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Independent Bank Corporation Common Stock IBCP

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Market datapartial · fetched 2026-10-22T16:38:33.387Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:36:08.20894754Z

FundamentalsAlpha Vantage · unavailable

Share price$36.95
1D+3.4%
$35.62$35.98$36.34$36.70$37.065:30 AM6:30 AM9:00 AM1:00 PMIBCP
Sold putSold call

Independent Bank Corporation Common Stock options

Live interpolated IBCP call and put midpoint premiums by absolute delta.Independent Bank Corporation Common Stock$1.02$3.63$6.25$8.86$11.47$27.87$32.36$36.85$41.35$45.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBCP spot · $36.95IBCP PRICE$2.45$2.45$2.46$2.48$2.50$2.52$2.54$2.56$2.57$2.45$2.15$1.31$1.39$1.78$2.17$2.56$2.95$3.34$3.73$5.09$7.73$10.72
PutsExpensive3.26×
CallsExpensive2.45×
SkewBearish+1.86 pp
Implied moveBalanced±$5.04
TiltBearish35.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.64169.4%31.8%
25Δ31.12119.8%21.6%
30Δ34.2462.6%10.9%
35Δ44.73118.8%27.7%35.5248.8%7.7%
40Δ41.5997.1%19.2%36.2049.1%6.9%
45Δ39.6282.1%13.9%36.8849.3%6.1%
50Δ38.8573.8%11.9%37.5649.6%5.3%
55Δ38.0965.5%9.8%38.2549.9%4.5%
60Δ37.3257.2%7.8%38.9350.2%3.7%
65Δ36.5648.9%5.8%39.6150.4%2.9%
70Δ35.7940.6%3.8%41.1557.4%2.4%
75Δ35.0332.3%1.8%43.8173.1%2.3%
80Δ46.9385.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.64
IV
169.4%
B/E move
31.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.12
IV
119.8%
B/E move
21.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.24
IV
62.6%
B/E move
10.9%

35Δ

Calls
Pseudo strike
44.73
IV
118.8%
B/E move
27.7%
Puts
Pseudo strike
35.52
IV
48.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
41.59
IV
97.1%
B/E move
19.2%
Puts
Pseudo strike
36.20
IV
49.1%
B/E move
6.9%

45Δ

Calls
Pseudo strike
39.62
IV
82.1%
B/E move
13.9%
Puts
Pseudo strike
36.88
IV
49.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
38.85
IV
73.8%
B/E move
11.9%
Puts
Pseudo strike
37.56
IV
49.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
38.09
IV
65.5%
B/E move
9.8%
Puts
Pseudo strike
38.25
IV
49.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
37.32
IV
57.2%
B/E move
7.8%
Puts
Pseudo strike
38.93
IV
50.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
36.56
IV
48.9%
B/E move
5.8%
Puts
Pseudo strike
39.61
IV
50.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
35.79
IV
40.6%
B/E move
3.8%
Puts
Pseudo strike
41.15
IV
57.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
35.03
IV
32.3%
B/E move
1.8%
Puts
Pseudo strike
43.81
IV
73.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.93
IV
85.1%
B/E move
2.0%

Options history

No recorded observations