IntraAlpha
Create free account Start free

Infinity Natural Resources, Inc. INR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T02:21:25.334Z

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 · 2026-10-22T23:00:00.002191093Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:21:24.983514+00:00

Share price$13.81
1D-0.3%
AH$13.35$13.49$13.62$13.75$13.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINR
Sold putSold callAH

Infinity Natural Resources, Inc. options

Live interpolated INR call and put midpoint premiums by absolute delta.Infinity Natural Resources, Inc.$0.50$2.16$3.82$5.48$7.14$7.47$10.44$13.41$16.38$19.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INR spot · $13.81INR PRICE$0.68$1.07$1.21$1.35$1.49$1.64$1.78$1.92$2.06$2.85$3.72$1.09$1.21$1.34$1.46$1.58$1.70$1.82$1.94$2.50$3.89$5.28$6.67$6.09
PutsExpensive1.86×
CallsExpensive1.71×
SkewBearish+20.79 pp
Implied moveBearish±$3.32
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.10193.5%34.8%
25Δ10.74179.4%31.1%
30Δ17.47110.0%31.4%11.38165.3%27.3%
35Δ17.64145.0%35.5%12.02151.2%23.5%
40Δ16.82135.7%30.6%12.66137.1%19.8%
45Δ16.12127.8%26.5%13.30123.0%16.0%
50Δ15.41119.9%22.4%13.94108.9%12.3%
55Δ14.70112.1%18.3%14.5894.8%8.5%
60Δ13.99104.2%14.2%15.4991.5%5.9%
65Δ13.2896.3%10.1%16.95109.1%5.4%
70Δ12.5888.5%6.0%18.40126.7%4.9%
75Δ11.6197.6%4.7%19.86144.3%4.5%
80Δ10.62108.8%3.8%19.51118.0%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.10
IV
193.5%
B/E move
34.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.74
IV
179.4%
B/E move
31.1%

30Δ

Calls
Pseudo strike
17.47
IV
110.0%
B/E move
31.4%
Puts
Pseudo strike
11.38
IV
165.3%
B/E move
27.3%

35Δ

Calls
Pseudo strike
17.64
IV
145.0%
B/E move
35.5%
Puts
Pseudo strike
12.02
IV
151.2%
B/E move
23.5%

40Δ

Calls
Pseudo strike
16.82
IV
135.7%
B/E move
30.6%
Puts
Pseudo strike
12.66
IV
137.1%
B/E move
19.8%

45Δ

Calls
Pseudo strike
16.12
IV
127.8%
B/E move
26.5%
Puts
Pseudo strike
13.30
IV
123.0%
B/E move
16.0%

50Δ

Calls
Pseudo strike
15.41
IV
119.9%
B/E move
22.4%
Puts
Pseudo strike
13.94
IV
108.9%
B/E move
12.3%

55Δ

Calls
Pseudo strike
14.70
IV
112.1%
B/E move
18.3%
Puts
Pseudo strike
14.58
IV
94.8%
B/E move
8.5%

60Δ

Calls
Pseudo strike
13.99
IV
104.2%
B/E move
14.2%
Puts
Pseudo strike
15.49
IV
91.5%
B/E move
5.9%

65Δ

Calls
Pseudo strike
13.28
IV
96.3%
B/E move
10.1%
Puts
Pseudo strike
16.95
IV
109.1%
B/E move
5.4%

70Δ

Calls
Pseudo strike
12.58
IV
88.5%
B/E move
6.0%
Puts
Pseudo strike
18.40
IV
126.7%
B/E move
4.9%

75Δ

Calls
Pseudo strike
11.61
IV
97.6%
B/E move
4.7%
Puts
Pseudo strike
19.86
IV
144.3%
B/E move
4.5%

80Δ

Calls
Pseudo strike
10.62
IV
108.8%
B/E move
3.8%
Puts
Pseudo strike
19.51
IV
118.0%
B/E move
2.8%

Options history

No recorded observations