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Ichor Holdings Ordinary Shares ICHR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-13T18:10:42.709Z

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 · 2026-11-13T18:10:40.99267148Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:10:41.956254+00:00

Share price$35.41
1D-5.7%
$34$35$36$37$385:30 AM6:30 AM9:00 AM1:00 PMICHR
Sold putSold call

Ichor Holdings Ordinary Shares options

Live interpolated ICHR call and put midpoint premiums by absolute delta.Ichor Holdings Ordinary Shares$0.48$1.78$3.08$4.37$5.67$27.76$31.73$35.71$39.69$43.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICHR spot · $35.41ICHR PRICE$0.82$0.68$0.86$1.04$1.27$1.51$1.75$1.99$2.38$2.81$3.24$3.67$4.46$0.62$0.79$1.01$1.24$1.46$1.71$2.06$2.42$2.77$3.15$3.89$4.63$5.30
PutsCheap0.79×
CallsCheap0.75×
SkewBullish-4.63 pp
Implied moveBearish±$3.82
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.22151.2%24.4%31.53105.4%12.7%
25Δ39.2898.1%12.9%32.55100.6%10.3%
30Δ38.4697.3%11.1%33.2098.8%9.1%
35Δ37.6596.6%9.3%33.8597.1%7.9%
40Δ37.0096.1%8.1%34.5195.4%6.7%
45Δ36.3895.5%7.0%35.1594.0%5.6%
50Δ35.7795.0%6.0%35.7493.9%4.9%
55Δ35.1594.5%4.9%36.3493.7%4.2%
60Δ34.5095.7%4.2%36.9493.6%3.5%
65Δ33.8597.5%3.5%37.5693.7%2.8%
70Δ33.1999.3%2.9%38.4696.8%2.3%
75Δ32.54101.1%2.3%39.3699.9%1.9%
80Δ31.58104.0%1.8%40.1999.1%1.4%

20Δ

Calls
Pseudo strike
43.22
IV
151.2%
B/E move
24.4%
Puts
Pseudo strike
31.53
IV
105.4%
B/E move
12.7%

25Δ

Calls
Pseudo strike
39.28
IV
98.1%
B/E move
12.9%
Puts
Pseudo strike
32.55
IV
100.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
38.46
IV
97.3%
B/E move
11.1%
Puts
Pseudo strike
33.20
IV
98.8%
B/E move
9.1%

35Δ

Calls
Pseudo strike
37.65
IV
96.6%
B/E move
9.3%
Puts
Pseudo strike
33.85
IV
97.1%
B/E move
7.9%

40Δ

Calls
Pseudo strike
37.00
IV
96.1%
B/E move
8.1%
Puts
Pseudo strike
34.51
IV
95.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
36.38
IV
95.5%
B/E move
7.0%
Puts
Pseudo strike
35.15
IV
94.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
35.77
IV
95.0%
B/E move
6.0%
Puts
Pseudo strike
35.74
IV
93.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
35.15
IV
94.5%
B/E move
4.9%
Puts
Pseudo strike
36.34
IV
93.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
34.50
IV
95.7%
B/E move
4.2%
Puts
Pseudo strike
36.94
IV
93.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
33.85
IV
97.5%
B/E move
3.5%
Puts
Pseudo strike
37.56
IV
93.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
33.19
IV
99.3%
B/E move
2.9%
Puts
Pseudo strike
38.46
IV
96.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
32.54
IV
101.1%
B/E move
2.3%
Puts
Pseudo strike
39.36
IV
99.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
31.58
IV
104.0%
B/E move
1.8%
Puts
Pseudo strike
40.19
IV
99.1%
B/E move
1.4%

Options history

IV · four-Friday blend95.58%
Daily close
ICHR77.3%89.3%101.2%2026-08-17: 93.45%2026-08-18: 93.07%2026-08-19: 97.16%2026-08-20: 91.82%2026-08-21: 89.88%2026-08-24: 91.17%2026-08-25: 87.93%2026-08-26: 87.57%2026-08-27: 85.81%2026-08-28: 85.41%2026-08-31: 85.34%2026-09-01: 84.43%2026-09-02: 81.15%2026-09-03: 80.54%2026-09-04: 79.86%2026-09-08: 83.54%2026-09-09: 84.87%2026-09-10: 82.72%2026-09-11: 82.75%2026-09-14: 85.99%2026-09-15: 85.37%2026-09-16: 89.36%2026-09-17: 90.83%2026-09-18: 82.68%2026-09-21: 83.63%2026-09-22: 83.07%2026-09-23: 84.49%2026-09-24: 86.75%2026-09-25: 84.12%2026-09-28: 84.26%2026-09-29: 85.00%2026-09-30: 83.64%2026-10-01: 82.13%2026-10-02: 80.25%2026-10-05: 79.97%2026-10-06: 81.33%2026-10-07: 83.15%2026-10-08: 83.58%2026-10-09: 78.97%2026-10-12: 84.33%2026-10-13: 87.43%2026-10-14: 91.82%2026-10-15: 99.57%2026-10-16: 89.72%2026-10-19: 87.64%2026-10-20: 88.26%2026-10-21: 88.40%2026-10-22: 91.90%2026-10-23: 93.49%2026-10-26: 93.77%2026-10-27: 95.04%2026-10-28: 92.82%2026-10-29: 92.70%2026-10-30: 95.58%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
93.45%
93.07%
97.16%
91.82%
89.88%
91.17%
87.93%
87.57%
85.81%
85.41%
85.34%
84.43%
81.15%
80.54%
79.86%
83.54%
84.87%
82.72%
82.75%
85.99%
85.37%
89.36%
90.83%
82.68%
83.63%
83.07%
84.49%
86.75%
84.12%
84.26%
85.00%
83.64%
82.13%
80.25%
79.97%
81.33%
83.15%
83.58%
78.97%
84.33%
87.43%
91.82%
99.57%
89.72%
87.64%
88.26%
88.40%
91.90%
93.49%
93.77%
95.04%
92.82%
92.70%
95.58%