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ICL Group Ltd. ICL

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Market datapartial · fetched 2026-10-22T20:19:26.897Z

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 · 2026-10-22T20:10:00.002743103Z

FundamentalsAlpha Vantage · unavailable

Share price$4.71
1D+0.9%
AH$4.65$4.66$4.68$4.70$4.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICL
Sold putSold callAH

ICL Group Ltd. options

Live interpolated ICL call and put midpoint premiums by absolute delta.ICL Group Ltd.$0.07$0.46$0.86$1.25$1.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEICL PRICE$0.11$0.12$0.12$0.16$0.18$0.20$0.23$0.25$0.27$0.29$0.32$0.34$0.36$0.57$1.05$1.54
PutsExpensive2.13×
CallsExpensive2.79×
SkewBullish-6.31 pp
Implied move——
TiltBearish88.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.05125.4%73.1%3.03156.8%39.1%
25Δ6.9997.2%50.9%3.23144.5%35.2%
30Δ5.9468.9%28.7%3.44132.1%31.3%
35Δ3.64119.8%27.4%
40Δ3.85107.5%23.5%
45Δ4.0695.2%19.7%
50Δ4.2682.8%15.8%
55Δ4.4770.5%11.9%
60Δ4.6758.2%8.0%
65Δ4.8845.9%4.1%
70Δ5.2043.5%1.7%
75Δ5.7056.0%1.4%
80Δ6.2068.4%1.0%

20Δ

Calls
Pseudo strike
8.05
IV
125.4%
B/E move
73.1%
Puts
Pseudo strike
3.03
IV
156.8%
B/E move
39.1%

25Δ

Calls
Pseudo strike
6.99
IV
97.2%
B/E move
50.9%
Puts
Pseudo strike
3.23
IV
144.5%
B/E move
35.2%

30Δ

Calls
Pseudo strike
5.94
IV
68.9%
B/E move
28.7%
Puts
Pseudo strike
3.44
IV
132.1%
B/E move
31.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
119.8%
B/E move
27.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
107.5%
B/E move
23.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
95.2%
B/E move
19.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
82.8%
B/E move
15.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.47
IV
70.5%
B/E move
11.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
58.2%
B/E move
8.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
45.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.20
IV
43.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.70
IV
56.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.20
IV
68.4%
B/E move
1.0%

Options history

No recorded observations