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InnovAge Holding Corp. Common Stock INNV

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-04T09:04:52.527Z

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 · 2026-11-04T00:26:53.843981355Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:04:52.031077+00:00

Share price$9.06
1D-3.8%
AH$8.78$8.91$9.03$9.16$9.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINNV
Sold putSold callAH

InnovAge Holding Corp. Common Stock options

Live interpolated INNV call and put midpoint premiums by absolute delta.InnovAge Holding Corp. Common Stock$0.13$1.28$2.43$3.58$4.73$5.61$6.90$8.19$9.48$10.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INNV spot · $9.06INNV PRICE$0.38$0.26$0.42$0.59$0.75$0.92$1.08$1.25$1.42$1.58$1.75$1.99$0.38$0.54$0.76$0.98$1.20$1.42$1.64$1.90$2.40$2.90$3.40$3.90$4.40
PutsExpensive2.85×
Calls——
Skew——
Implied moveBearish±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.79213.6%67.4%7.20157.0%24.6%
25Δ7.78141.5%20.1%
30Δ9.9976.1%13.1%8.16145.7%18.3%
35Δ9.7481.7%12.1%8.54149.9%16.5%
40Δ9.4987.3%11.2%8.92154.1%14.8%
45Δ9.2492.9%10.3%9.30158.3%13.0%
50Δ8.9998.5%9.3%9.68162.4%11.2%
55Δ8.74104.1%8.4%10.10165.2%9.6%
60Δ8.48109.7%7.4%10.70160.7%8.4%
65Δ8.23115.3%6.5%11.30156.1%7.2%
70Δ7.98120.9%5.6%11.91151.6%6.1%
75Δ7.73126.4%4.6%12.51147.0%4.9%
80Δ7.41136.3%3.7%13.12142.5%3.7%

20Δ

Calls
Pseudo strike
14.79
IV
213.6%
B/E move
67.4%
Puts
Pseudo strike
7.20
IV
157.0%
B/E move
24.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.78
IV
141.5%
B/E move
20.1%

30Δ

Calls
Pseudo strike
9.99
IV
76.1%
B/E move
13.1%
Puts
Pseudo strike
8.16
IV
145.7%
B/E move
18.3%

35Δ

Calls
Pseudo strike
9.74
IV
81.7%
B/E move
12.1%
Puts
Pseudo strike
8.54
IV
149.9%
B/E move
16.5%

40Δ

Calls
Pseudo strike
9.49
IV
87.3%
B/E move
11.2%
Puts
Pseudo strike
8.92
IV
154.1%
B/E move
14.8%

45Δ

Calls
Pseudo strike
9.24
IV
92.9%
B/E move
10.3%
Puts
Pseudo strike
9.30
IV
158.3%
B/E move
13.0%

50Δ

Calls
Pseudo strike
8.99
IV
98.5%
B/E move
9.3%
Puts
Pseudo strike
9.68
IV
162.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
8.74
IV
104.1%
B/E move
8.4%
Puts
Pseudo strike
10.10
IV
165.2%
B/E move
9.6%

60Δ

Calls
Pseudo strike
8.48
IV
109.7%
B/E move
7.4%
Puts
Pseudo strike
10.70
IV
160.7%
B/E move
8.4%

65Δ

Calls
Pseudo strike
8.23
IV
115.3%
B/E move
6.5%
Puts
Pseudo strike
11.30
IV
156.1%
B/E move
7.2%

70Δ

Calls
Pseudo strike
7.98
IV
120.9%
B/E move
5.6%
Puts
Pseudo strike
11.91
IV
151.6%
B/E move
6.1%

75Δ

Calls
Pseudo strike
7.73
IV
126.4%
B/E move
4.6%
Puts
Pseudo strike
12.51
IV
147.0%
B/E move
4.9%

80Δ

Calls
Pseudo strike
7.41
IV
136.3%
B/E move
3.7%
Puts
Pseudo strike
13.12
IV
142.5%
B/E move
3.7%

Options history

IV · four-Friday blend79.93%
Daily close
INNV66.2%87.5%108.8%2026-08-21: 75.81%2026-08-24: 86.72%2026-08-25: 69.29%2026-08-26: 79.20%2026-08-28: 96.74%2026-08-31: 80.39%2026-09-02: 97.04%2026-09-03: 78.20%2026-09-04: 91.15%2026-09-08: 95.07%2026-09-18: 76.86%2026-09-22: 69.90%2026-09-23: 105.88%2026-10-16: 71.97%2026-10-19: 73.26%2026-10-20: 77.32%2026-10-21: 69.13%2026-10-22: 73.02%2026-10-23: 80.27%2026-10-26: 75.02%2026-10-27: 78.27%2026-10-28: 79.93%Aug 21Sep 18Oct 28
22 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
75.81%
86.72%
69.29%
79.20%
96.74%
80.39%
97.04%
78.20%
91.15%
95.07%
76.86%
69.90%
105.88%
71.97%
73.26%
77.32%
69.13%
73.02%
80.27%
75.02%
78.27%
79.93%