
110.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
13.68
IV
67.4%
B/E move
5.8%
Puts
Pseudo strike
14.85
IV
110.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
13.48
IV
62.6%
B/E move
4.8%
Puts
Pseudo strike
15.49
IV
115.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
13.29
IV
57.8%
B/E move
3.9%
Puts
Pseudo strike
16.48
IV
124.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
13.10
IV
53.0%
B/E move
3.0%
Puts
Pseudo strike
17.47
IV
134.2%
B/E move
1.8%

Options history

IV · four-Friday blend63.63%
Daily close
INR41.9%56.8%71.7%2026-08-21: 49.06%2026-08-24: 43.99%2026-08-26: 47.91%2026-08-27: 57.30%2026-08-28: 57.52%2026-09-09: 54.49%2026-09-11: 53.10%2026-09-21: 69.12%2026-09-22: 61.98%2026-09-30: 47.22%2026-10-01: 57.57%2026-10-16: 52.98%2026-10-20: 55.05%2026-10-21: 60.49%2026-10-22: 69.67%2026-10-23: 58.90%2026-10-26: 56.85%2026-10-27: 51.42%2026-10-28: 57.95%2026-10-29: 60.21%2026-10-30: 63.63%Aug 21Oct 1Oct 30
21 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
49.06%
43.99%
47.91%
57.30%
57.52%
54.49%
53.10%
69.12%
61.98%
47.22%
57.57%
52.98%
55.05%
60.49%
69.67%
58.90%
56.85%
51.42%
57.95%
60.21%
63.63%