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InfuSystem Holdings, Inc. INFU

i

Market dataready · fetched 2026-11-03T22:32:28.698Z

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 · 2026-11-03T21:10:00.007008556Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T22:32:28.225466+00:00

Share price$12.80
1D-9.2%
AH$12.21$12.72$13.22$13.72$14.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINFU
Sold putSold callAH

InfuSystem Holdings, Inc. options

Live interpolated INFU call and put midpoint premiums by absolute delta.InfuSystem Holdings, Inc.$0.27$1.35$2.44$3.53$4.61$9.46$10.87$12.28$13.70$15.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INFU spot · $12.80INFU PRICE$0.38$0.51$0.63$0.76$0.88$1.00$1.13$1.31$1.76$2.21$2.66$3.11$0.49$0.52$0.56$0.59$0.62$0.92$1.23$1.55$1.87$2.19$2.51$3.27$4.30
PutsExpensive1.38×
Calls——
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.24144.4%23.8%
25Δ14.4172.2%15.6%10.80126.5%19.7%
30Δ14.1375.9%14.4%11.35108.6%15.7%
35Δ13.8579.6%13.1%11.9090.7%11.6%
40Δ13.5783.2%11.9%12.4572.8%7.6%
45Δ13.2986.9%10.7%12.8676.3%6.7%
50Δ13.0190.6%9.4%13.2681.6%6.0%
55Δ12.7394.3%8.2%13.6686.9%5.4%
60Δ12.3999.6%7.1%14.0692.3%4.8%
65Δ11.85111.7%6.4%14.4597.6%4.2%
70Δ11.31123.7%5.6%14.85102.9%3.6%
75Δ10.77135.7%4.9%15.69112.1%2.9%
80Δ10.23147.8%4.2%16.80123.6%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.24
IV
144.4%
B/E move
23.8%

25Δ

Calls
Pseudo strike
14.41
IV
72.2%
B/E move
15.6%
Puts
Pseudo strike
10.80
IV
126.5%
B/E move
19.7%

30Δ

Calls
Pseudo strike
14.13
IV
75.9%
B/E move
14.4%
Puts
Pseudo strike
11.35
IV
108.6%
B/E move
15.7%

35Δ

Calls
Pseudo strike
13.85
IV
79.6%
B/E move
13.1%
Puts
Pseudo strike
11.90
IV
90.7%
B/E move
11.6%

40Δ

Calls
Pseudo strike
13.57
IV
83.2%
B/E move
11.9%
Puts
Pseudo strike
12.45
IV
72.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
13.29
IV
86.9%
B/E move
10.7%
Puts
Pseudo strike
12.86
IV
76.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
13.01
IV
90.6%
B/E move
9.4%
Puts
Pseudo strike
13.26
IV
81.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
12.73
IV
94.3%
B/E move
8.2%
Puts
Pseudo strike
13.66
IV
86.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
12.39
IV
99.6%
B/E move
7.1%
Puts
Pseudo strike
14.06
IV
92.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
11.85
IV
111.7%
B/E move
6.4%
Puts
Pseudo strike
14.45
IV
97.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
11.31
IV
123.7%
B/E move
5.6%
Puts
Pseudo strike
14.85
IV
102.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
10.77
IV
135.7%
B/E move
4.9%
Puts
Pseudo strike
15.69
IV
112.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
10.23
IV
147.8%
B/E move
4.2%
Puts
Pseudo strike
16.80
IV
123.6%
B/E move
2.3%

Options history

IV · four-Friday blend58.47%
Daily close
INFU48.6%78.0%107.4%2026-08-05: 61.78%2026-08-06: 71.24%2026-08-07: 67.28%2026-08-11: 60.44%2026-08-13: 65.39%2026-08-14: 71.66%2026-08-21: 59.00%2026-08-26: 57.84%2026-08-27: 56.02%2026-08-28: 57.09%2026-08-31: 59.53%2026-09-03: 55.91%2026-09-04: 57.56%2026-09-10: 61.60%2026-09-16: 99.83%2026-09-17: 103.32%2026-09-18: 58.93%2026-09-21: 62.01%2026-09-22: 56.98%2026-09-23: 55.34%2026-09-24: 60.69%2026-09-25: 60.54%2026-09-28: 59.34%2026-09-30: 62.79%2026-10-02: 62.49%2026-10-16: 66.27%2026-10-19: 52.69%2026-10-20: 53.52%2026-10-21: 56.87%2026-10-23: 56.44%2026-10-26: 69.15%2026-10-28: 58.47%Aug 5Sep 17Oct 28
32 observations2026-08-05 — 2026-10-28
Table
DateIV (%)
61.78%
71.24%
67.28%
60.44%
65.39%
71.66%
59.00%
57.84%
56.02%
57.09%
59.53%
55.91%
57.56%
61.60%
99.83%
103.32%
58.93%
62.01%
56.98%
55.34%
60.69%
60.54%
59.34%
62.79%
62.49%
66.27%
52.69%
53.52%
56.87%
56.44%
69.15%
58.47%