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IES Holdings Inc IESC

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-22T07:46:18.516Z

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 · 2026-10-21T20:24:23.156775936Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:46:17.070028+00:00

Share price$236.50
1D-2.8%
AH$232$236$239$243$2475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIESC
Sold putSold callAH

IES Holdings Inc options

Live interpolated IESC call and put midpoint premiums by absolute delta.IES Holdings Inc$4.43$20.47$36.51$52.55$68.59$161.96$214.21$266.46$318.71$370.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IESC spot · $236.50IESC PRICE$6.16$7.51$9.78$12.04$15.46$17.09$20.20$23.92$27.61$30.93$36.59$41.86$46.44$7.11$9.35$12.06$14.39$15.89$21.17$24.62$26.51$36.21$40.44$45.98$54.84$63.97
PutsExpensive1.18×
CallsExpensive1.46×
SkewBullish-8.54 pp
Implied moveBearish±$44.82
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.5394.3%33.1%199.6384.8%18.6%
25Δ285.8783.5%24.0%208.1283.1%16.0%
30Δ278.2587.2%21.8%215.6183.0%13.9%
35Δ268.3386.5%18.6%222.8080.7%11.9%
40Δ262.2893.2%17.4%229.9773.8%9.5%
45Δ252.3787.1%13.9%236.8480.2%8.8%
50Δ244.4487.4%11.9%243.0980.0%7.6%
55Δ237.3190.1%10.5%248.8274.2%6.0%
60Δ229.7590.7%8.8%259.4184.7%5.6%
65Δ222.3788.3%7.1%266.2881.9%4.5%
70Δ214.0091.8%6.0%274.2380.3%3.5%
75Δ205.9592.3%4.8%284.9381.9%2.7%
80Δ198.1989.0%3.4%295.8881.7%1.9%

20Δ

Calls
Pseudo strike
308.53
IV
94.3%
B/E move
33.1%
Puts
Pseudo strike
199.63
IV
84.8%
B/E move
18.6%

25Δ

Calls
Pseudo strike
285.87
IV
83.5%
B/E move
24.0%
Puts
Pseudo strike
208.12
IV
83.1%
B/E move
16.0%

30Δ

Calls
Pseudo strike
278.25
IV
87.2%
B/E move
21.8%
Puts
Pseudo strike
215.61
IV
83.0%
B/E move
13.9%

35Δ

Calls
Pseudo strike
268.33
IV
86.5%
B/E move
18.6%
Puts
Pseudo strike
222.80
IV
80.7%
B/E move
11.9%

40Δ

Calls
Pseudo strike
262.28
IV
93.2%
B/E move
17.4%
Puts
Pseudo strike
229.97
IV
73.8%
B/E move
9.5%

45Δ

Calls
Pseudo strike
252.37
IV
87.1%
B/E move
13.9%
Puts
Pseudo strike
236.84
IV
80.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
244.44
IV
87.4%
B/E move
11.9%
Puts
Pseudo strike
243.09
IV
80.0%
B/E move
7.6%

55Δ

Calls
Pseudo strike
237.31
IV
90.1%
B/E move
10.5%
Puts
Pseudo strike
248.82
IV
74.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
229.75
IV
90.7%
B/E move
8.8%
Puts
Pseudo strike
259.41
IV
84.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
222.37
IV
88.3%
B/E move
7.1%
Puts
Pseudo strike
266.28
IV
81.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
214.00
IV
91.8%
B/E move
6.0%
Puts
Pseudo strike
274.23
IV
80.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
205.95
IV
92.3%
B/E move
4.8%
Puts
Pseudo strike
284.93
IV
81.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
198.19
IV
89.0%
B/E move
3.4%
Puts
Pseudo strike
295.88
IV
81.7%
B/E move
1.9%

Options history

No recorded observations