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INSTALLED BUILDING PRODUCTS, INC. IBP

i

Market dataready · fetched 2026-11-12T00:54:17.759Z

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 · 2026-11-12T00:00:00.003157339Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:17.338663+00:00

Share price$209.54
1D-1.4%
AH$207$209$210$212$2145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBP
Sold putSold callAH

INSTALLED BUILDING PRODUCTS, INC. options

Live interpolated IBP call and put midpoint premiums by absolute delta.INSTALLED BUILDING PRODUCTS, INC.$1.52$5.74$9.96$14.18$18.41$182.76$197.81$212.87$227.92$242.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBP spot · $209.54IBP PRICE$1.97$2.63$3.29$4.21$5.15$6.09$7.02$8.29$9.65$11.02$12.39$14.34$16.77$2.42$3.01$3.77$4.79$5.81$6.83$7.93$9.28$10.63$11.98$13.34$15.25$17.19
PutsCheap0.87×
CallsCheap0.69×
SkewNeutral+0.19 pp
Implied moveBearish±$14.96
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ226.1952.8%8.9%193.8163.1%8.7%
25Δ223.2353.8%7.8%197.7958.7%7.0%
30Δ220.2654.7%6.7%200.9556.4%5.9%
35Δ217.8055.1%6.0%203.3656.5%5.2%
40Δ215.3955.5%5.3%205.7756.7%4.6%
45Δ212.9955.8%4.5%208.1856.8%3.9%
50Δ210.5856.1%3.8%210.5756.7%3.3%
55Δ208.1956.1%3.3%212.9055.8%2.8%
60Δ205.8255.9%2.8%215.2354.9%2.4%
65Δ203.4455.7%2.3%217.5654.0%1.9%
70Δ201.0755.5%1.9%219.8953.1%1.4%
75Δ198.2856.1%1.5%222.4551.2%1.1%
80Δ195.1657.5%1.1%225.0249.1%0.8%

20Δ

Calls
Pseudo strike
226.19
IV
52.8%
B/E move
8.9%
Puts
Pseudo strike
193.81
IV
63.1%
B/E move
8.7%

25Δ

Calls
Pseudo strike
223.23
IV
53.8%
B/E move
7.8%
Puts
Pseudo strike
197.79
IV
58.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
220.26
IV
54.7%
B/E move
6.7%
Puts
Pseudo strike
200.95
IV
56.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
217.80
IV
55.1%
B/E move
6.0%
Puts
Pseudo strike
203.36
IV
56.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
215.39
IV
55.5%
B/E move
5.3%
Puts
Pseudo strike
205.77
IV
56.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
212.99
IV
55.8%
B/E move
4.5%
Puts
Pseudo strike
208.18
IV
56.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
210.58
IV
56.1%
B/E move
3.8%
Puts
Pseudo strike
210.57
IV
56.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
208.19
IV
56.1%
B/E move
3.3%
Puts
Pseudo strike
212.90
IV
55.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
205.82
IV
55.9%
B/E move
2.8%
Puts
Pseudo strike
215.23
IV
54.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
203.44
IV
55.7%
B/E move
2.3%
Puts
Pseudo strike
217.56
IV
54.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
201.07
IV
55.5%
B/E move
1.9%
Puts
Pseudo strike
219.89
IV
53.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
198.28
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
222.45
IV
51.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
195.16
IV
57.5%
B/E move
1.1%
Puts
Pseudo strike
225.02
IV
49.1%
B/E move
0.8%

Options history

IV · four-Friday blend55.24%
Daily close
IBP43.6%51.9%60.2%2026-08-13: 47.39%2026-08-14: 44.75%2026-08-17: 48.34%2026-08-18: 47.36%2026-08-19: 47.96%2026-08-21: 46.30%2026-08-24: 47.16%2026-08-25: 47.00%2026-08-26: 46.61%2026-08-27: 46.39%2026-08-28: 45.04%2026-08-31: 46.04%2026-09-01: 46.51%2026-09-02: 46.54%2026-09-03: 46.19%2026-09-04: 45.52%2026-09-08: 48.24%2026-09-09: 48.35%2026-09-10: 49.98%2026-09-11: 46.95%2026-09-14: 49.77%2026-09-15: 50.85%2026-09-16: 48.59%2026-09-17: 53.55%2026-09-18: 49.33%2026-09-21: 49.53%2026-09-22: 49.15%2026-09-23: 49.14%2026-09-24: 49.27%2026-09-25: 48.85%2026-09-28: 49.94%2026-09-29: 50.86%2026-09-30: 49.50%2026-10-01: 51.61%2026-10-02: 50.96%2026-10-05: 51.35%2026-10-06: 50.28%2026-10-07: 50.98%2026-10-08: 50.28%2026-10-09: 50.24%2026-10-12: 52.51%2026-10-13: 54.23%2026-10-14: 55.41%2026-10-15: 59.08%2026-10-16: 52.14%2026-10-19: 52.40%2026-10-20: 52.36%2026-10-21: 52.40%2026-10-22: 52.87%2026-10-23: 53.40%2026-10-26: 54.46%2026-10-27: 54.20%2026-10-28: 54.22%2026-10-29: 54.20%2026-10-30: 55.24%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.39%
44.75%
48.34%
47.36%
47.96%
46.30%
47.16%
47.00%
46.61%
46.39%
45.04%
46.04%
46.51%
46.54%
46.19%
45.52%
48.24%
48.35%
49.98%
46.95%
49.77%
50.85%
48.59%
53.55%
49.33%
49.53%
49.15%
49.14%
49.27%
48.85%
49.94%
50.86%
49.50%
51.61%
50.96%
51.35%
50.28%
50.98%
50.28%
50.24%
52.51%
54.23%
55.41%
59.08%
52.14%
52.40%
52.36%
52.40%
52.87%
53.40%
54.46%
54.20%
54.22%
54.20%
55.24%