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Impinj Inc PI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-24T02:26:13.439Z

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 · 2026-10-23T20:00:00.380783077Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T02:26:11.708136+00:00

Share price$167.07
1D+3.0%
AH$160$162$164$166$1685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPI
Sold putSold callAH

Impinj Inc options

Live interpolated PI call and put midpoint premiums by absolute delta.Impinj Inc$2.73$15.78$28.82$41.87$54.92$115.24$141.03$166.83$192.62$218.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PI spot · $167.07PI PRICE$4.14$5.46$6.90$8.44$10.09$12.06$14.22$16.45$19.08$22.09$25.40$29.32$33.93$5.60$7.45$9.31$11.54$13.75$16.49$19.50$22.83$26.66$31.04$36.37$43.44$51.16
PutsExpensive1.44×
CallsExpensive1.60×
SkewBearish+1.06 pp
Implied moveBearish±$33.72
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ213.0789.5%30.0%139.0094.9%20.2%
25Δ204.0288.6%25.4%145.4094.1%17.4%
30Δ196.3888.4%21.7%151.4991.6%14.9%
35Δ189.6288.0%18.6%156.9191.4%13.0%
40Δ183.4387.1%15.8%162.2889.5%11.1%
45Δ178.0388.1%13.8%167.5389.5%9.6%
50Δ172.7789.0%11.9%172.8189.5%8.2%
55Δ167.4989.0%10.1%178.2589.3%7.0%
60Δ162.2689.8%8.5%183.9989.3%5.8%
65Δ156.9591.0%7.2%190.1289.5%4.8%
70Δ151.4591.8%5.9%197.0489.9%3.8%
75Δ145.5593.2%4.7%205.5291.5%3.0%
80Δ139.1394.4%3.6%214.6391.8%2.2%

20Δ

Calls
Pseudo strike
213.07
IV
89.5%
B/E move
30.0%
Puts
Pseudo strike
139.00
IV
94.9%
B/E move
20.2%

25Δ

Calls
Pseudo strike
204.02
IV
88.6%
B/E move
25.4%
Puts
Pseudo strike
145.40
IV
94.1%
B/E move
17.4%

30Δ

Calls
Pseudo strike
196.38
IV
88.4%
B/E move
21.7%
Puts
Pseudo strike
151.49
IV
91.6%
B/E move
14.9%

35Δ

Calls
Pseudo strike
189.62
IV
88.0%
B/E move
18.6%
Puts
Pseudo strike
156.91
IV
91.4%
B/E move
13.0%

40Δ

Calls
Pseudo strike
183.43
IV
87.1%
B/E move
15.8%
Puts
Pseudo strike
162.28
IV
89.5%
B/E move
11.1%

45Δ

Calls
Pseudo strike
178.03
IV
88.1%
B/E move
13.8%
Puts
Pseudo strike
167.53
IV
89.5%
B/E move
9.6%

50Δ

Calls
Pseudo strike
172.77
IV
89.0%
B/E move
11.9%
Puts
Pseudo strike
172.81
IV
89.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
167.49
IV
89.0%
B/E move
10.1%
Puts
Pseudo strike
178.25
IV
89.3%
B/E move
7.0%

60Δ

Calls
Pseudo strike
162.26
IV
89.8%
B/E move
8.5%
Puts
Pseudo strike
183.99
IV
89.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
156.95
IV
91.0%
B/E move
7.2%
Puts
Pseudo strike
190.12
IV
89.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
151.45
IV
91.8%
B/E move
5.9%
Puts
Pseudo strike
197.04
IV
89.9%
B/E move
3.8%

75Δ

Calls
Pseudo strike
145.55
IV
93.2%
B/E move
4.7%
Puts
Pseudo strike
205.52
IV
91.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
139.13
IV
94.4%
B/E move
3.6%
Puts
Pseudo strike
214.63
IV
91.8%
B/E move
2.2%

Options history

No recorded observations