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ICL Group Ltd. ICL

i

Market datapartial · fetched 2026-11-12T02:10:22.261Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003491029Z

FundamentalsAlpha Vantage · unavailable

Share price$4.57
1D-1.5%
AH$4.54$4.56$4.59$4.62$4.655:30 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.$0.00$0.67$1.34$2.00$2.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEICL PRICE$0.05$0.51$0.67$0.84$1.00$1.16$1.33$1.49$1.66$1.82$1.99$2.15$2.31$2.48
PutsExpensive5.73×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.0567.3%11.6%3.21310.2%40.8%
25Δ3.50301.7%38.0%
30Δ3.79293.2%35.3%
35Δ4.08284.7%32.6%
40Δ4.37276.3%29.9%
45Δ4.65267.8%27.2%
50Δ4.94259.3%24.5%
55Δ5.23250.8%21.8%
60Δ5.52242.4%19.1%
65Δ5.81233.9%16.4%
70Δ6.10225.4%13.7%
75Δ6.38216.9%10.9%
80Δ6.67208.5%8.2%

20Δ

Calls
Pseudo strike
5.05
IV
67.3%
B/E move
11.6%
Puts
Pseudo strike
3.21
IV
310.2%
B/E move
40.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
301.7%
B/E move
38.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
293.2%
B/E move
35.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
284.7%
B/E move
32.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
276.3%
B/E move
29.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
267.8%
B/E move
27.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.94
IV
259.3%
B/E move
24.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
250.8%
B/E move
21.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.52
IV
242.4%
B/E move
19.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.81
IV
233.9%
B/E move
16.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.10
IV
225.4%
B/E move
13.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.38
IV
216.9%
B/E move
10.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.67
IV
208.5%
B/E move
8.2%

Options history

IV · four-Friday blend39.71%
Daily close
ICL39.4%41.9%44.4%2026-10-01: 44.01%2026-10-08: 39.71%Oct 1Oct 8
2 observations2026-10-01 — 2026-10-08
Table
DateIV (%)
44.01%
39.71%