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Ichor Holdings Ordinary Shares ICHR

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Market datapartial · fetched 2026-10-22T20:53:45.708Z

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 · 2026-10-22T20:51:32.759330421Z

FundamentalsAlpha Vantage · unavailable

Share price$37.71
1D-7.2%
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$0.68$4.54$8.40$12.26$16.12$20.98$33.38$45.79$58.19$70.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICHR spot · $37.71ICHR PRICE$1.09$1.45$1.77$2.15$2.59$3.10$3.67$4.30$4.99$5.72$6.61$7.58$8.83$1.62$2.39$2.91$3.28$4.11$5.01$5.99$6.73$7.45$8.29$11.55$13.60$15.01
PutsFair1.05×
CallsExpensive1.09×
SkewBearish+8.43 pp
Implied moveBearish±$9.66
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.80105.3%37.6%30.48112.9%23.5%
25Δ48.28104.9%31.9%31.86122.4%21.9%
30Δ45.75100.7%26.0%33.47119.7%18.9%
35Δ43.8399.0%22.0%35.23109.0%15.3%
40Δ42.2499.4%18.9%36.72111.0%13.5%
45Δ40.82100.5%16.5%38.25112.6%11.9%
50Δ39.42101.9%14.3%39.83113.7%10.3%
55Δ38.05103.6%12.3%41.22109.6%8.6%
60Δ36.66104.7%10.4%42.59104.8%6.8%
65Δ35.25105.5%8.6%43.93100.7%5.5%
70Δ33.78106.7%7.1%47.41116.3%4.9%
75Δ32.25108.1%5.6%49.88116.8%3.8%
80Δ30.52110.5%4.3%51.72111.0%2.6%

20Δ

Calls
Pseudo strike
50.80
IV
105.3%
B/E move
37.6%
Puts
Pseudo strike
30.48
IV
112.9%
B/E move
23.5%

25Δ

Calls
Pseudo strike
48.28
IV
104.9%
B/E move
31.9%
Puts
Pseudo strike
31.86
IV
122.4%
B/E move
21.9%

30Δ

Calls
Pseudo strike
45.75
IV
100.7%
B/E move
26.0%
Puts
Pseudo strike
33.47
IV
119.7%
B/E move
18.9%

35Δ

Calls
Pseudo strike
43.83
IV
99.0%
B/E move
22.0%
Puts
Pseudo strike
35.23
IV
109.0%
B/E move
15.3%

40Δ

Calls
Pseudo strike
42.24
IV
99.4%
B/E move
18.9%
Puts
Pseudo strike
36.72
IV
111.0%
B/E move
13.5%

45Δ

Calls
Pseudo strike
40.82
IV
100.5%
B/E move
16.5%
Puts
Pseudo strike
38.25
IV
112.6%
B/E move
11.9%

50Δ

Calls
Pseudo strike
39.42
IV
101.9%
B/E move
14.3%
Puts
Pseudo strike
39.83
IV
113.7%
B/E move
10.3%

55Δ

Calls
Pseudo strike
38.05
IV
103.6%
B/E move
12.3%
Puts
Pseudo strike
41.22
IV
109.6%
B/E move
8.6%

60Δ

Calls
Pseudo strike
36.66
IV
104.7%
B/E move
10.4%
Puts
Pseudo strike
42.59
IV
104.8%
B/E move
6.8%

65Δ

Calls
Pseudo strike
35.25
IV
105.5%
B/E move
8.6%
Puts
Pseudo strike
43.93
IV
100.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
33.78
IV
106.7%
B/E move
7.1%
Puts
Pseudo strike
47.41
IV
116.3%
B/E move
4.9%

75Δ

Calls
Pseudo strike
32.25
IV
108.1%
B/E move
5.6%
Puts
Pseudo strike
49.88
IV
116.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
30.52
IV
110.5%
B/E move
4.3%
Puts
Pseudo strike
51.72
IV
111.0%
B/E move
2.6%

Options history

No recorded observations