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Innventure, Inc. INV

i

Market datapartial · fetched 2026-11-07T01:38:20.433Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2028-01-21

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 · 2026-11-07T00:20:59.141403226Z

FundamentalsAlpha Vantage · unavailable

Share price$0.14
1D-15.0%
AH$0.12$0.13$0.15$0.16$0.175:30 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.$2.49$3.08$3.68$4.28$4.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEINV PRICE$2.55$2.91$3.27$3.63$3.99$4.35$4.71
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
25Δ2.65311.1%29.2%
30Δ3.01298.1%29.2%
35Δ3.37285.1%29.2%
40Δ3.73272.1%29.2%
45Δ4.09259.1%29.2%
50Δ4.45246.1%29.2%
55Δ4.81233.1%29.2%
60Δ
65Δ
70Δ
75Δ
80Δ

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
2.65
IV
311.1%
B/E move
29.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
298.1%
B/E move
29.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
285.1%
B/E move
29.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
272.1%
B/E move
29.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
259.1%
B/E move
29.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
246.1%
B/E move
29.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
233.1%
B/E move
29.2%

60Δ

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

65Δ

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

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 blend260.93%
Daily close
INV144.8%207.1%269.5%2026-09-03: 153.36%2026-09-11: 166.20%2026-10-01: 224.38%2026-10-02: 257.61%2026-10-05: 260.93%Sep 3Oct 1Oct 5
5 observations2026-09-03 — 2026-10-05
Table
DateIV (%)
153.36%
166.20%
224.38%
257.61%
260.93%