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International Bancshares Corp IBOC

i

Market datapartial · fetched 2026-11-12T00:58:32.853Z

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: 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 · 2026-11-11T21:00:30.400155734Z

FundamentalsAlpha Vantage · unavailable

Share price$68.02
1D+0.3%
AH$67.24$67.45$67.66$67.87$68.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBOC
Sold putSold callAH

International Bancshares Corp options

Live interpolated IBOC call and put midpoint premiums by absolute delta.International Bancshares Corp$1.54$2.70$3.86$5.03$6.19$58.04$61.84$65.64$69.44$73.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IBOC spot · $68.02IBOC PRICE$1.67$1.96$2.26$2.48$2.58$2.68$2.78$2.88$2.98$3.08$3.18$2.45$2.45$2.45$2.46$2.54$2.62$2.70$2.79$2.87$2.97$3.93$4.89$5.85
PutsExpensive2.61×
Calls——
Skew——
Implied moveBearish±$5.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.77181.9%21.6%
25Δ60.18139.4%15.1%
30Δ71.6262.2%7.7%62.69114.8%11.4%
35Δ71.0168.0%7.3%65.0791.5%8.0%
40Δ70.4073.7%6.8%65.8983.3%6.9%
45Δ69.8075.5%6.3%66.7275.1%5.8%
50Δ69.2169.7%5.6%67.5466.9%4.7%
55Δ68.6363.9%4.8%68.3758.7%3.6%
60Δ68.0458.1%4.1%69.1950.5%2.5%
65Δ67.4652.3%3.4%70.0342.6%1.4%
70Δ66.8746.5%2.7%71.1444.7%1.2%
75Δ66.2840.7%2.0%72.2646.9%1.0%
80Δ65.7034.9%1.3%73.3849.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.77
IV
181.9%
B/E move
21.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.18
IV
139.4%
B/E move
15.1%

30Δ

Calls
Pseudo strike
71.62
IV
62.2%
B/E move
7.7%
Puts
Pseudo strike
62.69
IV
114.8%
B/E move
11.4%

35Δ

Calls
Pseudo strike
71.01
IV
68.0%
B/E move
7.3%
Puts
Pseudo strike
65.07
IV
91.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
70.40
IV
73.7%
B/E move
6.8%
Puts
Pseudo strike
65.89
IV
83.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
69.80
IV
75.5%
B/E move
6.3%
Puts
Pseudo strike
66.72
IV
75.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
69.21
IV
69.7%
B/E move
5.6%
Puts
Pseudo strike
67.54
IV
66.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
68.63
IV
63.9%
B/E move
4.8%
Puts
Pseudo strike
68.37
IV
58.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
68.04
IV
58.1%
B/E move
4.1%
Puts
Pseudo strike
69.19
IV
50.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
67.46
IV
52.3%
B/E move
3.4%
Puts
Pseudo strike
70.03
IV
42.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
66.87
IV
46.5%
B/E move
2.7%
Puts
Pseudo strike
71.14
IV
44.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
66.28
IV
40.7%
B/E move
2.0%
Puts
Pseudo strike
72.26
IV
46.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
65.70
IV
34.9%
B/E move
1.3%
Puts
Pseudo strike
73.38
IV
49.1%
B/E move
0.7%

Options history

IV · four-Friday blend33.37%
Daily close
IBOC25.0%41.0%57.0%2026-08-17: 44.34%2026-08-18: 49.99%2026-08-21: 30.13%2026-08-24: 30.66%2026-08-26: 30.38%2026-08-27: 30.84%2026-08-28: 31.61%2026-09-01: 30.42%2026-09-02: 31.87%2026-09-03: 33.39%2026-09-04: 33.87%2026-09-08: 34.67%2026-09-09: 36.35%2026-09-10: 38.27%2026-09-14: 46.15%2026-09-16: 54.77%2026-09-18: 27.18%2026-09-21: 28.89%2026-09-22: 28.69%2026-09-23: 28.76%2026-09-24: 28.74%2026-09-25: 29.33%2026-09-28: 29.35%2026-09-29: 30.95%2026-09-30: 32.80%2026-10-01: 31.70%2026-10-02: 31.27%2026-10-05: 32.77%2026-10-06: 34.55%2026-10-07: 37.87%2026-10-08: 38.18%2026-10-09: 40.43%2026-10-12: 46.91%2026-10-16: 29.29%2026-10-19: 30.80%2026-10-20: 30.89%2026-10-21: 30.69%2026-10-22: 31.12%2026-10-23: 31.66%2026-10-26: 32.42%2026-10-27: 32.77%2026-10-28: 32.93%2026-10-29: 32.86%2026-10-30: 33.37%Aug 17Sep 25Oct 30
44 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
44.34%
49.99%
30.13%
30.66%
30.38%
30.84%
31.61%
30.42%
31.87%
33.39%
33.87%
34.67%
36.35%
38.27%
46.15%
54.77%
27.18%
28.89%
28.69%
28.76%
28.74%
29.33%
29.35%
30.95%
32.80%
31.70%
31.27%
32.77%
34.55%
37.87%
38.18%
40.43%
46.91%
29.29%
30.80%
30.89%
30.69%
31.12%
31.66%
32.42%
32.77%
32.93%
32.86%
33.37%