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Ichor Holdings Ordinary Shares ICHR

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Market datapartial · fetched 2026-10-22T17:49:16.859Z

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 · 2026-10-22T17:49:03.522085376Z

FundamentalsAlpha Vantage · unavailable

Share price$37.94
1D-6.8%
$37$38$39$40$415:30 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$0.69$4.41$8.13$11.85$15.58$21.80$33.97$46.15$58.33$70.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICHR spot · $37.94ICHR PRICE$1.09$1.45$1.84$2.27$2.75$3.26$3.79$4.43$5.07$5.73$6.59$7.55$8.58$1.51$1.99$2.56$3.17$3.86$4.62$5.46$6.45$7.45$8.43$9.64$11.38$14.50
PutsFair0.98×
CallsExpensive1.10×
SkewBullish-0.85 pp
Implied moveBearish±$9.25
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.91104.0%37.1%30.80108.3%22.8%
25Δ48.51104.4%31.7%32.53106.1%19.5%
30Δ46.42104.4%27.2%34.01105.8%17.1%
35Δ44.53104.4%23.3%35.47105.4%14.9%
40Δ42.92105.7%20.4%36.89105.0%12.9%
45Δ41.34105.8%17.5%38.32104.8%11.2%
50Δ39.79105.7%14.9%39.76104.8%9.6%
55Δ38.34106.6%12.7%41.28104.8%8.2%
60Δ36.91106.4%10.6%42.81104.2%6.8%
65Δ35.49104.8%8.6%44.29101.6%5.5%
70Δ34.01105.4%7.0%45.9499.9%4.3%
75Δ32.49107.1%5.6%48.06101.0%3.3%
80Δ30.94105.4%4.2%51.48107.5%2.5%

20Δ

Calls
Pseudo strike
50.91
IV
104.0%
B/E move
37.1%
Puts
Pseudo strike
30.80
IV
108.3%
B/E move
22.8%

25Δ

Calls
Pseudo strike
48.51
IV
104.4%
B/E move
31.7%
Puts
Pseudo strike
32.53
IV
106.1%
B/E move
19.5%

30Δ

Calls
Pseudo strike
46.42
IV
104.4%
B/E move
27.2%
Puts
Pseudo strike
34.01
IV
105.8%
B/E move
17.1%

35Δ

Calls
Pseudo strike
44.53
IV
104.4%
B/E move
23.3%
Puts
Pseudo strike
35.47
IV
105.4%
B/E move
14.9%

40Δ

Calls
Pseudo strike
42.92
IV
105.7%
B/E move
20.4%
Puts
Pseudo strike
36.89
IV
105.0%
B/E move
12.9%

45Δ

Calls
Pseudo strike
41.34
IV
105.8%
B/E move
17.5%
Puts
Pseudo strike
38.32
IV
104.8%
B/E move
11.2%

50Δ

Calls
Pseudo strike
39.79
IV
105.7%
B/E move
14.9%
Puts
Pseudo strike
39.76
IV
104.8%
B/E move
9.6%

55Δ

Calls
Pseudo strike
38.34
IV
106.6%
B/E move
12.7%
Puts
Pseudo strike
41.28
IV
104.8%
B/E move
8.2%

60Δ

Calls
Pseudo strike
36.91
IV
106.4%
B/E move
10.6%
Puts
Pseudo strike
42.81
IV
104.2%
B/E move
6.8%

65Δ

Calls
Pseudo strike
35.49
IV
104.8%
B/E move
8.6%
Puts
Pseudo strike
44.29
IV
101.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
34.01
IV
105.4%
B/E move
7.0%
Puts
Pseudo strike
45.94
IV
99.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
32.49
IV
107.1%
B/E move
5.6%
Puts
Pseudo strike
48.06
IV
101.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
30.94
IV
105.4%
B/E move
4.2%
Puts
Pseudo strike
51.48
IV
107.5%
B/E move
2.5%

Options history

No recorded observations