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IBEX Limited Common Shares IBEX

i

Market dataready · fetched 2026-11-11T13:53:32.732Z

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 · 2026-11-10T21:00:01.94772925Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:53:32.394748+00:00

Share price$52.23
1D+2.4%
AH$50.22$50.76$51.30$51.84$52.385:30 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$0.49$2.44$4.39$6.35$8.30$40.75$45.97$51.19$56.42$61.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBEX spot · $52.23IBEX PRICE$0.70$0.89$1.08$1.27$1.42$1.56$1.71$1.86$2.01$2.15$2.30$2.45$2.60$0.80$0.94$1.07$1.44$1.87$2.30$2.73$3.16$3.58$4.01$5.24$6.48$7.73
PutsExpensive1.15×
CallsCheap0.65×
SkewBearish+15.25 pp
Implied moveBearish±$4.44
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0480.4%14.4%46.6485.4%12.2%
25Δ57.6476.6%12.1%48.1775.1%9.6%
30Δ56.2372.7%9.7%49.7064.9%6.9%
35Δ54.9368.8%7.6%50.5964.0%5.9%
40Δ54.3965.0%6.8%51.3265.4%5.3%
45Δ53.8461.2%6.1%52.0566.8%4.7%
50Δ53.2957.4%5.3%52.7868.2%4.2%
55Δ52.7553.7%4.5%53.5269.6%3.6%
60Δ52.2049.9%3.8%54.2571.0%3.0%
65Δ51.6646.1%3.0%54.9872.3%2.4%
70Δ51.1142.3%2.3%56.4076.6%2.0%
75Δ50.5638.5%1.5%57.8481.0%1.7%
80Δ50.0234.7%0.7%59.2985.4%1.3%

20Δ

Calls
Pseudo strike
59.04
IV
80.4%
B/E move
14.4%
Puts
Pseudo strike
46.64
IV
85.4%
B/E move
12.2%

25Δ

Calls
Pseudo strike
57.64
IV
76.6%
B/E move
12.1%
Puts
Pseudo strike
48.17
IV
75.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
56.23
IV
72.7%
B/E move
9.7%
Puts
Pseudo strike
49.70
IV
64.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
54.93
IV
68.8%
B/E move
7.6%
Puts
Pseudo strike
50.59
IV
64.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
54.39
IV
65.0%
B/E move
6.8%
Puts
Pseudo strike
51.32
IV
65.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
53.84
IV
61.2%
B/E move
6.1%
Puts
Pseudo strike
52.05
IV
66.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
53.29
IV
57.4%
B/E move
5.3%
Puts
Pseudo strike
52.78
IV
68.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
52.75
IV
53.7%
B/E move
4.5%
Puts
Pseudo strike
53.52
IV
69.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
52.20
IV
49.9%
B/E move
3.8%
Puts
Pseudo strike
54.25
IV
71.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
51.66
IV
46.1%
B/E move
3.0%
Puts
Pseudo strike
54.98
IV
72.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
51.11
IV
42.3%
B/E move
2.3%
Puts
Pseudo strike
56.40
IV
76.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
50.56
IV
38.5%
B/E move
1.5%
Puts
Pseudo strike
57.84
IV
81.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
50.02
IV
34.7%
B/E move
0.7%
Puts
Pseudo strike
59.29
IV
85.4%
B/E move
1.3%

Options history

IV · four-Friday blend62.11%
Daily close
IBEX47.8%66.2%84.7%2026-08-13: 61.73%2026-08-17: 63.77%2026-08-21: 59.74%2026-08-24: 58.76%2026-08-25: 61.26%2026-08-26: 60.96%2026-08-27: 62.41%2026-08-28: 64.00%2026-08-31: 60.90%2026-09-01: 64.96%2026-09-02: 64.75%2026-09-03: 62.93%2026-09-04: 64.69%2026-09-08: 71.18%2026-09-09: 74.31%2026-09-10: 82.12%2026-09-11: 55.23%2026-09-15: 60.42%2026-09-16: 66.93%2026-09-18: 52.07%2026-09-21: 53.51%2026-09-22: 53.86%2026-09-23: 51.03%2026-09-25: 51.54%2026-09-28: 50.98%2026-09-29: 50.31%2026-09-30: 51.93%2026-10-01: 53.08%2026-10-02: 51.25%2026-10-05: 52.08%2026-10-06: 55.98%2026-10-08: 55.24%2026-10-12: 59.40%2026-10-16: 56.93%2026-10-19: 55.31%2026-10-20: 57.04%2026-10-21: 54.89%2026-10-22: 58.48%2026-10-23: 60.26%2026-10-26: 59.36%2026-10-27: 57.80%2026-10-28: 60.99%2026-10-29: 60.83%2026-10-30: 62.11%Aug 13Sep 22Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.73%
63.77%
59.74%
58.76%
61.26%
60.96%
62.41%
64.00%
60.90%
64.96%
64.75%
62.93%
64.69%
71.18%
74.31%
82.12%
55.23%
60.42%
66.93%
52.07%
53.51%
53.86%
51.03%
51.54%
50.98%
50.31%
51.93%
53.08%
51.25%
52.08%
55.98%
55.24%
59.40%
56.93%
55.31%
57.04%
54.89%
58.48%
60.26%
59.36%
57.80%
60.99%
60.83%
62.11%