Share price$5.10
1D-1.9%
Sold putSold call
Icahn Enterprises, L.P. Common Stock IEP
i
Market dataready · fetched 2026-11-11T14:49:17.635Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:49:08.172355483Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:49:16.589211+00:00
Icahn Enterprises, L.P. Common Stock options
Puts——
CallsCheap0.62×
Skew——
Implied moveBearish±$1.09
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.80 | 67.9% | 14.9% | 4.33 | 137.2% | 18.7% |
| 25Δ | 5.71 | 65.2% | 13.4% | 4.48 | 142.1% | 16.9% |
| 30Δ | 5.62 | 62.5% | 11.9% | 4.64 | 147.1% | 15.1% |
| 35Δ | 5.52 | 59.8% | 10.4% | 4.79 | 152.0% | 13.3% |
| 40Δ | 5.43 | 57.1% | 8.9% | 4.95 | 157.0% | 11.4% |
| 45Δ | 5.34 | 54.4% | 7.4% | 5.20 | 178.2% | 10.6% |
| 50Δ | 5.24 | 51.7% | 5.9% | 5.51 | 208.2% | 10.3% |
| 55Δ | 5.15 | 49.0% | 4.4% | 5.82 | 238.2% | 10.0% |
| 60Δ | 5.06 | 46.3% | 2.9% | 6.36 | 281.5% | 9.8% |
| 65Δ | 4.92 | 52.4% | 1.9% | 7.21 | 331.0% | 9.4% |
| 70Δ | 4.72 | 71.2% | 1.8% | 7.96 | 347.4% | 7.9% |
| 75Δ | 4.53 | 89.9% | 1.7% | 13.19 | 538.5% | 8.8% |
| 80Δ | 4.33 | 108.6% | 1.6% | |||
20Δ
- Pseudo strike
- 5.80
- IV
- 67.9%
- B/E move
- 14.9%
- Pseudo strike
- 4.33
- IV
- 137.2%
- B/E move
- 18.7%
25Δ
- Pseudo strike
- 5.71
- IV
- 65.2%
- B/E move
- 13.4%
- Pseudo strike
- 4.48
- IV
- 142.1%
- B/E move
- 16.9%
30Δ
- Pseudo strike
- 5.62
- IV
- 62.5%
- B/E move
- 11.9%
- Pseudo strike
- 4.64
- IV
- 147.1%
- B/E move
- 15.1%
35Δ
- Pseudo strike
- 5.52
- IV
- 59.8%
- B/E move
- 10.4%
- Pseudo strike
- 4.79
- IV
- 152.0%
- B/E move
- 13.3%
40Δ
- Pseudo strike
- 5.43
- IV
- 57.1%
- B/E move
- 8.9%
- Pseudo strike
- 4.95
- IV
- 157.0%
- B/E move
- 11.4%
45Δ
- Pseudo strike
- 5.34
- IV
- 54.4%
- B/E move
- 7.4%
- Pseudo strike
- 5.20
- IV
- 178.2%
- B/E move
- 10.6%
50Δ
- Pseudo strike
- 5.24
- IV
- 51.7%
- B/E move
- 5.9%
- Pseudo strike
- 5.51
- IV
- 208.2%
- B/E move
- 10.3%
55Δ
- Pseudo strike
- 5.15
- IV
- 49.0%
- B/E move
- 4.4%
- Pseudo strike
- 5.82
- IV
- 238.2%
- B/E move
- 10.0%
60Δ
- Pseudo strike
- 5.06
- IV
- 46.3%
- B/E move
- 2.9%
- Pseudo strike
- 6.36
- IV
- 281.5%
- B/E move
- 9.8%
65Δ
- Pseudo strike
- 4.92
- IV
- 52.4%
- B/E move
- 1.9%
- Pseudo strike
- 7.21
- IV
- 331.0%
- B/E move
- 9.4%
70Δ
- Pseudo strike
- 4.72
- IV
- 71.2%
- B/E move
- 1.8%
- Pseudo strike
- 7.96
- IV
- 347.4%
- B/E move
- 7.9%
75Δ
- Pseudo strike
- 4.53
- IV
- 89.9%
- B/E move
- 1.7%
- Pseudo strike
- 13.19
- IV
- 538.5%
- B/E move
- 8.8%
80Δ
- Pseudo strike
- 4.33
- IV
- 108.6%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend82.26%
Daily EOD
3 observations2026-10-21 — 2026-10-28
Table
| Date | IV (%) |
|---|---|
| 76.87% | |
| 63.38% | |
| 82.26% |