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Ibotta, Inc. IBTA

i

Market dataready · fetched 2026-11-12T02:31:35.627Z

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 · 2026-11-12T00:23:36.519827856Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:31:35.235069+00:00

Share price$60.00
1D+0.1%
AH$58.55$59.02$59.48$59.94$60.415:30 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.$0.32$2.45$4.58$6.71$8.84$48.38$54.06$59.75$65.43$71.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBTA spot · $60.00IBTA PRICE$0.55$0.76$0.97$1.18$1.39$1.60$1.81$2.11$2.48$2.84$3.20$3.56$3.92$0.78$1.08$1.39$1.69$1.99$2.29$2.80$3.51$4.22$4.93$5.64$6.70$8.23
PutsCheap0.70×
CallsCheap0.49×
SkewBearish+23.46 pp
Implied moveBearish±$4.61
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.5950.8%8.6%55.0970.6%9.5%
25Δ63.8750.7%7.7%55.9869.8%8.5%
30Δ63.1650.5%6.9%56.8768.9%7.5%
35Δ62.4450.4%6.0%57.7668.1%6.5%
40Δ61.7350.2%5.2%58.6567.3%5.6%
45Δ61.0150.0%4.4%59.5466.4%4.6%
50Δ60.2949.9%3.5%60.4866.9%3.9%
55Δ59.6748.6%3.0%61.4768.8%3.4%
60Δ59.1046.6%2.6%62.4670.6%2.9%
65Δ58.5344.6%2.3%63.4572.5%2.5%
70Δ57.9742.6%1.9%64.4374.3%2.0%
75Δ57.4040.6%1.6%65.7576.3%1.6%
80Δ56.8438.5%1.3%67.5078.5%1.2%

20Δ

Calls
Pseudo strike
64.59
IV
50.8%
B/E move
8.6%
Puts
Pseudo strike
55.09
IV
70.6%
B/E move
9.5%

25Δ

Calls
Pseudo strike
63.87
IV
50.7%
B/E move
7.7%
Puts
Pseudo strike
55.98
IV
69.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
63.16
IV
50.5%
B/E move
6.9%
Puts
Pseudo strike
56.87
IV
68.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
62.44
IV
50.4%
B/E move
6.0%
Puts
Pseudo strike
57.76
IV
68.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
61.73
IV
50.2%
B/E move
5.2%
Puts
Pseudo strike
58.65
IV
67.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
61.01
IV
50.0%
B/E move
4.4%
Puts
Pseudo strike
59.54
IV
66.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
60.29
IV
49.9%
B/E move
3.5%
Puts
Pseudo strike
60.48
IV
66.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
59.67
IV
48.6%
B/E move
3.0%
Puts
Pseudo strike
61.47
IV
68.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
59.10
IV
46.6%
B/E move
2.6%
Puts
Pseudo strike
62.46
IV
70.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
58.53
IV
44.6%
B/E move
2.3%
Puts
Pseudo strike
63.45
IV
72.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
57.97
IV
42.6%
B/E move
1.9%
Puts
Pseudo strike
64.43
IV
74.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
57.40
IV
40.6%
B/E move
1.6%
Puts
Pseudo strike
65.75
IV
76.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.84
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
67.50
IV
78.5%
B/E move
1.2%

Options history

IV · four-Friday blend101.49%
Daily close
IBTA59.0%81.8%104.6%2026-08-21: 62.89%2026-08-24: 62.15%2026-08-25: 64.78%2026-08-26: 65.38%2026-08-28: 64.20%2026-08-31: 63.03%2026-09-01: 65.85%2026-09-04: 67.99%2026-09-09: 69.87%2026-09-10: 71.01%2026-09-11: 67.59%2026-09-18: 67.96%2026-09-21: 70.26%2026-09-22: 68.69%2026-09-23: 70.59%2026-09-24: 67.45%2026-09-25: 68.60%2026-09-28: 75.19%2026-09-29: 75.22%2026-10-01: 73.34%2026-10-02: 73.29%2026-10-05: 75.68%2026-10-07: 81.51%2026-10-16: 86.03%2026-10-19: 87.35%2026-10-20: 87.29%2026-10-21: 89.74%2026-10-22: 88.55%2026-10-23: 88.53%2026-10-26: 91.46%2026-10-27: 91.71%2026-10-28: 96.17%2026-10-29: 95.21%2026-10-30: 101.49%Aug 21Sep 25Oct 30
34 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
62.89%
62.15%
64.78%
65.38%
64.20%
63.03%
65.85%
67.99%
69.87%
71.01%
67.59%
67.96%
70.26%
68.69%
70.59%
67.45%
68.60%
75.19%
75.22%
73.34%
73.29%
75.68%
81.51%
86.03%
87.35%
87.29%
89.74%
88.55%
88.53%
91.46%
91.71%
96.17%
95.21%
101.49%