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Independent Bank Corporation Common Stock IBCP

i

Market dataready · fetched 2026-11-12T03:02:04.794Z

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 · 2026-11-11T21:00:00.702389918Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:02:04.420404+00:00

Share price$36.74
1D+0.7%
AH$36.25$36.38$36.52$36.65$36.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBCP
Sold putSold callAH

Independent Bank Corporation Common Stock options

Live interpolated IBCP call and put midpoint premiums by absolute delta.Independent Bank Corporation Common Stock$2.23$2.85$3.46$4.07$4.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEIBCP PRICE$2.30$2.31$2.34$2.36$2.39$2.42$2.44$2.47$2.50$3.44$4.51$2.30
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.61296.1%31.1%
25Δ
30Δ49.30259.1%40.4%
35Δ44.56211.1%27.6%
40Δ43.22190.4%24.0%
45Δ41.87169.8%20.4%
50Δ40.53149.2%16.8%
55Δ39.19128.5%13.2%
60Δ37.84107.9%9.6%
65Δ36.5087.3%6.1%
70Δ35.1566.6%2.5%
75Δ33.9571.6%1.8%
80Δ32.7779.8%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.61
IV
296.1%
B/E move
31.1%

25Δ

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

30Δ

Calls
Pseudo strike
49.30
IV
259.1%
B/E move
40.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
44.56
IV
211.1%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
43.22
IV
190.4%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
41.87
IV
169.8%
B/E move
20.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
40.53
IV
149.2%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
39.19
IV
128.5%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.84
IV
107.9%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.50
IV
87.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.15
IV
66.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.95
IV
71.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.77
IV
79.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.33%
Daily close
IBCP30.0%75.7%121.4%2026-09-09: 50.69%2026-09-18: 36.32%2026-09-22: 40.32%2026-09-23: 46.25%2026-09-24: 40.15%2026-09-29: 50.37%2026-09-30: 45.79%2026-10-01: 55.54%2026-10-08: 58.88%2026-10-13: 72.41%2026-10-14: 89.34%2026-10-15: 115.06%2026-10-16: 41.57%2026-10-19: 41.92%2026-10-20: 45.09%2026-10-21: 43.46%2026-10-22: 44.16%2026-10-23: 46.62%2026-10-26: 48.06%2026-10-27: 45.93%2026-10-29: 49.33%Sep 9Oct 14Oct 29
21 observations2026-09-09 — 2026-10-29
Table
DateIV (%)
50.69%
36.32%
40.32%
46.25%
40.15%
50.37%
45.79%
55.54%
58.88%
72.41%
89.34%
115.06%
41.57%
41.92%
45.09%
43.46%
44.16%
46.62%
48.06%
45.93%
49.33%