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Infinity Natural Resources, Inc. INR

i

Market datapartial · fetched 2026-11-05T22:19:30.319Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:10:00.002716212Z

FundamentalsAlpha Vantage · unavailable

Share price$12.25
1D-3.2%
AH$12.06$12.27$12.48$12.69$12.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINR
Sold putSold callAH

Infinity Natural Resources, Inc. options

Live interpolated INR call and put midpoint premiums by absolute delta.Infinity Natural Resources, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEINR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend63.63%
Daily close
INR41.0%62.4%83.8%2026-08-07: 75.19%2026-08-10: 80.88%2026-08-21: 49.06%2026-08-24: 43.99%2026-08-26: 47.91%2026-08-27: 57.30%2026-08-28: 57.52%2026-09-09: 54.49%2026-09-11: 53.10%2026-09-21: 69.12%2026-09-22: 61.98%2026-09-30: 47.22%2026-10-01: 57.57%2026-10-16: 52.98%2026-10-20: 55.05%2026-10-21: 60.49%2026-10-22: 69.67%2026-10-23: 58.90%2026-10-26: 56.85%2026-10-27: 51.42%2026-10-28: 57.95%2026-10-29: 60.21%2026-10-30: 63.63%Aug 7Sep 30Oct 30
23 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
75.19%
80.88%
49.06%
43.99%
47.91%
57.30%
57.52%
54.49%
53.10%
69.12%
61.98%
47.22%
57.57%
52.98%
55.05%
60.49%
69.67%
58.90%
56.85%
51.42%
57.95%
60.21%
63.63%