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Innovex International, Inc. INVX

i

Market dataready · fetched 2026-11-12T03:23:42.955Z

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: 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 · 2026-11-12T00:00:00.003412628Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:23:42.352537+00:00

Share price$25.25
1D-0.3%
AH$24.95$25.10$25.26$25.42$25.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINVX
Sold putSold callAH

Innovex International, Inc. options

Live interpolated INVX call and put midpoint premiums by absolute delta.Innovex International, Inc.$0.36$1.41$2.46$3.52$4.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEINVX PRICE$0.47$0.57$0.67$0.77$0.87$0.97$1.07$1.58$2.25$2.92$3.60$4.27$0.47$0.56$0.64$0.73$0.81
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.41101.6%13.1%
25Δ28.7086.7%15.5%23.0192.3%11.1%
30Δ28.1182.6%13.6%23.5484.7%9.3%
35Δ27.5278.5%11.7%24.0777.1%7.5%
40Δ26.9474.4%9.7%24.6169.6%5.8%
45Δ26.3570.3%7.8%
50Δ25.7666.1%5.9%
55Δ25.1762.0%3.9%
60Δ24.4668.2%3.1%
65Δ23.7178.5%2.8%
70Δ22.9588.9%2.5%
75Δ22.1999.2%2.1%
80Δ21.44109.6%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.41
IV
101.6%
B/E move
13.1%

25Δ

Calls
Pseudo strike
28.70
IV
86.7%
B/E move
15.5%
Puts
Pseudo strike
23.01
IV
92.3%
B/E move
11.1%

30Δ

Calls
Pseudo strike
28.11
IV
82.6%
B/E move
13.6%
Puts
Pseudo strike
23.54
IV
84.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
27.52
IV
78.5%
B/E move
11.7%
Puts
Pseudo strike
24.07
IV
77.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
26.94
IV
74.4%
B/E move
9.7%
Puts
Pseudo strike
24.61
IV
69.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
26.35
IV
70.3%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.76
IV
66.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.17
IV
62.0%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.46
IV
68.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.71
IV
78.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.95
IV
88.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.19
IV
99.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.44
IV
109.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.83%
Daily close
INVX41.0%56.9%72.9%2026-08-19: 70.72%2026-08-27: 43.16%2026-08-28: 43.44%2026-09-02: 49.76%2026-09-08: 46.51%2026-09-09: 43.41%2026-09-11: 49.50%2026-09-15: 47.09%2026-09-18: 48.14%2026-10-16: 46.90%2026-10-19: 48.35%2026-10-20: 46.59%2026-10-22: 45.50%2026-10-23: 48.56%2026-10-26: 46.42%2026-10-27: 48.73%2026-10-28: 48.40%2026-10-29: 47.95%2026-10-30: 48.83%Aug 19Oct 16Oct 30
19 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
70.72%
43.16%
43.44%
49.76%
46.51%
43.41%
49.50%
47.09%
48.14%
46.90%
48.35%
46.59%
45.50%
48.56%
46.42%
48.73%
48.40%
47.95%
48.83%