Options

INIO options

Figures as of 29 Sep 2026

The options figures are from the close on 29 Sep 2026.

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At a glance

FigureValueDate
Priced move to 16 Oct16.2% down, 16.4% up29 Sep
Call wall and put wall22.5 and 17.529 Sep

Options Snapshot

INIO's at the money implied volatility is 76.1 percent on 29 Sep 2026.

FigureValue
IV rankNot stated, 0 weeks of record
At the money IV76.1%, near month, 17 days
Put/call ratio, open interest0.76
Call open interest, strikes captured near the price2,000 contracts
Put open interest, strikes captured near the price1,520 contracts
Cost to trade at the moneyWide, 59.2% of the option's mid price

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Priced Range

On 29 Sep 2026, INIO options priced an implied move of 16.2 percent down and 16.4 percent up by 16 Oct 2026.

ExpiryDaysDownUpRange
16 Oct 20261716.2%16.4%15.41 to 21.40
20 Nov 20265230.4%31.8%12.79 to 24.22
19 Feb 202714348.2%49.8%9.53 to 27.53

The range is one standard deviation either side of the close of 18.38, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Gamma Map

On 29 Sep 2026, INIO's call wall is the 22.5 strike and its put wall is the 17.5 strike.

FigureValue
Call wall, most open call gamma22.5
Put wall, most open put gamma17.5
Flip strike, where net gamma changes sign20.79
Net gamma exposure (GEX), calls minus putsminus $1,630
Total gamma exposure (GEX), both sides$71,800
Close18.38

Gamma exposure (GEX) is dollar gamma, stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Volatility History

On 29 Sep 2026, INIO's at the money IV is 76.1 percent against 20 day realized volatility of 89.9 percent.

FigureValue
At the money IV76.1%
Realized volatility, 20 trading days89.9%
Realized volatility, 60 trading days89.2%

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Volatility Weather

On 29 Sep 2026, INIO's at the money IV runs from 76.1 percent at 17 days to 79.5 percent at 143 days.

Days to expiryAt the money IV
1776.1%
5284.1%
14379.5%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Volatility Surface

On 29 Sep 2026, INIO's surface spans 3 expiries out to 143 days, with IV from 67.3 to 89.8 percent near the price.

FigureValue
Expiries captured3
Nearest expiry16 Oct 2026, 17 days
Farthest expiry19 Feb 2027, 143 days
Points within 10% of the price, 7 days out or more6
Lowest IV among them67.3%
Highest IV among them89.8%

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Expiry Ladder

On 29 Sep 2026, INIO has 3 captured expiries, from 16 Oct 2026 to 19 Feb 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
16 Oct 20261776.1%897467
20 Nov 20265284.1%566206
19 Feb 202714379.5%537845

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Strike Table

On 29 Sep 2026, INIO's largest open interest sits at the 17.5 strike, with 725 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
17.543682725
22.562718645
20228351579
3048329512
159378387
2533730367

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Changed Hands

On 29 Sep 2026, 1,420 INIO option contracts traded.

FigureValue
Calls traded1,177
Puts traded243
Open interest, whole chain25,381 contracts
Volume to open interest0.06
Unusual volume flagYes, 1 contract traded well above open interest
Largest flagged contractThe 20 call expiring 16 Oct, 420 traded against 153 open

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 29 Sep 2026. Current on every plan.

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Headlines

The desk's news feeds carried 1 headline naming INIO in the 3 days to 29 Sep 2026.

FigureValue
Headlines in the window1
Latest28 Sep 2026

The titles are in the Headlines window, with the time each was published.

Headlines as of 29 Sep 2026. Current on every plan.

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Questions

What is INIO's implied volatility?
INIO's at the money implied volatility is 76.1 percent on 29 Sep 2026.
What move are INIO options pricing?
On 29 Sep 2026, INIO options priced an implied move of 16.2 percent down and 16.4 percent up by 16 Oct 2026.
Where are INIO's call wall and put wall?
On 29 Sep 2026, INIO's call wall is the 22.5 strike and its put wall is the 17.5 strike.

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