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International Bancshares Corp IBOC

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Market datapartial · fetched 2026-10-22T23:07:13.140Z

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 · 2026-10-22T20:00:30.382504465Z

FundamentalsAlpha Vantage · unavailable

Share price$67.28
1D+0.9%
AH$66.35$66.64$66.93$67.22$67.505:30 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$2.31$3.61$4.91$6.21$7.51$55.87$61.52$67.16$72.80$78.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBOC spot · $67.28IBOC PRICE$2.45$2.45$2.45$2.45$2.61$2.84$3.07$3.30$3.53$3.93$4.75$5.56$2.45$2.45$2.45$2.45$2.66$2.94$3.23$3.52$3.80$4.30$5.24$6.19$7.14
PutsExpensive1.93×
CallsExpensive1.94×
SkewBearish+1.29 pp
Implied moveBearish±$6.07
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.31101.0%21.4%
25Δ84.8299.3%29.7%59.6177.8%15.0%
30Δ78.1677.8%19.8%62.0864.3%11.4%
35Δ73.5761.5%13.0%64.3751.6%8.0%
40Δ70.8649.9%9.0%65.6746.1%6.3%
45Δ69.3744.2%7.0%66.5943.4%5.4%
50Δ68.4441.2%5.9%67.5240.6%4.4%
55Δ67.5138.2%4.9%68.4437.9%3.5%
60Δ66.5935.3%3.9%69.3635.1%2.6%
65Δ65.6632.3%2.8%70.3733.3%1.8%
70Δ64.7130.2%2.0%71.5533.8%1.4%
75Δ63.6730.0%1.7%72.7434.2%1.1%
80Δ62.6429.8%1.4%73.9234.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.31
IV
101.0%
B/E move
21.4%

25Δ

Calls
Pseudo strike
84.82
IV
99.3%
B/E move
29.7%
Puts
Pseudo strike
59.61
IV
77.8%
B/E move
15.0%

30Δ

Calls
Pseudo strike
78.16
IV
77.8%
B/E move
19.8%
Puts
Pseudo strike
62.08
IV
64.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
73.57
IV
61.5%
B/E move
13.0%
Puts
Pseudo strike
64.37
IV
51.6%
B/E move
8.0%

40Δ

Calls
Pseudo strike
70.86
IV
49.9%
B/E move
9.0%
Puts
Pseudo strike
65.67
IV
46.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
69.37
IV
44.2%
B/E move
7.0%
Puts
Pseudo strike
66.59
IV
43.4%
B/E move
5.4%

50Δ

Calls
Pseudo strike
68.44
IV
41.2%
B/E move
5.9%
Puts
Pseudo strike
67.52
IV
40.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
67.51
IV
38.2%
B/E move
4.9%
Puts
Pseudo strike
68.44
IV
37.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
66.59
IV
35.3%
B/E move
3.9%
Puts
Pseudo strike
69.36
IV
35.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
65.66
IV
32.3%
B/E move
2.8%
Puts
Pseudo strike
70.37
IV
33.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
64.71
IV
30.2%
B/E move
2.0%
Puts
Pseudo strike
71.55
IV
33.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
63.67
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
72.74
IV
34.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
62.64
IV
29.8%
B/E move
1.4%
Puts
Pseudo strike
73.92
IV
34.7%
B/E move
0.7%

Options history

No recorded observations