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Icahn Enterprises, L.P. Common Stock IEP

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Market datapartial · fetched 2026-10-22T11:56:50.023Z

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 · 2026-10-21T23:32:32.948431068Z

FundamentalsAlpha Vantage · unavailable

Share price$6.15
1D-4.8%
AH$6.09$6.19$6.29$6.40$6.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEP
Sold putSold callAH

Icahn Enterprises, L.P. Common Stock options

Live interpolated IEP call and put midpoint premiums by absolute delta.Icahn Enterprises, L.P. Common Stock$0.00$2.15$4.31$6.46$8.62$3.35$4.42$5.48$6.55$7.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEP spot · $6.15IEP PRICE$0.10$0.12$0.15$0.17$0.20$0.23$0.25$0.28$0.31$0.46$0.84$1.22$1.73$0.46$0.44$0.42$0.40$0.38$0.61$0.87$1.12$1.43$1.90$2.46$4.55$7.98
PutsExpensive3.49×
CallsExpensive1.58×
SkewBearish+78.61 pp
Implied moveBearish±$1.12
TiltBearish58.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.3256.8%20.5%4.32203.6%37.2%
25Δ6.9149.8%14.3%4.73170.1%30.2%
30Δ6.7947.7%12.8%5.14136.6%23.2%
35Δ6.6745.6%11.3%5.55103.2%16.2%
40Δ6.5543.5%9.8%5.9669.7%9.2%
45Δ6.4341.5%8.3%6.2578.7%8.3%
50Δ6.3239.4%6.8%6.5291.9%8.1%
55Δ6.2037.3%5.3%6.79105.1%7.9%
60Δ6.0835.2%3.8%7.11117.9%7.5%
65Δ5.8943.9%3.1%7.64129.2%6.7%
70Δ5.5572.8%3.9%8.26140.8%5.8%
75Δ5.22101.7%4.7%10.35191.0%5.7%
80Δ4.76140.6%5.5%13.83239.9%4.9%

20Δ

Calls
Pseudo strike
7.32
IV
56.8%
B/E move
20.5%
Puts
Pseudo strike
4.32
IV
203.6%
B/E move
37.2%

25Δ

Calls
Pseudo strike
6.91
IV
49.8%
B/E move
14.3%
Puts
Pseudo strike
4.73
IV
170.1%
B/E move
30.2%

30Δ

Calls
Pseudo strike
6.79
IV
47.7%
B/E move
12.8%
Puts
Pseudo strike
5.14
IV
136.6%
B/E move
23.2%

35Δ

Calls
Pseudo strike
6.67
IV
45.6%
B/E move
11.3%
Puts
Pseudo strike
5.55
IV
103.2%
B/E move
16.2%

40Δ

Calls
Pseudo strike
6.55
IV
43.5%
B/E move
9.8%
Puts
Pseudo strike
5.96
IV
69.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
6.43
IV
41.5%
B/E move
8.3%
Puts
Pseudo strike
6.25
IV
78.7%
B/E move
8.3%

50Δ

Calls
Pseudo strike
6.32
IV
39.4%
B/E move
6.8%
Puts
Pseudo strike
6.52
IV
91.9%
B/E move
8.1%

55Δ

Calls
Pseudo strike
6.20
IV
37.3%
B/E move
5.3%
Puts
Pseudo strike
6.79
IV
105.1%
B/E move
7.9%

60Δ

Calls
Pseudo strike
6.08
IV
35.2%
B/E move
3.8%
Puts
Pseudo strike
7.11
IV
117.9%
B/E move
7.5%

65Δ

Calls
Pseudo strike
5.89
IV
43.9%
B/E move
3.1%
Puts
Pseudo strike
7.64
IV
129.2%
B/E move
6.7%

70Δ

Calls
Pseudo strike
5.55
IV
72.8%
B/E move
3.9%
Puts
Pseudo strike
8.26
IV
140.8%
B/E move
5.8%

75Δ

Calls
Pseudo strike
5.22
IV
101.7%
B/E move
4.7%
Puts
Pseudo strike
10.35
IV
191.0%
B/E move
5.7%

80Δ

Calls
Pseudo strike
4.76
IV
140.6%
B/E move
5.5%
Puts
Pseudo strike
13.83
IV
239.9%
B/E move
4.9%

Options history

No recorded observations