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Intapp, Inc. Common Stock INTA

i

Market dataready · fetched 2026-11-13T18:51:03.930Z

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 · 2026-11-13T18:48:02.447832185Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:51:03.051082+00:00

Share price$46.29
1D-0.6%
$45.29$45.64$45.99$46.33$46.685:30 AM6:30 AM9:00 AM1:00 PMINTA
Sold putSold call

Intapp, Inc. Common Stock options

Live interpolated INTA call and put midpoint premiums by absolute delta.Intapp, Inc. Common Stock$1.33$3.71$6.09$8.47$10.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEINTA PRICE$1.59$2.39$3.18$3.98$4.77$5.57$6.36$7.16$7.95$8.75$5.54$6.94$8.34$10.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ49.9450.4%11.3%
40Δ48.7450.3%10.4%
45Δ47.5450.2%9.6%
50Δ46.3450.2%8.7%
55Δ45.1450.1%7.8%
60Δ43.9450.0%7.0%
65Δ42.7450.0%6.1%50.3554.2%3.2%
70Δ41.5449.9%5.2%52.0156.5%2.6%
75Δ40.3449.9%4.3%53.6858.8%2.1%
80Δ39.1549.8%3.5%55.7662.0%1.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
49.94
IV
50.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
48.74
IV
50.3%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
47.54
IV
50.2%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
46.34
IV
50.2%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.14
IV
50.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.94
IV
50.0%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.74
IV
50.0%
B/E move
6.1%
Puts
Pseudo strike
50.35
IV
54.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
41.54
IV
49.9%
B/E move
5.2%
Puts
Pseudo strike
52.01
IV
56.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
40.34
IV
49.9%
B/E move
4.3%
Puts
Pseudo strike
53.68
IV
58.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
39.15
IV
49.8%
B/E move
3.5%
Puts
Pseudo strike
55.76
IV
62.0%
B/E move
1.5%

Options history

IV · four-Friday blend58.22%
Daily close
INTA50.7%61.3%71.9%2026-08-18: 63.79%2026-08-19: 63.29%2026-08-20: 66.01%2026-08-21: 63.02%2026-08-24: 62.84%2026-08-25: 63.12%2026-08-26: 60.96%2026-08-27: 61.16%2026-08-28: 58.63%2026-08-31: 60.34%2026-09-01: 63.95%2026-09-02: 62.50%2026-09-03: 60.17%2026-09-04: 60.55%2026-09-08: 62.54%2026-09-10: 70.47%2026-09-18: 62.17%2026-09-21: 61.81%2026-09-22: 62.77%2026-09-23: 63.07%2026-09-24: 61.76%2026-09-25: 61.48%2026-09-28: 63.20%2026-09-29: 61.61%2026-09-30: 61.32%2026-10-01: 59.96%2026-10-02: 60.89%2026-10-09: 59.60%2026-10-12: 61.25%2026-10-13: 62.59%2026-10-16: 59.99%2026-10-19: 60.47%2026-10-20: 59.07%2026-10-21: 59.33%2026-10-22: 60.28%2026-10-23: 56.62%2026-10-26: 60.58%2026-10-27: 63.54%2026-10-28: 52.16%2026-10-29: 54.42%2026-10-30: 58.22%Aug 18Sep 24Oct 30
41 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
63.79%
63.29%
66.01%
63.02%
62.84%
63.12%
60.96%
61.16%
58.63%
60.34%
63.95%
62.50%
60.17%
60.55%
62.54%
70.47%
62.17%
61.81%
62.77%
63.07%
61.76%
61.48%
63.20%
61.61%
61.32%
59.96%
60.89%
59.60%
61.25%
62.59%
59.99%
60.47%
59.07%
59.33%
60.28%
56.62%
60.58%
63.54%
52.16%
54.42%
58.22%