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IBEX Limited Common Shares IBEX

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Market datapartial · fetched 2026-10-22T10:28:39.208Z

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 · 2026-10-21T20:00:00.461163446Z

FundamentalsAlpha Vantage · unavailable

Share price$46.91
1D+2.0%
AH$45.93$46.19$46.46$46.72$46.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBEX
Sold putSold callAH

IBEX Limited Common Shares options

Live interpolated IBEX call and put midpoint premiums by absolute delta.IBEX Limited Common Shares$0.80$3.87$6.94$10.01$13.09$24.70$36.21$47.71$59.22$70.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBEX spot · $46.91IBEX PRICE$1.13$1.35$1.46$1.53$1.93$2.45$2.97$3.48$4.00$4.59$5.33$6.07$6.81$1.60$1.93$2.32$2.70$3.11$3.54$3.96$4.39$4.81$6.44$8.37$10.29$12.20
PutsCheap0.56×
CallsCheap0.43×
SkewBearish+12.19 pp
Implied moveBearish±$6.93
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.5085.1%29.2%38.7195.8%20.9%
25Δ55.8375.7%21.9%40.9686.1%16.8%
30Δ53.1065.0%16.3%42.5781.5%14.2%
35Δ50.6554.0%11.2%44.1976.9%11.6%
40Δ49.3252.6%9.3%45.5372.9%9.6%
45Δ48.4054.7%8.4%46.5969.7%8.2%
50Δ47.4756.9%7.5%47.6666.5%6.9%
55Δ46.5559.0%6.7%48.7263.2%5.5%
60Δ45.6261.1%5.8%49.7960.0%4.1%
65Δ44.6362.2%4.9%51.6965.4%3.5%
70Δ43.5161.4%4.1%53.8173.0%3.1%
75Δ42.3960.5%3.3%55.9977.5%2.6%
80Δ41.2759.7%2.5%58.2477.9%1.9%

20Δ

Calls
Pseudo strike
59.50
IV
85.1%
B/E move
29.2%
Puts
Pseudo strike
38.71
IV
95.8%
B/E move
20.9%

25Δ

Calls
Pseudo strike
55.83
IV
75.7%
B/E move
21.9%
Puts
Pseudo strike
40.96
IV
86.1%
B/E move
16.8%

30Δ

Calls
Pseudo strike
53.10
IV
65.0%
B/E move
16.3%
Puts
Pseudo strike
42.57
IV
81.5%
B/E move
14.2%

35Δ

Calls
Pseudo strike
50.65
IV
54.0%
B/E move
11.2%
Puts
Pseudo strike
44.19
IV
76.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
49.32
IV
52.6%
B/E move
9.3%
Puts
Pseudo strike
45.53
IV
72.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
48.40
IV
54.7%
B/E move
8.4%
Puts
Pseudo strike
46.59
IV
69.7%
B/E move
8.2%

50Δ

Calls
Pseudo strike
47.47
IV
56.9%
B/E move
7.5%
Puts
Pseudo strike
47.66
IV
66.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
46.55
IV
59.0%
B/E move
6.7%
Puts
Pseudo strike
48.72
IV
63.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
45.62
IV
61.1%
B/E move
5.8%
Puts
Pseudo strike
49.79
IV
60.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
44.63
IV
62.2%
B/E move
4.9%
Puts
Pseudo strike
51.69
IV
65.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
43.51
IV
61.4%
B/E move
4.1%
Puts
Pseudo strike
53.81
IV
73.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
42.39
IV
60.5%
B/E move
3.3%
Puts
Pseudo strike
55.99
IV
77.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
41.27
IV
59.7%
B/E move
2.5%
Puts
Pseudo strike
58.24
IV
77.9%
B/E move
1.9%

Options history

No recorded observations