Share price$85.65
1D+2.1%
Sold putSold call
Interactive Brokers Group Inc IBKR
FINANCIAL SERVICES · CAPITAL MARKETSi
Market dataready · fetched 2026-10-21T17:01:52.255Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:01:50.812172707Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-21T17:01:51.681075+00:00
Interactive Brokers Group Inc options
PutsExpensive1.37×
CallsExpensive1.19×
SkewBullish-3.43 pp
Implied moveBalanced±$2.15
TiltBearish18.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 95.60 | 156.4% | 12.8% | 83.35 | 44.1% | 3.1% |
| 25Δ | 91.96 | 108.3% | 8.4% | 83.85 | 43.5% | 2.6% |
| 30Δ | 88.32 | 60.2% | 3.9% | 84.27 | 43.1% | 2.2% |
| 35Δ | 86.77 | 42.6% | 2.0% | 84.65 | 42.9% | 1.9% |
| 40Δ | 86.40 | 42.2% | 1.8% | 85.02 | 42.6% | 1.6% |
| 45Δ | 86.04 | 41.9% | 1.5% | 85.36 | 42.2% | 1.4% |
| 50Δ | 85.70 | 42.2% | 1.3% | 85.70 | 41.8% | 1.2% |
| 55Δ | 85.36 | 42.7% | 1.1% | 86.09 | 43.1% | 1.0% |
| 60Δ | 85.02 | 43.1% | 0.9% | 86.94 | 60.0% | 1.1% |
| 65Δ | 84.62 | 43.9% | 0.8% | 87.79 | 76.9% | 1.3% |
| 70Δ | 84.22 | 44.6% | 0.7% | 87.35 | 46.8% | 0.6% |
| 75Δ | 83.83 | 44.2% | 0.5% | 88.94 | 71.9% | 0.7% |
| 80Δ | 83.45 | 42.4% | 0.4% | 92.14 | 111.4% | 0.9% |
20Δ
- Pseudo strike
- 95.60
- IV
- 156.4%
- B/E move
- 12.8%
- Pseudo strike
- 83.35
- IV
- 44.1%
- B/E move
- 3.1%
25Δ
- Pseudo strike
- 91.96
- IV
- 108.3%
- B/E move
- 8.4%
- Pseudo strike
- 83.85
- IV
- 43.5%
- B/E move
- 2.6%
30Δ
- Pseudo strike
- 88.32
- IV
- 60.2%
- B/E move
- 3.9%
- Pseudo strike
- 84.27
- IV
- 43.1%
- B/E move
- 2.2%
35Δ
- Pseudo strike
- 86.77
- IV
- 42.6%
- B/E move
- 2.0%
- Pseudo strike
- 84.65
- IV
- 42.9%
- B/E move
- 1.9%
40Δ
- Pseudo strike
- 86.40
- IV
- 42.2%
- B/E move
- 1.8%
- Pseudo strike
- 85.02
- IV
- 42.6%
- B/E move
- 1.6%
45Δ
- Pseudo strike
- 86.04
- IV
- 41.9%
- B/E move
- 1.5%
- Pseudo strike
- 85.36
- IV
- 42.2%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 85.70
- IV
- 42.2%
- B/E move
- 1.3%
- Pseudo strike
- 85.70
- IV
- 41.8%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 85.36
- IV
- 42.7%
- B/E move
- 1.1%
- Pseudo strike
- 86.09
- IV
- 43.1%
- B/E move
- 1.0%
60Δ
- Pseudo strike
- 85.02
- IV
- 43.1%
- B/E move
- 0.9%
- Pseudo strike
- 86.94
- IV
- 60.0%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 84.62
- IV
- 43.9%
- B/E move
- 0.8%
- Pseudo strike
- 87.79
- IV
- 76.9%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 84.22
- IV
- 44.6%
- B/E move
- 0.7%
- Pseudo strike
- 87.35
- IV
- 46.8%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 83.83
- IV
- 44.2%
- B/E move
- 0.5%
- Pseudo strike
- 88.94
- IV
- 71.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 83.45
- IV
- 42.4%
- B/E move
- 0.4%
- Pseudo strike
- 92.14
- IV
- 111.4%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 39.61% | |
| 41.13% |