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Intellicheck, Inc. Common Stock IDN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-06T17:53:15.487Z

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 · 2026-11-06T17:46:40.692456034Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T17:53:13.837086+00:00

Share price$1.99
1D-1.2%
$1.95$1.96$1.98$2.00$2.015:30 AM6:30 AM9:00 AM1:00 PMIDN
Sold putSold call

Intellicheck, Inc. Common Stock options

Live interpolated IDN call and put midpoint premiums by absolute delta.Intellicheck, Inc. Common Stock$0.27$0.43$0.59$0.75$0.91$1.42$1.74$2.05$2.36$2.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ 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 PRICELive IDN spot · $1.99IDN PRICE$0.38$0.38$0.41$0.45$0.48$0.51$0.56$0.66$0.76$0.86$0.29$0.37$0.45$0.52$0.60
Puts——
Calls——
Skew——
Implied moveBullish±$0.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ11.58778.6%502.3%
40Δ5.75604.6%209.0%
45Δ4.93548.8%169.5%2.02172.2%12.8%
50Δ4.12493.0%130.0%2.12168.0%11.5%
55Δ3.30437.2%90.4%2.23163.8%10.2%
60Δ2.49381.4%50.9%2.33159.6%8.9%
65Δ1.93349.3%25.6%2.43155.3%7.7%
70Δ1.75352.5%21.4%
75Δ1.56355.7%17.3%
80Δ1.38359.0%13.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.58
IV
778.6%
B/E move
502.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.75
IV
604.6%
B/E move
209.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.93
IV
548.8%
B/E move
169.5%
Puts
Pseudo strike
2.02
IV
172.2%
B/E move
12.8%

50Δ

Calls
Pseudo strike
4.12
IV
493.0%
B/E move
130.0%
Puts
Pseudo strike
2.12
IV
168.0%
B/E move
11.5%

55Δ

Calls
Pseudo strike
3.30
IV
437.2%
B/E move
90.4%
Puts
Pseudo strike
2.23
IV
163.8%
B/E move
10.2%

60Δ

Calls
Pseudo strike
2.49
IV
381.4%
B/E move
50.9%
Puts
Pseudo strike
2.33
IV
159.6%
B/E move
8.9%

65Δ

Calls
Pseudo strike
1.93
IV
349.3%
B/E move
25.6%
Puts
Pseudo strike
2.43
IV
155.3%
B/E move
7.7%

70Δ

Calls
Pseudo strike
1.75
IV
352.5%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.56
IV
355.7%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.38
IV
359.0%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend197.56%
Daily close
IDN81.7%181.6%281.6%2026-08-10: 146.92%2026-08-11: 178.07%2026-08-13: 267.76%2026-08-17: 95.44%2026-08-21: 143.78%2026-08-24: 162.56%2026-08-26: 105.99%2026-10-20: 143.14%2026-10-23: 132.24%2026-10-26: 161.33%2026-10-30: 197.56%Aug 10Aug 24Oct 30
11 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
146.92%
178.07%
267.76%
95.44%
143.78%
162.56%
105.99%
143.14%
132.24%
161.33%
197.56%