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Innodata Inc. Common Stock INOD

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Market dataready · fetched 2026-11-07T06:48:01.320Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:55:19.61912244Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:48:00.679032+00:00

Share price$37.12
1D-12.4%
AH$34$36$39$41$435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINOD
Sold putSold callAH

Innodata Inc. Common Stock options

Live interpolated INOD call and put midpoint premiums by absolute delta.Innodata Inc. Common Stock$0.80$2.19$3.59$4.98$6.37$26.13$31.97$37.81$43.66$49.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INOD spot · $37.12INOD PRICE$1.70$1.96$1.90$2.24$2.54$3.07$3.67$4.61$0.95$2.01$2.28$2.65$3.13$5.07$5.97
Puts——
Calls——
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ35.0797.5%8.1%
35Δ
40Δ
45Δ38.25114.7%7.6%36.87113.5%6.1%
50Δ37.54113.0%6.4%37.51109.7%5.1%
55Δ36.8592.3%4.4%38.17108.6%4.3%
60Δ36.2894.8%3.8%38.89110.4%3.7%
65Δ35.7393.2%3.1%
70Δ35.0399.1%2.6%41.12131.0%2.9%
75Δ34.28103.9%2.2%42.24132.6%2.3%
80Δ33.18114.4%1.8%

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
35.07
IV
97.5%
B/E move
8.1%

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
38.25
IV
114.7%
B/E move
7.6%
Puts
Pseudo strike
36.87
IV
113.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
37.54
IV
113.0%
B/E move
6.4%
Puts
Pseudo strike
37.51
IV
109.7%
B/E move
5.1%

55Δ

Calls
Pseudo strike
36.85
IV
92.3%
B/E move
4.4%
Puts
Pseudo strike
38.17
IV
108.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
36.28
IV
94.8%
B/E move
3.8%
Puts
Pseudo strike
38.89
IV
110.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
35.73
IV
93.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.03
IV
99.1%
B/E move
2.6%
Puts
Pseudo strike
41.12
IV
131.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
34.28
IV
103.9%
B/E move
2.2%
Puts
Pseudo strike
42.24
IV
132.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
33.18
IV
114.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend135.11%
Daily close
INOD54.5%101.0%147.5%2026-08-10: 85.95%2026-08-11: 80.27%2026-08-12: 78.18%2026-08-13: 85.67%2026-08-14: 74.00%2026-08-17: 76.87%2026-08-18: 76.22%2026-08-19: 82.56%2026-08-20: 84.99%2026-08-21: 74.33%2026-08-24: 71.54%2026-08-25: 75.22%2026-08-26: 70.53%2026-08-27: 74.73%2026-08-28: 64.87%2026-08-31: 62.35%2026-09-01: 66.52%2026-09-02: 72.38%2026-09-03: 68.53%2026-09-04: 62.96%2026-09-08: 66.87%2026-09-09: 70.65%2026-09-10: 70.34%2026-09-11: 60.91%2026-09-14: 65.89%2026-09-15: 69.11%2026-09-16: 75.54%2026-09-17: 68.40%2026-09-18: 65.43%2026-09-21: 71.22%2026-09-22: 96.14%2026-09-23: 104.44%2026-09-24: 91.50%2026-09-25: 77.70%2026-09-28: 80.16%2026-09-29: 75.86%2026-09-30: 75.40%2026-10-01: 98.40%2026-10-02: 76.23%2026-10-05: 79.15%2026-10-06: 75.50%2026-10-07: 74.41%2026-10-08: 78.35%2026-10-09: 76.04%2026-10-12: 78.85%2026-10-13: 84.21%2026-10-14: 84.82%2026-10-15: 94.49%2026-10-16: 92.23%2026-10-19: 90.06%2026-10-20: 91.42%2026-10-21: 104.42%2026-10-22: 110.76%2026-10-23: 106.98%2026-10-26: 114.83%2026-10-27: 132.72%2026-10-28: 132.36%2026-10-29: 141.07%2026-10-30: 135.11%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
85.95%
80.27%
78.18%
85.67%
74.00%
76.87%
76.22%
82.56%
84.99%
74.33%
71.54%
75.22%
70.53%
74.73%
64.87%
62.35%
66.52%
72.38%
68.53%
62.96%
66.87%
70.65%
70.34%
60.91%
65.89%
69.11%
75.54%
68.40%
65.43%
71.22%
96.14%
104.44%
91.50%
77.70%
80.16%
75.86%
75.40%
98.40%
76.23%
79.15%
75.50%
74.41%
78.35%
76.04%
78.85%
84.21%
84.82%
94.49%
92.23%
90.06%
91.42%
104.42%
110.76%
106.98%
114.83%
132.72%
132.36%
141.07%
135.11%