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Ibotta, Inc. IBTA

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Market datapartial · fetched 2026-10-22T23:45:27.028Z

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 · 2026-10-22T23:00:00.003484151Z

FundamentalsAlpha Vantage · unavailable

Share price$48.90
1D-0.2%
AH$48.60$49.07$49.55$50.02$50.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBTA
Sold putSold callAH

Ibotta, Inc. options

Live interpolated IBTA call and put midpoint premiums by absolute delta.Ibotta, Inc.$1.04$5.17$9.31$13.45$17.58$30.22$39.79$49.37$58.94$68.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBTA spot · $48.90IBTA PRICE$1.48$1.95$2.45$2.98$3.52$4.38$5.27$6.18$7.17$8.16$9.63$11.29$13.44$2.10$2.83$3.65$4.47$5.34$6.20$7.33$8.58$9.95$11.93$13.77$15.08$16.39
PutsExpensive1.76×
CallsExpensive1.73×
SkewBullish-6.79 pp
Implied moveBearish±$12.61
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.07110.4%40.2%39.17116.5%24.2%
25Δ63.46109.3%33.8%41.54113.8%20.8%
30Δ60.43108.8%28.6%43.60114.2%18.3%
35Δ57.82107.0%24.3%45.61113.7%15.9%
40Δ55.27105.1%20.2%47.53111.1%13.7%
45Δ53.38109.0%18.1%49.44108.6%11.6%
50Δ51.57113.8%16.2%51.40107.5%9.9%
55Δ49.72117.9%14.3%53.38107.0%8.4%
60Δ47.66118.2%12.1%55.45106.9%7.0%
65Δ45.60118.6%9.9%57.99108.6%5.8%
70Δ43.32122.7%8.3%60.39108.7%4.7%
75Δ40.94128.4%6.8%62.26102.8%3.5%
80Δ38.11135.7%5.4%64.1396.9%2.4%

20Δ

Calls
Pseudo strike
67.07
IV
110.4%
B/E move
40.2%
Puts
Pseudo strike
39.17
IV
116.5%
B/E move
24.2%

25Δ

Calls
Pseudo strike
63.46
IV
109.3%
B/E move
33.8%
Puts
Pseudo strike
41.54
IV
113.8%
B/E move
20.8%

30Δ

Calls
Pseudo strike
60.43
IV
108.8%
B/E move
28.6%
Puts
Pseudo strike
43.60
IV
114.2%
B/E move
18.3%

35Δ

Calls
Pseudo strike
57.82
IV
107.0%
B/E move
24.3%
Puts
Pseudo strike
45.61
IV
113.7%
B/E move
15.9%

40Δ

Calls
Pseudo strike
55.27
IV
105.1%
B/E move
20.2%
Puts
Pseudo strike
47.53
IV
111.1%
B/E move
13.7%

45Δ

Calls
Pseudo strike
53.38
IV
109.0%
B/E move
18.1%
Puts
Pseudo strike
49.44
IV
108.6%
B/E move
11.6%

50Δ

Calls
Pseudo strike
51.57
IV
113.8%
B/E move
16.2%
Puts
Pseudo strike
51.40
IV
107.5%
B/E move
9.9%

55Δ

Calls
Pseudo strike
49.72
IV
117.9%
B/E move
14.3%
Puts
Pseudo strike
53.38
IV
107.0%
B/E move
8.4%

60Δ

Calls
Pseudo strike
47.66
IV
118.2%
B/E move
12.1%
Puts
Pseudo strike
55.45
IV
106.9%
B/E move
7.0%

65Δ

Calls
Pseudo strike
45.60
IV
118.6%
B/E move
9.9%
Puts
Pseudo strike
57.99
IV
108.6%
B/E move
5.8%

70Δ

Calls
Pseudo strike
43.32
IV
122.7%
B/E move
8.3%
Puts
Pseudo strike
60.39
IV
108.7%
B/E move
4.7%

75Δ

Calls
Pseudo strike
40.94
IV
128.4%
B/E move
6.8%
Puts
Pseudo strike
62.26
IV
102.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
38.11
IV
135.7%
B/E move
5.4%
Puts
Pseudo strike
64.13
IV
96.9%
B/E move
2.4%

Options history

No recorded observations