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InterDigital IDCC 285.28 -1.25 -0.44%

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ATM IV
0.371
Put Call Ratio (OI)
0.718
Put Call Ratio (Vol)
0.456
IV Rank
6.73
IV Percentile
4.88
Max pain
320

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
406.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-294.7
294.7
View values by strike
IDCC · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
95.00 198 -36.2
100.00 594 -15.9
105.00 98.8 -384
110.00 197 -13.5
115.00 493 -18.3
120.00 0 -129
125.00 98.4 -12.3
130.00 1.36 K -68.6
135.00 873 -13.5
140.00 192 -25.1
145.00 1.36 K -1.85
150.00 1.06 K -195
155.00 774 -36.9
160.00 193 -29.6
165.00 963 -28.1
170.00 472 -25
175.00 468 -2.44
180.00 175 -51.2
185.00 461 -8.08
190.00 481 -8.51
195.00 368 -126
200.00 2.16 K -144
210.00 461 -104
220.00 279 -75.2
230.00 1.06 K -50.8
240.00 531 -62.7
250.00 489 -1.48 K
260.00 3.24 K -3.33 K
270.00 2.33 K -3 K
280.00 1.96 K -5.26 K
290.00 1.65 K -9.66 K
300.00 2.46 K -4.8 K
310.00 4.11 K -1.22 K
320.00 2.43 K -3.48 K
330.00 3.12 K -12.8 K
340.00 3.71 K -1.18 K
350.00 6.22 K -1.44 K
360.00 650 0
370.00 492 -82.3
380.00 448 0
390.00 383 -68.2
400.00 1.17 K 0
410.00 211 0
420.00 156 -75
430.00 885 0
440.00 364 0
450.00 1.51 K 0
460.00 190 0
470.00 647 0
480.00 3.12 0
490.00 64.1 0
500.00 250 0
520.00 48.6 0
540.00 130 0
560.00 92.5 0
580.00 65.2 0