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Infinity Natural Resources, Inc. INR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-06T18:44:32.409Z

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 · 2026-11-06T18:42:31.470906592Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T18:44:30.928262+00:00

Share price$12.37
1D+1.2%
$12.06$12.16$12.26$12.36$12.465:30 AM6:30 AM9:00 AM1:00 PMINR
Sold putSold call

Infinity Natural Resources, Inc. options

Live interpolated INR call and put midpoint premiums by absolute delta.Infinity Natural Resources, Inc.$0.19$1.39$2.59$3.79$4.99$8.26$10.14$12.01$13.89$15.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INR spot · $12.37INR PRICE$0.32$0.38$0.41$0.44$0.47$0.50$0.57$0.86$1.15$1.44$1.73$2.03$2.32$0.45$0.64$0.82$1.00$1.18$1.37$1.79$2.27$2.74$3.22$3.70$4.17$4.65
PutsExpensive2.71×
CallsExpensive2.16×
SkewBearish+46.80 pp
Implied moveBearish±$2.36
TiltBearish37.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.30137.1%34.4%10.19139.3%21.3%
25Δ14.94118.2%23.8%10.64139.2%19.2%
30Δ14.43106.1%20.0%11.08139.1%17.0%
35Δ13.9394.1%16.2%11.53139.0%14.9%
40Δ13.4382.0%12.4%11.97138.9%12.8%
45Δ12.9370.0%8.6%12.42138.8%10.6%
50Δ12.4560.8%5.2%13.00138.9%9.4%
55Δ12.1068.8%4.8%13.61139.0%8.3%
60Δ11.7576.8%4.3%14.22139.2%7.2%
65Δ11.4184.8%3.9%14.83139.3%6.1%
70Δ11.0692.8%3.4%15.44139.4%5.0%
75Δ10.71100.8%3.0%16.05139.5%3.9%
80Δ10.37108.8%2.5%16.66139.7%2.9%

20Δ

Calls
Pseudo strike
16.30
IV
137.1%
B/E move
34.4%
Puts
Pseudo strike
10.19
IV
139.3%
B/E move
21.3%

25Δ

Calls
Pseudo strike
14.94
IV
118.2%
B/E move
23.8%
Puts
Pseudo strike
10.64
IV
139.2%
B/E move
19.2%

30Δ

Calls
Pseudo strike
14.43
IV
106.1%
B/E move
20.0%
Puts
Pseudo strike
11.08
IV
139.1%
B/E move
17.0%

35Δ

Calls
Pseudo strike
13.93
IV
94.1%
B/E move
16.2%
Puts
Pseudo strike
11.53
IV
139.0%
B/E move
14.9%

40Δ

Calls
Pseudo strike
13.43
IV
82.0%
B/E move
12.4%
Puts
Pseudo strike
11.97
IV
138.9%
B/E move
12.8%

45Δ

Calls
Pseudo strike
12.93
IV
70.0%
B/E move
8.6%
Puts
Pseudo strike
12.42
IV
138.8%
B/E move
10.6%

50Δ

Calls
Pseudo strike
12.45
IV
60.8%
B/E move
5.2%
Puts
Pseudo strike
13.00
IV
138.9%
B/E move
9.4%

55Δ

Calls
Pseudo strike
12.10
IV
68.8%
B/E move
4.8%
Puts
Pseudo strike
13.61
IV
139.0%
B/E move
8.3%

60Δ

Calls
Pseudo strike
11.75
IV
76.8%
B/E move
4.3%
Puts
Pseudo strike
14.22
IV
139.2%
B/E move
7.2%

65Δ

Calls
Pseudo strike
11.41
IV
84.8%
B/E move
3.9%
Puts
Pseudo strike
14.83
IV
139.3%
B/E move
6.1%

70Δ

Calls
Pseudo strike
11.06
IV
92.8%
B/E move
3.4%
Puts
Pseudo strike
15.44
IV
139.4%
B/E move
5.0%

75Δ

Calls
Pseudo strike
10.71
IV
100.8%
B/E move
3.0%
Puts
Pseudo strike
16.05
IV
139.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
10.37
IV
108.8%
B/E move
2.5%
Puts
Pseudo strike
16.66
IV
139.7%
B/E move
2.9%

Options history

IV · four-Friday blend63.63%
Daily close
INR41.0%62.4%83.8%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 10Sep 30Oct 30
22 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%