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IBEX Limited Common Shares IBEX

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Market datapartial · fetched 2026-10-22T21:09:43.217Z

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 · 2026-10-22T20:00:01.721476834Z

FundamentalsAlpha Vantage · unavailable

Share price$46.94
1D-1.4%
AH$46.66$46.91$47.17$47.43$47.685:30 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$0.89$3.37$5.85$8.33$10.81$24.71$36.22$47.73$59.24$70.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBEX spot · $46.94IBEX PRICE$1.16$1.39$1.76$2.21$2.65$3.12$3.64$4.16$4.68$5.42$6.39$7.36$8.32$1.42$1.77$2.15$2.53$2.98$3.48$3.98$4.48$4.98$6.17$7.39$8.61$10.09
PutsCheap0.52×
CallsCheap0.53×
SkewBullish-8.23 pp
Implied moveBearish±$7.62
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.8687.9%30.0%39.4786.2%18.9%
25Δ56.2878.9%22.9%41.2980.0%15.8%
30Δ54.0576.3%18.9%42.8176.2%13.4%
35Δ52.5777.2%16.7%44.3372.4%10.9%
40Δ51.0878.0%14.5%45.6169.7%9.2%
45Δ49.6478.3%12.4%46.7067.7%7.9%
50Δ48.3277.2%10.7%47.7865.7%6.7%
55Δ47.0176.0%9.0%48.8763.7%5.4%
60Δ45.6974.8%7.3%49.9661.7%4.2%
65Δ44.3274.8%5.9%51.4663.3%3.5%
70Δ42.8976.1%5.0%52.9965.0%2.9%
75Δ41.4677.4%4.0%54.5166.6%2.2%
80Δ40.0478.6%3.0%56.2966.2%1.6%

20Δ

Calls
Pseudo strike
59.86
IV
87.9%
B/E move
30.0%
Puts
Pseudo strike
39.47
IV
86.2%
B/E move
18.9%

25Δ

Calls
Pseudo strike
56.28
IV
78.9%
B/E move
22.9%
Puts
Pseudo strike
41.29
IV
80.0%
B/E move
15.8%

30Δ

Calls
Pseudo strike
54.05
IV
76.3%
B/E move
18.9%
Puts
Pseudo strike
42.81
IV
76.2%
B/E move
13.4%

35Δ

Calls
Pseudo strike
52.57
IV
77.2%
B/E move
16.7%
Puts
Pseudo strike
44.33
IV
72.4%
B/E move
10.9%

40Δ

Calls
Pseudo strike
51.08
IV
78.0%
B/E move
14.5%
Puts
Pseudo strike
45.61
IV
69.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
49.64
IV
78.3%
B/E move
12.4%
Puts
Pseudo strike
46.70
IV
67.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
48.32
IV
77.2%
B/E move
10.7%
Puts
Pseudo strike
47.78
IV
65.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
47.01
IV
76.0%
B/E move
9.0%
Puts
Pseudo strike
48.87
IV
63.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
45.69
IV
74.8%
B/E move
7.3%
Puts
Pseudo strike
49.96
IV
61.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
44.32
IV
74.8%
B/E move
5.9%
Puts
Pseudo strike
51.46
IV
63.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
42.89
IV
76.1%
B/E move
5.0%
Puts
Pseudo strike
52.99
IV
65.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
41.46
IV
77.4%
B/E move
4.0%
Puts
Pseudo strike
54.51
IV
66.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
40.04
IV
78.6%
B/E move
3.0%
Puts
Pseudo strike
56.29
IV
66.2%
B/E move
1.6%

Options history

No recorded observations