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Innventure, Inc. INV

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-15T20:04:26.565Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:17.435444462Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:21.145256+00:00

Share price$0.29
1D+14.7%
AH$0.24$0.25$0.27$0.29$0.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINV
Sold putSold callAH

Innventure, Inc. options

Live interpolated INV call and put midpoint premiums by absolute delta.Innventure, Inc.$0.00$7.31$14.61$21.92$29.22$-0.59$-0.13$0.33$0.79$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.29OPTION PRICELive INV spot · $0.29INV PRICE$0.03$0.04$0.05$0.06$0.06$0.07$0.07$0.27$0.25$0.23$0.28$0.28$0.23$0.69$1.18$1.75$2.60$3.87$5.14$0.72$8.01$12.68$16.28$19.87$23.47$27.06
PutsExpensive3.01×
CallsExpensive2.92×
SkewBearish+104.79 pp
Implied moveBearish±$0.79
TiltBearish96.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.18594.9%2710.7%0.79800.0%65.8%
25Δ9.28648.2%3088.9%1.28800.0%65.8%
30Δ9.30658.0%3098.8%1.85800.0%65.8%
35Δ7.24583.4%2396.1%2.64800.0%86.7%
40Δ5.18508.9%1693.5%3.82800.0%118.9%
45Δ3.12434.4%990.8%5.00800.0%151.2%
50Δ1.06359.9%288.1%0.91367.6%34.6%
55Δ5.00800.0%1703.0%8.21782.4%31.6%
60Δ3.82800.0%1291.7%12.88800.0%31.6%
65Δ2.64800.0%880.4%16.48800.0%31.6%
70Δ1.85800.0%628.5%20.07800.0%31.6%
75Δ1.28800.0%431.7%23.67800.0%31.6%
80Δ0.79800.0%246.9%27.26800.0%31.6%

20Δ

Calls
Pseudo strike
8.18
IV
594.9%
B/E move
2710.7%
Puts
Pseudo strike
0.79
IV
800.0%
B/E move
65.8%

25Δ

Calls
Pseudo strike
9.28
IV
648.2%
B/E move
3088.9%
Puts
Pseudo strike
1.28
IV
800.0%
B/E move
65.8%

30Δ

Calls
Pseudo strike
9.30
IV
658.0%
B/E move
3098.8%
Puts
Pseudo strike
1.85
IV
800.0%
B/E move
65.8%

35Δ

Calls
Pseudo strike
7.24
IV
583.4%
B/E move
2396.1%
Puts
Pseudo strike
2.64
IV
800.0%
B/E move
86.7%

40Δ

Calls
Pseudo strike
5.18
IV
508.9%
B/E move
1693.5%
Puts
Pseudo strike
3.82
IV
800.0%
B/E move
118.9%

45Δ

Calls
Pseudo strike
3.12
IV
434.4%
B/E move
990.8%
Puts
Pseudo strike
5.00
IV
800.0%
B/E move
151.2%

50Δ

Calls
Pseudo strike
1.06
IV
359.9%
B/E move
288.1%
Puts
Pseudo strike
0.91
IV
367.6%
B/E move
34.6%

55Δ

Calls
Pseudo strike
5.00
IV
800.0%
B/E move
1703.0%
Puts
Pseudo strike
8.21
IV
782.4%
B/E move
31.6%

60Δ

Calls
Pseudo strike
3.82
IV
800.0%
B/E move
1291.7%
Puts
Pseudo strike
12.88
IV
800.0%
B/E move
31.6%

65Δ

Calls
Pseudo strike
2.64
IV
800.0%
B/E move
880.4%
Puts
Pseudo strike
16.48
IV
800.0%
B/E move
31.6%

70Δ

Calls
Pseudo strike
1.85
IV
800.0%
B/E move
628.5%
Puts
Pseudo strike
20.07
IV
800.0%
B/E move
31.6%

75Δ

Calls
Pseudo strike
1.28
IV
800.0%
B/E move
431.7%
Puts
Pseudo strike
23.67
IV
800.0%
B/E move
31.6%

80Δ

Calls
Pseudo strike
0.79
IV
800.0%
B/E move
246.9%
Puts
Pseudo strike
27.26
IV
800.0%
B/E move
31.6%