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Ichor Holdings Ordinary Shares ICHR

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Market datapartial · fetched 2026-10-23T03:49:58.995Z

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 · 2026-10-22T22:51:06.203554171Z

FundamentalsAlpha Vantage · unavailable

Share price$37.90
1D-6.9%
AH$37$38$39$40$415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICHR
Sold putSold callAH

Ichor Holdings Ordinary Shares options

Live interpolated ICHR call and put midpoint premiums by absolute delta.Ichor Holdings Ordinary Shares$0.65$4.67$8.68$12.70$16.71$20.94$33.35$45.77$58.18$70.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICHR spot · $37.90ICHR PRICE$1.09$1.44$1.76$2.13$2.56$3.07$3.61$4.23$4.90$5.61$6.45$7.35$8.54$1.66$2.45$2.93$3.38$4.22$5.16$6.15$6.88$7.66$8.53$12.21$14.09$15.56
PutsExpensive1.08×
CallsExpensive1.07×
SkewBearish+13.25 pp
Implied moveBearish±$9.76
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.86104.1%37.1%30.55114.7%23.8%
25Δ48.34103.5%31.4%31.96124.4%22.1%
30Δ45.8599.4%25.6%33.64120.1%19.0%
35Δ43.9297.3%21.5%35.40110.9%15.5%
40Δ42.3397.5%18.4%36.91113.1%13.7%
45Δ40.9398.4%16.1%38.49114.8%12.1%
50Δ39.5499.5%13.9%40.09115.7%10.4%
55Δ38.20100.9%11.9%41.51111.1%8.6%
60Δ36.83101.8%10.1%42.92106.6%7.0%
65Δ35.46102.3%8.4%44.33102.8%5.6%
70Δ34.03102.9%6.8%48.18120.6%5.1%
75Δ32.58103.6%5.4%50.52119.5%3.9%
80Δ30.92104.9%4.1%52.44113.8%2.7%

20Δ

Calls
Pseudo strike
50.86
IV
104.1%
B/E move
37.1%
Puts
Pseudo strike
30.55
IV
114.7%
B/E move
23.8%

25Δ

Calls
Pseudo strike
48.34
IV
103.5%
B/E move
31.4%
Puts
Pseudo strike
31.96
IV
124.4%
B/E move
22.1%

30Δ

Calls
Pseudo strike
45.85
IV
99.4%
B/E move
25.6%
Puts
Pseudo strike
33.64
IV
120.1%
B/E move
19.0%

35Δ

Calls
Pseudo strike
43.92
IV
97.3%
B/E move
21.5%
Puts
Pseudo strike
35.40
IV
110.9%
B/E move
15.5%

40Δ

Calls
Pseudo strike
42.33
IV
97.5%
B/E move
18.4%
Puts
Pseudo strike
36.91
IV
113.1%
B/E move
13.7%

45Δ

Calls
Pseudo strike
40.93
IV
98.4%
B/E move
16.1%
Puts
Pseudo strike
38.49
IV
114.8%
B/E move
12.1%

50Δ

Calls
Pseudo strike
39.54
IV
99.5%
B/E move
13.9%
Puts
Pseudo strike
40.09
IV
115.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
38.20
IV
100.9%
B/E move
11.9%
Puts
Pseudo strike
41.51
IV
111.1%
B/E move
8.6%

60Δ

Calls
Pseudo strike
36.83
IV
101.8%
B/E move
10.1%
Puts
Pseudo strike
42.92
IV
106.6%
B/E move
7.0%

65Δ

Calls
Pseudo strike
35.46
IV
102.3%
B/E move
8.4%
Puts
Pseudo strike
44.33
IV
102.8%
B/E move
5.6%

70Δ

Calls
Pseudo strike
34.03
IV
102.9%
B/E move
6.8%
Puts
Pseudo strike
48.18
IV
120.6%
B/E move
5.1%

75Δ

Calls
Pseudo strike
32.58
IV
103.6%
B/E move
5.4%
Puts
Pseudo strike
50.52
IV
119.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
30.92
IV
104.9%
B/E move
4.1%
Puts
Pseudo strike
52.44
IV
113.8%
B/E move
2.7%

Options history

No recorded observations