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Impinj, Inc. Common Stock PI

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Market datapartial · fetched 2026-10-22T21:03:04.812Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.363101177Z

FundamentalsAlpha Vantage · unavailable

Share price$162.70
1D-6.4%
AH$159$164$168$172$1765:30 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$2.58$16.43$30.28$44.13$57.99$110.25$135.90$161.54$187.18$212.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PI spot · $162.70PI PRICE$4.07$5.37$6.99$8.55$10.17$11.83$13.70$15.84$18.31$21.01$23.86$27.29$31.20$5.32$7.10$9.13$11.54$14.01$17.05$20.06$23.82$28.11$32.49$38.49$45.43$53.99
PutsExpensive1.41×
CallsExpensive1.61×
SkewBearish+5.07 pp
Implied moveBearish±$33.76
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ208.2289.1%30.5%135.8691.1%19.8%
25Δ199.1088.2%25.7%141.8790.7%17.2%
30Δ192.9790.9%22.9%147.5290.4%14.9%
35Δ186.0190.4%19.6%152.7591.7%13.2%
40Δ179.5689.2%16.6%158.0591.5%11.5%
45Δ173.5687.4%13.9%163.4592.6%10.0%
50Δ168.1686.5%11.8%168.8192.2%8.6%
55Δ163.0486.2%9.9%174.5993.0%7.3%
60Δ158.0686.7%8.4%180.7593.8%6.2%
65Δ153.0287.0%7.0%186.9893.2%5.0%
70Δ147.9686.4%5.6%194.5694.7%4.1%
75Δ142.5886.5%4.4%203.0195.3%3.1%
80Δ136.9486.3%3.3%212.9996.3%2.3%

20Δ

Calls
Pseudo strike
208.22
IV
89.1%
B/E move
30.5%
Puts
Pseudo strike
135.86
IV
91.1%
B/E move
19.8%

25Δ

Calls
Pseudo strike
199.10
IV
88.2%
B/E move
25.7%
Puts
Pseudo strike
141.87
IV
90.7%
B/E move
17.2%

30Δ

Calls
Pseudo strike
192.97
IV
90.9%
B/E move
22.9%
Puts
Pseudo strike
147.52
IV
90.4%
B/E move
14.9%

35Δ

Calls
Pseudo strike
186.01
IV
90.4%
B/E move
19.6%
Puts
Pseudo strike
152.75
IV
91.7%
B/E move
13.2%

40Δ

Calls
Pseudo strike
179.56
IV
89.2%
B/E move
16.6%
Puts
Pseudo strike
158.05
IV
91.5%
B/E move
11.5%

45Δ

Calls
Pseudo strike
173.56
IV
87.4%
B/E move
13.9%
Puts
Pseudo strike
163.45
IV
92.6%
B/E move
10.0%

50Δ

Calls
Pseudo strike
168.16
IV
86.5%
B/E move
11.8%
Puts
Pseudo strike
168.81
IV
92.2%
B/E move
8.6%

55Δ

Calls
Pseudo strike
163.04
IV
86.2%
B/E move
9.9%
Puts
Pseudo strike
174.59
IV
93.0%
B/E move
7.3%

60Δ

Calls
Pseudo strike
158.06
IV
86.7%
B/E move
8.4%
Puts
Pseudo strike
180.75
IV
93.8%
B/E move
6.2%

65Δ

Calls
Pseudo strike
153.02
IV
87.0%
B/E move
7.0%
Puts
Pseudo strike
186.98
IV
93.2%
B/E move
5.0%

70Δ

Calls
Pseudo strike
147.96
IV
86.4%
B/E move
5.6%
Puts
Pseudo strike
194.56
IV
94.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
142.58
IV
86.5%
B/E move
4.4%
Puts
Pseudo strike
203.01
IV
95.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
136.94
IV
86.3%
B/E move
3.3%
Puts
Pseudo strike
212.99
IV
96.3%
B/E move
2.3%

Options history

No recorded observations