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Inspired Entertainment, Inc. Common Stock INSE

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Market dataready · fetched 2026-11-11T14:21:08.859Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T09:00:12.360802933Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:21:07.762914+00:00

Share price$4.64
1D
Price history unavailable.

Inspired Entertainment, Inc. Common Stock options

Live interpolated INSE call and put midpoint premiums by absolute delta.Inspired Entertainment, Inc. Common Stock$0.10$0.87$1.63$2.39$3.16$2.66$3.69$4.73$5.76$6.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive INSE spot · $4.64INSE PRICE$0.19$0.25$0.32$0.39$0.45$0.52$0.59$0.49$0.57$0.65$0.73$0.81$0.89$1.08$1.70$2.32$2.94
Puts——
Calls——
Skew——
Implied moveBearish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.30129.2%61.4%3.02238.1%45.6%
25Δ6.93128.4%54.8%3.36218.9%39.9%
30Δ6.56127.6%48.2%3.70199.6%34.2%
35Δ6.18126.8%41.6%4.05180.4%28.5%
40Δ5.81126.0%35.0%4.39161.1%22.9%
45Δ5.44125.2%28.4%4.73141.9%17.2%
50Δ5.07124.4%21.8%5.14130.3%12.5%
55Δ5.81148.2%11.5%
60Δ6.47166.0%10.5%
65Δ7.14183.9%9.5%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.30
IV
129.2%
B/E move
61.4%
Puts
Pseudo strike
3.02
IV
238.1%
B/E move
45.6%

25Δ

Calls
Pseudo strike
6.93
IV
128.4%
B/E move
54.8%
Puts
Pseudo strike
3.36
IV
218.9%
B/E move
39.9%

30Δ

Calls
Pseudo strike
6.56
IV
127.6%
B/E move
48.2%
Puts
Pseudo strike
3.70
IV
199.6%
B/E move
34.2%

35Δ

Calls
Pseudo strike
6.18
IV
126.8%
B/E move
41.6%
Puts
Pseudo strike
4.05
IV
180.4%
B/E move
28.5%

40Δ

Calls
Pseudo strike
5.81
IV
126.0%
B/E move
35.0%
Puts
Pseudo strike
4.39
IV
161.1%
B/E move
22.9%

45Δ

Calls
Pseudo strike
5.44
IV
125.2%
B/E move
28.4%
Puts
Pseudo strike
4.73
IV
141.9%
B/E move
17.2%

50Δ

Calls
Pseudo strike
5.07
IV
124.4%
B/E move
21.8%
Puts
Pseudo strike
5.14
IV
130.3%
B/E move
12.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.81
IV
148.2%
B/E move
11.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.47
IV
166.0%
B/E move
10.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
183.9%
B/E move
9.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend172.74%
Daily close
INSE119.0%147.8%176.7%2026-09-11: 122.96%2026-09-14: 153.10%2026-10-23: 172.74%Sep 11Sep 14Oct 23
3 observations2026-09-11 — 2026-10-23
Table
DateIV (%)
122.96%
153.10%
172.74%