IntraAlpha
Create free account Start free

Independent Bank Corporation IBCP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T00:01:49.660Z

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 · 2026-10-22T20:00:05.814816263Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:01:49.130250+00:00

Share price$36.96
1D+3.5%
AH$35.61$36.01$36.40$36.80$37.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBCP
Sold putSold callAH

Independent Bank Corporation options

Live interpolated IBCP call and put midpoint premiums by absolute delta.Independent Bank Corporation$1.08$3.08$5.08$7.08$9.07$28.49$32.81$37.14$41.46$45.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBCP spot · $36.96IBCP PRICE$2.45$2.45$2.46$2.48$2.50$2.52$2.54$2.55$2.57$2.45$2.14$1.30$1.35$1.68$2.00$2.33$2.66$2.99$3.31$3.64$5.86$8.50
PutsExpensive3.03×
CallsExpensive2.46×
SkewBullish-3.42 pp
Implied moveBullish±$4.81
TiltBearish28.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.64170.4%31.8%
25Δ31.14120.4%21.6%
30Δ34.2662.6%10.8%
35Δ44.74119.5%27.7%35.4848.5%7.7%
40Δ41.6097.7%19.2%36.1147.8%6.8%
45Δ39.6382.5%13.9%36.7447.2%6.0%
50Δ38.8674.2%11.9%37.3746.6%5.2%
55Δ38.1065.9%9.9%38.0045.9%4.4%
60Δ37.3457.5%7.8%38.6345.3%3.6%
65Δ36.5849.2%5.8%39.2644.7%2.8%
70Δ35.8240.8%3.8%39.8844.1%1.9%
75Δ35.0632.5%1.8%42.1856.2%1.7%
80Δ44.8571.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.64
IV
170.4%
B/E move
31.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.14
IV
120.4%
B/E move
21.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.26
IV
62.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
44.74
IV
119.5%
B/E move
27.7%
Puts
Pseudo strike
35.48
IV
48.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
41.60
IV
97.7%
B/E move
19.2%
Puts
Pseudo strike
36.11
IV
47.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
39.63
IV
82.5%
B/E move
13.9%
Puts
Pseudo strike
36.74
IV
47.2%
B/E move
6.0%

50Δ

Calls
Pseudo strike
38.86
IV
74.2%
B/E move
11.9%
Puts
Pseudo strike
37.37
IV
46.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
38.10
IV
65.9%
B/E move
9.9%
Puts
Pseudo strike
38.00
IV
45.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
37.34
IV
57.5%
B/E move
7.8%
Puts
Pseudo strike
38.63
IV
45.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
36.58
IV
49.2%
B/E move
5.8%
Puts
Pseudo strike
39.26
IV
44.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
35.82
IV
40.8%
B/E move
3.8%
Puts
Pseudo strike
39.88
IV
44.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
35.06
IV
32.5%
B/E move
1.8%
Puts
Pseudo strike
42.18
IV
56.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.85
IV
71.2%
B/E move
1.7%

Options history

No recorded observations