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Intapp Inc INTA

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T03:00:15.676Z

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 · 2026-10-22T20:00:08.603487149Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:14.451227+00:00

Share price$47.18
1D+2.3%
AH$45.49$46.00$46.52$47.03$47.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINTA
Sold putSold callAH

Intapp Inc options

Live interpolated INTA call and put midpoint premiums by absolute delta.Intapp Inc$0.80$3.62$6.44$9.25$12.07$31.97$38.35$44.74$51.12$57.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INTA spot · $47.18INTA PRICE$1.10$1.39$1.68$1.98$2.48$2.98$3.48$3.98$4.49$5.33$6.17$7.00$1.24$1.77$2.30$2.84$3.36$3.89$4.41$4.94$5.77$6.92$8.07$9.36$11.26
PutsExpensive1.43×
CallsFair1.04×
SkewBearish+13.16 pp
Implied moveBearish±$7.39
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8570.1%16.1%
25Δ53.9359.2%16.6%42.0872.7%14.6%
30Δ52.5958.5%14.4%43.3275.4%13.1%
35Δ51.2557.7%12.2%44.5678.1%11.6%
40Δ49.9357.0%10.0%45.7877.4%10.1%
45Δ48.9457.8%9.0%46.9874.8%8.7%
50Δ47.9458.6%7.9%48.1972.2%7.2%
55Δ46.9559.5%6.9%49.3969.6%5.8%
60Δ45.9560.3%5.8%50.7568.7%4.7%
65Δ44.9461.1%4.8%52.2769.7%3.9%
70Δ43.7561.0%4.0%53.7870.7%3.1%
75Δ42.5561.0%3.3%55.4271.6%2.4%
80Δ41.3561.0%2.5%57.6372.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.85
IV
70.1%
B/E move
16.1%

25Δ

Calls
Pseudo strike
53.93
IV
59.2%
B/E move
16.6%
Puts
Pseudo strike
42.08
IV
72.7%
B/E move
14.6%

30Δ

Calls
Pseudo strike
52.59
IV
58.5%
B/E move
14.4%
Puts
Pseudo strike
43.32
IV
75.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
51.25
IV
57.7%
B/E move
12.2%
Puts
Pseudo strike
44.56
IV
78.1%
B/E move
11.6%

40Δ

Calls
Pseudo strike
49.93
IV
57.0%
B/E move
10.0%
Puts
Pseudo strike
45.78
IV
77.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
48.94
IV
57.8%
B/E move
9.0%
Puts
Pseudo strike
46.98
IV
74.8%
B/E move
8.7%

50Δ

Calls
Pseudo strike
47.94
IV
58.6%
B/E move
7.9%
Puts
Pseudo strike
48.19
IV
72.2%
B/E move
7.2%

55Δ

Calls
Pseudo strike
46.95
IV
59.5%
B/E move
6.9%
Puts
Pseudo strike
49.39
IV
69.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
45.95
IV
60.3%
B/E move
5.8%
Puts
Pseudo strike
50.75
IV
68.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
44.94
IV
61.1%
B/E move
4.8%
Puts
Pseudo strike
52.27
IV
69.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
43.75
IV
61.0%
B/E move
4.0%
Puts
Pseudo strike
53.78
IV
70.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
42.55
IV
61.0%
B/E move
3.3%
Puts
Pseudo strike
55.42
IV
71.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
41.35
IV
61.0%
B/E move
2.5%
Puts
Pseudo strike
57.63
IV
72.2%
B/E move
1.7%

Options history

No recorded observations