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Ichor Holdings Ordinary Shares ICHR

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Market datapartial · fetched 2026-10-22T16:38:19.301Z

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 · 2026-10-22T16:37:44.73567967Z

FundamentalsAlpha Vantage · unavailable

Share price$38.09
1D-6.3%
$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$0.66$4.61$8.55$12.50$16.45$21.90$34.05$46.19$58.34$70.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICHR spot · $38.09ICHR PRICE$1.09$1.44$1.83$2.25$2.72$3.22$3.75$4.41$5.03$5.58$6.31$7.23$8.29$1.52$2.02$2.59$3.21$3.88$4.64$5.44$6.39$7.37$8.41$9.69$12.09$15.31
PutsFair0.98×
CallsExpensive1.07×
SkewBearish+2.38 pp
Implied moveBearish±$9.19
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.01103.4%36.8%30.93108.0%22.8%
25Δ48.50102.8%31.1%32.61107.2%19.7%
30Δ46.45103.0%26.8%34.12106.6%17.2%
35Δ44.63103.5%23.1%35.60105.9%15.0%
40Δ42.97103.8%20.0%37.03105.3%13.0%
45Δ41.41103.9%17.2%38.47104.8%11.2%
50Δ39.89104.0%14.6%39.90104.3%9.5%
55Δ38.47105.3%12.6%41.39103.7%8.1%
60Δ37.06104.9%10.5%42.89102.8%6.7%
65Δ35.69101.0%8.3%44.42101.0%5.4%
70Δ34.2899.6%6.6%46.13100.0%4.3%
75Δ32.84100.6%5.2%48.87105.6%3.4%
80Δ31.30100.3%3.9%52.40112.0%2.6%

20Δ

Calls
Pseudo strike
51.01
IV
103.4%
B/E move
36.8%
Puts
Pseudo strike
30.93
IV
108.0%
B/E move
22.8%

25Δ

Calls
Pseudo strike
48.50
IV
102.8%
B/E move
31.1%
Puts
Pseudo strike
32.61
IV
107.2%
B/E move
19.7%

30Δ

Calls
Pseudo strike
46.45
IV
103.0%
B/E move
26.8%
Puts
Pseudo strike
34.12
IV
106.6%
B/E move
17.2%

35Δ

Calls
Pseudo strike
44.63
IV
103.5%
B/E move
23.1%
Puts
Pseudo strike
35.60
IV
105.9%
B/E move
15.0%

40Δ

Calls
Pseudo strike
42.97
IV
103.8%
B/E move
20.0%
Puts
Pseudo strike
37.03
IV
105.3%
B/E move
13.0%

45Δ

Calls
Pseudo strike
41.41
IV
103.9%
B/E move
17.2%
Puts
Pseudo strike
38.47
IV
104.8%
B/E move
11.2%

50Δ

Calls
Pseudo strike
39.89
IV
104.0%
B/E move
14.6%
Puts
Pseudo strike
39.90
IV
104.3%
B/E move
9.5%

55Δ

Calls
Pseudo strike
38.47
IV
105.3%
B/E move
12.6%
Puts
Pseudo strike
41.39
IV
103.7%
B/E move
8.1%

60Δ

Calls
Pseudo strike
37.06
IV
104.9%
B/E move
10.5%
Puts
Pseudo strike
42.89
IV
102.8%
B/E move
6.7%

65Δ

Calls
Pseudo strike
35.69
IV
101.0%
B/E move
8.3%
Puts
Pseudo strike
44.42
IV
101.0%
B/E move
5.4%

70Δ

Calls
Pseudo strike
34.28
IV
99.6%
B/E move
6.6%
Puts
Pseudo strike
46.13
IV
100.0%
B/E move
4.3%

75Δ

Calls
Pseudo strike
32.84
IV
100.6%
B/E move
5.2%
Puts
Pseudo strike
48.87
IV
105.6%
B/E move
3.4%

80Δ

Calls
Pseudo strike
31.30
IV
100.3%
B/E move
3.9%
Puts
Pseudo strike
52.40
IV
112.0%
B/E move
2.6%

Options history

No recorded observations