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Inspired Entertainment, Inc. Common Stock INSE

i

Market dataready · fetched 2026-11-08T21:13:09.263Z

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 · 2026-11-06T21:34:00.032781924Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T21:13:08.868425+00:00

Share price$3.52
1D-0.9%
AH$3.46$3.53$3.59$3.65$3.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINSE
Sold putSold callAH

Inspired Entertainment, Inc. Common Stock options

Live interpolated INSE call and put midpoint premiums by absolute delta.Inspired Entertainment, Inc. Common Stock$0.47$1.85$3.22$4.60$5.98$2.84$3.24$3.63$4.03$4.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INSE spot · $3.52INSE PRICE$0.62$0.77$0.92$1.07$1.21$1.36$1.51$1.66$1.81$1.18$1.37$1.56$1.75$1.94$2.14$2.47$3.20$3.93$5.58
Puts——
Calls——
Skew——
Implied moveBearish±$3.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.71743.7%56.3%
25Δ3.11697.7%50.5%
30Δ3.51651.8%44.6%
35Δ3.91605.8%38.7%
40Δ4.33325.5%40.5%4.31559.9%32.8%
45Δ4.10360.5%38.3%4.71513.9%26.9%
50Δ3.88395.5%36.2%5.22483.1%21.9%
55Δ3.65430.4%34.0%6.04493.0%19.3%
60Δ3.43465.4%31.8%6.86503.0%16.8%
65Δ3.20500.4%29.6%8.58547.7%14.8%
70Δ2.98535.4%27.5%
75Δ2.75570.4%25.3%
80Δ2.53605.4%23.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
743.7%
B/E move
56.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.11
IV
697.7%
B/E move
50.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
651.8%
B/E move
44.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
605.8%
B/E move
38.7%

40Δ

Calls
Pseudo strike
4.33
IV
325.5%
B/E move
40.5%
Puts
Pseudo strike
4.31
IV
559.9%
B/E move
32.8%

45Δ

Calls
Pseudo strike
4.10
IV
360.5%
B/E move
38.3%
Puts
Pseudo strike
4.71
IV
513.9%
B/E move
26.9%

50Δ

Calls
Pseudo strike
3.88
IV
395.5%
B/E move
36.2%
Puts
Pseudo strike
5.22
IV
483.1%
B/E move
21.9%

55Δ

Calls
Pseudo strike
3.65
IV
430.4%
B/E move
34.0%
Puts
Pseudo strike
6.04
IV
493.0%
B/E move
19.3%

60Δ

Calls
Pseudo strike
3.43
IV
465.4%
B/E move
31.8%
Puts
Pseudo strike
6.86
IV
503.0%
B/E move
16.8%

65Δ

Calls
Pseudo strike
3.20
IV
500.4%
B/E move
29.6%
Puts
Pseudo strike
8.58
IV
547.7%
B/E move
14.8%

70Δ

Calls
Pseudo strike
2.98
IV
535.4%
B/E move
27.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.75
IV
570.4%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.53
IV
605.4%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend172.74%
Daily close
INSE119.0%147.8%176.7%2026-09-11: 122.96%2026-09-14: 153.10%2026-10-23: 172.74%Sep 11Sep 14Oct 23
3 observations2026-09-11 — 2026-10-23
Table
DateIV (%)
122.96%
153.10%
172.74%