IntraAlpha
Create free account Start free

Insulet Corporation Common Stock PODD

i

Market datapartial · fetched 2026-10-23T16:38:58.070Z

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 · 2026-10-23T16:36:51.896544738Z

FundamentalsAlpha Vantage · unavailable

Share price$148.27
1D+0.2%
$146.46$147.01$147.56$148.10$148.655:30 AM6:30 AM9:00 AM1:00 PMPODD
Sold putSold call

Insulet Corporation Common Stock options

Live interpolated PODD call and put midpoint premiums by absolute delta.Insulet Corporation Common Stock$2.03$9.87$17.71$25.56$33.40$118.49$133.19$147.89$162.60$177.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PODD spot · $148.26PODD PRICE$3.03$3.15$3.93$4.79$5.83$7.00$8.25$9.68$11.19$13.18$15.31$17.60$18.54$2.88$3.83$4.93$6.11$7.36$8.81$10.33$12.07$14.06$16.28$18.69$26.13$31.14
PutsExpensive1.37×
CallsFair1.05×
SkewBearish+1.80 pp
Implied moveBearish±$18.58
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.1671.7%22.9%131.5857.7%13.2%
25Δ166.9055.2%14.7%135.2557.6%11.4%
30Δ162.8354.2%12.5%138.4857.6%9.9%
35Δ159.1853.3%10.6%141.6257.4%8.6%
40Δ156.2053.9%9.3%144.6657.2%7.4%
45Δ153.3054.5%8.1%147.6257.0%6.4%
50Δ150.4655.1%7.0%150.5756.8%5.4%
55Δ147.5955.5%6.1%153.5656.6%4.6%
60Δ144.7056.0%5.1%156.7056.6%3.8%
65Δ141.6057.3%4.4%159.9756.8%3.1%
70Δ138.3758.3%3.7%163.3756.1%2.4%
75Δ135.0058.9%2.9%171.2066.2%2.2%
80Δ132.9653.3%2.2%177.0967.3%1.6%

20Δ

Calls
Pseudo strike
179.16
IV
71.7%
B/E move
22.9%
Puts
Pseudo strike
131.58
IV
57.7%
B/E move
13.2%

25Δ

Calls
Pseudo strike
166.90
IV
55.2%
B/E move
14.7%
Puts
Pseudo strike
135.25
IV
57.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
162.83
IV
54.2%
B/E move
12.5%
Puts
Pseudo strike
138.48
IV
57.6%
B/E move
9.9%

35Δ

Calls
Pseudo strike
159.18
IV
53.3%
B/E move
10.6%
Puts
Pseudo strike
141.62
IV
57.4%
B/E move
8.6%

40Δ

Calls
Pseudo strike
156.20
IV
53.9%
B/E move
9.3%
Puts
Pseudo strike
144.66
IV
57.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
153.30
IV
54.5%
B/E move
8.1%
Puts
Pseudo strike
147.62
IV
57.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
150.46
IV
55.1%
B/E move
7.0%
Puts
Pseudo strike
150.57
IV
56.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
147.59
IV
55.5%
B/E move
6.1%
Puts
Pseudo strike
153.56
IV
56.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
144.70
IV
56.0%
B/E move
5.1%
Puts
Pseudo strike
156.70
IV
56.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
141.60
IV
57.3%
B/E move
4.4%
Puts
Pseudo strike
159.97
IV
56.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
138.37
IV
58.3%
B/E move
3.7%
Puts
Pseudo strike
163.37
IV
56.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
135.00
IV
58.9%
B/E move
2.9%
Puts
Pseudo strike
171.20
IV
66.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
132.96
IV
53.3%
B/E move
2.2%
Puts
Pseudo strike
177.09
IV
67.3%
B/E move
1.6%

Options history

No recorded observations