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Innventure, Inc. INV

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-15T20:37:10.465Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:22:56.914201207Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:09.436517+00:00

Share price$0.29
1D+14.4%
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$7.29$14.59$21.88$29.17$-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$0.68$1.17$1.74$2.58$3.86$5.13$0.87$7.76$12.63$16.23$19.82$23.42$27.02
PutsExpensive3.02×
CallsExpensive2.92×
SkewBearish+105.10 pp
Implied moveBearish±$0.94
TiltBearish96.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.18595.2%2714.3%0.78800.0%65.7%
25Δ9.27648.5%3092.7%1.27800.0%65.7%
30Δ9.31659.3%3111.0%1.84800.0%65.7%
35Δ7.25584.8%2406.4%2.62800.0%86.3%
40Δ5.19510.2%1701.8%3.80800.0%118.6%
45Δ3.13435.6%997.3%4.98800.0%150.9%
50Δ1.07361.1%292.7%1.05381.6%38.5%
55Δ4.98800.0%1701.6%7.96779.5%31.4%
60Δ3.80800.0%1289.7%12.83800.0%31.4%
65Δ2.62800.0%877.8%16.43800.0%31.4%
70Δ1.84800.0%627.9%20.02800.0%31.4%
75Δ1.27800.0%431.2%23.62800.0%31.4%
80Δ0.78800.0%246.2%27.22800.0%31.4%

20Δ

Calls
Pseudo strike
8.18
IV
595.2%
B/E move
2714.3%
Puts
Pseudo strike
0.78
IV
800.0%
B/E move
65.7%

25Δ

Calls
Pseudo strike
9.27
IV
648.5%
B/E move
3092.7%
Puts
Pseudo strike
1.27
IV
800.0%
B/E move
65.7%

30Δ

Calls
Pseudo strike
9.31
IV
659.3%
B/E move
3111.0%
Puts
Pseudo strike
1.84
IV
800.0%
B/E move
65.7%

35Δ

Calls
Pseudo strike
7.25
IV
584.8%
B/E move
2406.4%
Puts
Pseudo strike
2.62
IV
800.0%
B/E move
86.3%

40Δ

Calls
Pseudo strike
5.19
IV
510.2%
B/E move
1701.8%
Puts
Pseudo strike
3.80
IV
800.0%
B/E move
118.6%

45Δ

Calls
Pseudo strike
3.13
IV
435.6%
B/E move
997.3%
Puts
Pseudo strike
4.98
IV
800.0%
B/E move
150.9%

50Δ

Calls
Pseudo strike
1.07
IV
361.1%
B/E move
292.7%
Puts
Pseudo strike
1.05
IV
381.6%
B/E move
38.5%

55Δ

Calls
Pseudo strike
4.98
IV
800.0%
B/E move
1701.6%
Puts
Pseudo strike
7.96
IV
779.5%
B/E move
31.4%

60Δ

Calls
Pseudo strike
3.80
IV
800.0%
B/E move
1289.7%
Puts
Pseudo strike
12.83
IV
800.0%
B/E move
31.4%

65Δ

Calls
Pseudo strike
2.62
IV
800.0%
B/E move
877.8%
Puts
Pseudo strike
16.43
IV
800.0%
B/E move
31.4%

70Δ

Calls
Pseudo strike
1.84
IV
800.0%
B/E move
627.9%
Puts
Pseudo strike
20.02
IV
800.0%
B/E move
31.4%

75Δ

Calls
Pseudo strike
1.27
IV
800.0%
B/E move
431.2%
Puts
Pseudo strike
23.62
IV
800.0%
B/E move
31.4%

80Δ

Calls
Pseudo strike
0.78
IV
800.0%
B/E move
246.2%
Puts
Pseudo strike
27.22
IV
800.0%
B/E move
31.4%