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Intellicheck, Inc. Common Stock IDN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-08T21:15:09.063Z

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 · 2026-11-06T22:45:44.903064898Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T21:15:08.635969+00:00

Share price$2.05
1D+1.5%
AH$1.94$1.97$2.00$2.03$2.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDN
Sold putSold callAH

Intellicheck, Inc. Common Stock options

Live interpolated IDN call and put midpoint premiums by absolute delta.Intellicheck, Inc. Common Stock$0.26$0.41$0.56$0.70$0.85$1.51$1.80$2.09$2.38$2.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 · $2.05IDN PRICE$0.38$0.38$0.39$0.42$0.44$0.47$0.50$0.54$0.63$0.72$0.81$0.28$0.37$0.47$0.57$0.66
Puts——
Calls——
Skew——
Implied moveBearish±$0.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.60800.0%533.1%
35Δ10.00792.8%406.3%
40Δ5.68632.4%196.1%2.00206.8%15.8%
45Δ4.91572.4%159.9%2.13207.3%14.2%
50Δ4.14512.4%123.7%2.26207.9%12.7%
55Δ3.37452.4%87.4%2.39208.5%11.1%
60Δ2.60392.4%51.2%2.52209.0%9.5%
65Δ1.96343.5%22.4%
70Δ1.81332.4%18.9%
75Δ1.65321.3%15.4%
80Δ1.49310.1%12.0%

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
12.60
IV
800.0%
B/E move
533.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.00
IV
792.8%
B/E move
406.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.68
IV
632.4%
B/E move
196.1%
Puts
Pseudo strike
2.00
IV
206.8%
B/E move
15.8%

45Δ

Calls
Pseudo strike
4.91
IV
572.4%
B/E move
159.9%
Puts
Pseudo strike
2.13
IV
207.3%
B/E move
14.2%

50Δ

Calls
Pseudo strike
4.14
IV
512.4%
B/E move
123.7%
Puts
Pseudo strike
2.26
IV
207.9%
B/E move
12.7%

55Δ

Calls
Pseudo strike
3.37
IV
452.4%
B/E move
87.4%
Puts
Pseudo strike
2.39
IV
208.5%
B/E move
11.1%

60Δ

Calls
Pseudo strike
2.60
IV
392.4%
B/E move
51.2%
Puts
Pseudo strike
2.52
IV
209.0%
B/E move
9.5%

65Δ

Calls
Pseudo strike
1.96
IV
343.5%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.81
IV
332.4%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.65
IV
321.3%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.49
IV
310.1%
B/E move
12.0%
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%