IntraAlpha
Create free account Start free

Impinj, Inc. Common Stock PI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-13T02:53:15.303Z

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 · 2026-11-12T21:00:02.123923504Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:53:14.870210+00:00

Share price$175.32
1D+2.9%
AH$170$172$173$175$1775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPI
Sold putSold callAH

Impinj, Inc. Common Stock options

Live interpolated PI call and put midpoint premiums by absolute delta.Impinj, Inc. Common Stock$1.39$6.51$11.62$16.74$21.86$147.93$161.81$175.68$189.56$203.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PI spot · $175.32PI PRICE$1.94$2.45$2.95$3.65$4.34$5.23$6.15$7.18$8.37$9.56$11.14$12.71$15.74$2.26$2.88$3.69$4.53$5.49$6.47$7.63$8.89$10.52$12.68$15.02$17.48$20.38
PutsCheap0.82×
CallsCheap0.72×
SkewBearish+6.99 pp
Implied moveBearish±$13.78
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.7770.5%11.1%160.8974.0%9.5%
25Δ188.5766.5%9.0%164.3670.6%7.9%
30Δ185.0162.6%7.2%167.0269.9%6.8%
35Δ182.6862.2%6.3%169.5069.7%5.9%
40Δ180.3561.7%5.3%171.8369.3%5.1%
45Δ178.2761.9%4.7%174.1268.7%4.4%
50Δ176.2362.3%4.0%176.3968.5%3.7%
55Δ174.1662.7%3.4%178.6568.4%3.2%
60Δ172.0863.0%2.9%181.1469.4%2.7%
65Δ169.9963.3%2.4%183.9972.2%2.3%
70Δ167.6763.6%2.0%187.0473.8%1.9%
75Δ165.3563.8%1.6%190.2274.6%1.5%
80Δ161.7968.5%1.3%193.8074.5%1.1%

20Δ

Calls
Pseudo strike
192.77
IV
70.5%
B/E move
11.1%
Puts
Pseudo strike
160.89
IV
74.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
188.57
IV
66.5%
B/E move
9.0%
Puts
Pseudo strike
164.36
IV
70.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
185.01
IV
62.6%
B/E move
7.2%
Puts
Pseudo strike
167.02
IV
69.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
182.68
IV
62.2%
B/E move
6.3%
Puts
Pseudo strike
169.50
IV
69.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
180.35
IV
61.7%
B/E move
5.3%
Puts
Pseudo strike
171.83
IV
69.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
178.27
IV
61.9%
B/E move
4.7%
Puts
Pseudo strike
174.12
IV
68.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
176.23
IV
62.3%
B/E move
4.0%
Puts
Pseudo strike
176.39
IV
68.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
174.16
IV
62.7%
B/E move
3.4%
Puts
Pseudo strike
178.65
IV
68.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
172.08
IV
63.0%
B/E move
2.9%
Puts
Pseudo strike
181.14
IV
69.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
169.99
IV
63.3%
B/E move
2.4%
Puts
Pseudo strike
183.99
IV
72.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
167.67
IV
63.6%
B/E move
2.0%
Puts
Pseudo strike
187.04
IV
73.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
165.35
IV
63.8%
B/E move
1.6%
Puts
Pseudo strike
190.22
IV
74.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
161.79
IV
68.5%
B/E move
1.3%
Puts
Pseudo strike
193.80
IV
74.5%
B/E move
1.1%

Options history

IV · four-Friday blend62.75%
Daily EOD
PI59.8%71.5%83.3%2026-10-19: 70.44%2026-10-20: 71.35%2026-10-21: 71.31%2026-10-22: 75.10%2026-10-23: 74.71%2026-10-26: 76.20%2026-10-27: 79.22%2026-10-28: 81.68%2026-10-29: 61.41%2026-10-30: 62.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.44%
71.35%
71.31%
75.10%
74.71%
76.20%
79.22%
81.68%
61.41%
62.75%