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International Bancshares Corp IBOC

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Market datapartial · fetched 2026-10-22T16:53:47.705Z

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 · 2026-10-22T16:52:48.55568509Z

FundamentalsAlpha Vantage · unavailable

Share price$67.22
1D+1.0%
$66.37$66.60$66.83$67.05$67.285:30 AM6:30 AM9:00 AM1:00 PMIBOC
Sold putSold call

International Bancshares Corp options

Live interpolated IBOC call and put midpoint premiums by absolute delta.International Bancshares Corp$2.24$3.75$5.25$6.76$8.27$55.56$61.60$67.63$73.67$79.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBOC spot · $67.22IBOC PRICE$2.41$2.45$2.45$2.45$2.45$2.59$2.78$2.98$3.17$3.36$3.68$4.61$5.53$2.45$2.45$2.45$2.45$2.64$2.93$3.21$3.49$3.77$4.22$5.43$6.63$7.83
PutsExpensive1.94×
CallsExpensive2.20×
SkewBullish-4.36 pp
Implied moveBearish±$5.99
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.53133.5%51.7%55.26100.6%21.4%
25Δ84.7999.0%29.8%59.5477.6%15.1%
30Δ78.0977.5%19.8%62.0264.0%11.4%
35Δ73.5261.3%13.0%64.2951.5%8.0%
40Δ70.7849.6%8.9%65.6245.8%6.3%
45Δ69.3644.0%7.0%66.5343.0%5.4%
50Δ68.4540.7%6.0%67.4440.3%4.4%
55Δ67.5537.5%4.9%68.3537.6%3.5%
60Δ66.6534.2%3.9%69.2634.9%2.6%
65Δ65.7531.0%2.8%70.2633.0%1.8%
70Δ64.8228.3%1.9%71.6834.9%1.4%
75Δ63.6929.0%1.6%73.0936.8%1.1%
80Δ62.5729.7%1.3%74.5138.6%0.8%

20Δ

Calls
Pseudo strike
99.53
IV
133.5%
B/E move
51.7%
Puts
Pseudo strike
55.26
IV
100.6%
B/E move
21.4%

25Δ

Calls
Pseudo strike
84.79
IV
99.0%
B/E move
29.8%
Puts
Pseudo strike
59.54
IV
77.6%
B/E move
15.1%

30Δ

Calls
Pseudo strike
78.09
IV
77.5%
B/E move
19.8%
Puts
Pseudo strike
62.02
IV
64.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
73.52
IV
61.3%
B/E move
13.0%
Puts
Pseudo strike
64.29
IV
51.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
70.78
IV
49.6%
B/E move
8.9%
Puts
Pseudo strike
65.62
IV
45.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
69.36
IV
44.0%
B/E move
7.0%
Puts
Pseudo strike
66.53
IV
43.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
68.45
IV
40.7%
B/E move
6.0%
Puts
Pseudo strike
67.44
IV
40.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
67.55
IV
37.5%
B/E move
4.9%
Puts
Pseudo strike
68.35
IV
37.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
66.65
IV
34.2%
B/E move
3.9%
Puts
Pseudo strike
69.26
IV
34.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
65.75
IV
31.0%
B/E move
2.8%
Puts
Pseudo strike
70.26
IV
33.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
64.82
IV
28.3%
B/E move
1.9%
Puts
Pseudo strike
71.68
IV
34.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
63.69
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
73.09
IV
36.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
62.57
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
74.51
IV
38.6%
B/E move
0.8%

Options history

No recorded observations