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Interactive Brokers Group, Inc. Class A Common Stock IBKR

i

Market dataready · fetched 2026-11-11T03:56:18.554Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-11T00:24:42.236205174Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T03:56:18.070130+00:00

Share price$77.90
1D+0.4%
AH$76.72$77.19$77.67$78.15$78.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBKR
Sold putSold callAH

Interactive Brokers Group, Inc. Class A Common Stock options

Live interpolated IBKR call and put midpoint premiums by absolute delta.Interactive Brokers Group, Inc. Class A Common Stock$0.14$1.76$3.38$4.99$6.61$74.21$76.34$78.48$80.62$82.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IBKR spot · $77.90IBKR PRICE$0.32$0.43$0.62$0.81$1.01$1.23$1.44$2.50$2.57$2.64$2.77$2.91$0.52$0.69$0.86$1.12$1.43$1.81$2.17$2.29$3.51$3.64$3.93$6.14
Puts——
Calls——
Skew——
Implied moveBearish±$3.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.4840.7%3.7%74.3763.1%5.2%
25Δ79.9140.3%3.1%75.0763.7%4.5%
30Δ79.5944.1%3.0%75.7662.3%3.9%
35Δ79.2747.9%2.8%76.3464.2%3.4%
40Δ78.9351.2%2.6%76.8767.9%3.1%
45Δ78.4752.0%2.3%77.4871.7%2.9%
50Δ78.0152.7%2.0%78.0973.9%2.5%
55Δ78.6367.4%2.0%
60Δ76.8868.7%1.9%
65Δ76.4661.6%1.5%80.1976.3%1.6%
70Δ76.0454.4%1.0%80.6369.1%1.2%
75Δ75.7349.4%0.8%81.2064.2%0.8%
80Δ75.4344.7%0.6%83.4185.2%0.8%

20Δ

Calls
Pseudo strike
80.48
IV
40.7%
B/E move
3.7%
Puts
Pseudo strike
74.37
IV
63.1%
B/E move
5.2%

25Δ

Calls
Pseudo strike
79.91
IV
40.3%
B/E move
3.1%
Puts
Pseudo strike
75.07
IV
63.7%
B/E move
4.5%

30Δ

Calls
Pseudo strike
79.59
IV
44.1%
B/E move
3.0%
Puts
Pseudo strike
75.76
IV
62.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
79.27
IV
47.9%
B/E move
2.8%
Puts
Pseudo strike
76.34
IV
64.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
78.93
IV
51.2%
B/E move
2.6%
Puts
Pseudo strike
76.87
IV
67.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
78.47
IV
52.0%
B/E move
2.3%
Puts
Pseudo strike
77.48
IV
71.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
78.01
IV
52.7%
B/E move
2.0%
Puts
Pseudo strike
78.09
IV
73.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.63
IV
67.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
76.88
IV
68.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
76.46
IV
61.6%
B/E move
1.5%
Puts
Pseudo strike
80.19
IV
76.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
76.04
IV
54.4%
B/E move
1.0%
Puts
Pseudo strike
80.63
IV
69.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
75.73
IV
49.4%
B/E move
0.8%
Puts
Pseudo strike
81.20
IV
64.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
75.43
IV
44.7%
B/E move
0.6%
Puts
Pseudo strike
83.41
IV
85.2%
B/E move
0.8%

Options history

IV · four-Friday blend46.52%
Daily close
IBKR32.3%47.6%62.9%2026-08-12: 38.02%2026-08-13: 38.43%2026-08-14: 35.23%2026-08-17: 39.48%2026-08-18: 39.32%2026-08-19: 41.96%2026-08-20: 41.61%2026-08-21: 35.13%2026-08-24: 38.93%2026-08-25: 44.00%2026-08-26: 42.94%2026-08-27: 47.14%2026-08-28: 37.04%2026-08-31: 41.69%2026-09-01: 43.56%2026-09-02: 39.90%2026-09-03: 38.07%2026-09-04: 38.34%2026-09-08: 38.51%2026-09-09: 41.52%2026-09-10: 43.80%2026-09-11: 37.00%2026-09-14: 40.74%2026-09-15: 42.47%2026-09-16: 45.88%2026-09-17: 40.70%2026-09-18: 34.42%2026-09-21: 41.07%2026-09-22: 39.99%2026-09-23: 40.29%2026-09-24: 45.37%2026-09-25: 39.86%2026-09-28: 39.69%2026-09-29: 43.15%2026-09-30: 43.76%2026-10-01: 45.56%2026-10-02: 40.93%2026-10-05: 43.91%2026-10-06: 42.12%2026-10-07: 45.95%2026-10-08: 50.67%2026-10-09: 44.30%2026-10-12: 47.77%2026-10-13: 48.23%2026-10-14: 56.78%2026-10-15: 60.76%2026-10-16: 37.68%2026-10-19: 39.91%2026-10-20: 39.10%2026-10-21: 38.28%2026-10-22: 42.60%2026-10-23: 42.56%2026-10-26: 42.63%2026-10-27: 41.54%2026-10-28: 46.33%2026-10-29: 51.73%2026-10-30: 46.52%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
38.02%
38.43%
35.23%
39.48%
39.32%
41.96%
41.61%
35.13%
38.93%
44.00%
42.94%
47.14%
37.04%
41.69%
43.56%
39.90%
38.07%
38.34%
38.51%
41.52%
43.80%
37.00%
40.74%
42.47%
45.88%
40.70%
34.42%
41.07%
39.99%
40.29%
45.37%
39.86%
39.69%
43.15%
43.76%
45.56%
40.93%
43.91%
42.12%
45.95%
50.67%
44.30%
47.77%
48.23%
56.78%
60.76%
37.68%
39.91%
39.10%
38.28%
42.60%
42.56%
42.63%
41.54%
46.33%
51.73%
46.52%