Share price$86.08
1D+2.6%
Sold putSold call
Interactive Brokers Group Inc IBKR
FINANCIAL SERVICES · CAPITAL MARKETSi
Market dataready · fetched 2026-10-21T17:49:02.191Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:38.069408526Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-21T17:49:01.402239+00:00
Interactive Brokers Group Inc options
PutsExpensive1.33×
CallsExpensive1.06×
SkewBearish+2.08 pp
Implied moveBearish±$2.15
TiltBearish19.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 95.64 | 153.1% | 12.3% | 83.73 | 45.0% | 3.1% |
| 25Δ | 87.95 | 41.6% | 2.6% | 84.24 | 44.1% | 2.6% |
| 30Δ | 87.56 | 41.7% | 2.3% | 84.69 | 42.8% | 2.2% |
| 35Δ | 87.18 | 41.7% | 2.0% | 85.11 | 41.9% | 1.9% |
| 40Δ | 86.82 | 41.7% | 1.7% | 85.45 | 42.0% | 1.6% |
| 45Δ | 86.48 | 41.6% | 1.5% | 85.79 | 42.1% | 1.4% |
| 50Δ | 86.14 | 41.5% | 1.3% | 86.14 | 42.2% | 1.2% |
| 55Δ | 85.79 | 41.6% | 1.1% | 86.49 | 42.3% | 1.0% |
| 60Δ | 85.45 | 41.8% | 0.9% | 86.83 | 42.5% | 0.9% |
| 65Δ | 85.10 | 42.1% | 0.8% | 87.58 | 52.3% | 0.8% |
| 70Δ | 84.69 | 42.7% | 0.6% | 88.71 | 71.1% | 0.9% |
| 75Δ | 84.26 | 43.4% | 0.5% | 88.75 | 59.6% | 0.6% |
| 80Δ | 83.77 | 43.5% | 0.4% | 92.95 | 117.0% | 0.9% |
20Δ
- Pseudo strike
- 95.64
- IV
- 153.1%
- B/E move
- 12.3%
- Pseudo strike
- 83.73
- IV
- 45.0%
- B/E move
- 3.1%
25Δ
- Pseudo strike
- 87.95
- IV
- 41.6%
- B/E move
- 2.6%
- Pseudo strike
- 84.24
- IV
- 44.1%
- B/E move
- 2.6%
30Δ
- Pseudo strike
- 87.56
- IV
- 41.7%
- B/E move
- 2.3%
- Pseudo strike
- 84.69
- IV
- 42.8%
- B/E move
- 2.2%
35Δ
- Pseudo strike
- 87.18
- IV
- 41.7%
- B/E move
- 2.0%
- Pseudo strike
- 85.11
- IV
- 41.9%
- B/E move
- 1.9%
40Δ
- Pseudo strike
- 86.82
- IV
- 41.7%
- B/E move
- 1.7%
- Pseudo strike
- 85.45
- IV
- 42.0%
- B/E move
- 1.6%
45Δ
- Pseudo strike
- 86.48
- IV
- 41.6%
- B/E move
- 1.5%
- Pseudo strike
- 85.79
- IV
- 42.1%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 86.14
- IV
- 41.5%
- B/E move
- 1.3%
- Pseudo strike
- 86.14
- IV
- 42.2%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 85.79
- IV
- 41.6%
- B/E move
- 1.1%
- Pseudo strike
- 86.49
- IV
- 42.3%
- B/E move
- 1.0%
60Δ
- Pseudo strike
- 85.45
- IV
- 41.8%
- B/E move
- 0.9%
- Pseudo strike
- 86.83
- IV
- 42.5%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 85.10
- IV
- 42.1%
- B/E move
- 0.8%
- Pseudo strike
- 87.58
- IV
- 52.3%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 84.69
- IV
- 42.7%
- B/E move
- 0.6%
- Pseudo strike
- 88.71
- IV
- 71.1%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 84.26
- IV
- 43.4%
- B/E move
- 0.5%
- Pseudo strike
- 88.75
- IV
- 59.6%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 83.77
- IV
- 43.5%
- B/E move
- 0.4%
- Pseudo strike
- 92.95
- IV
- 117.0%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 39.61% | |
| 41.13% |