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International Flavors & Fragrances Inc. IFF

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-11T14:30:33.859Z

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 · 2026-11-11T14:30:22.986818612Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:30:33.065046+00:00

Share price$82.51
1D-1.1%
AH$82.26$82.76$83.25$83.74$84.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFF
Sold putSold callAH

International Flavors & Fragrances Inc. options

Live interpolated IFF call and put midpoint premiums by absolute delta.International Flavors & Fragrances Inc.$0.40$2.36$4.31$6.27$8.22$70.25$77.15$84.04$90.94$97.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IFF spot · $82.51IFF PRICE$0.61$0.90$1.18$1.47$1.71$1.90$2.10$2.55$3.17$3.79$4.75$5.97$7.66$1.01$1.35$1.05$1.26$1.46$1.67$1.87$2.05$2.22$2.40$2.58$2.76
Puts——
CallsCheap0.68×
Skew——
Implied moveBullish±$3.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.0237.9%6.2%76.6559.5%8.3%
25Δ86.4341.2%5.8%77.4565.0%7.8%
30Δ85.8544.5%5.5%80.0041.2%4.3%
35Δ85.2747.8%5.1%80.6939.7%3.7%
40Δ84.5447.8%4.5%81.3838.1%3.1%
45Δ83.6845.1%3.7%82.0736.6%2.6%
50Δ82.8342.3%2.9%82.6635.0%2.1%
55Δ82.0043.0%2.5%83.1033.0%1.8%
60Δ81.1846.0%2.2%83.5331.0%1.5%
65Δ80.3548.9%2.0%83.9729.0%1.1%
70Δ79.2153.6%1.8%84.4027.0%0.8%
75Δ77.8259.7%1.5%84.8425.1%0.5%
80Δ75.9466.9%1.3%

20Δ

Calls
Pseudo strike
87.02
IV
37.9%
B/E move
6.2%
Puts
Pseudo strike
76.65
IV
59.5%
B/E move
8.3%

25Δ

Calls
Pseudo strike
86.43
IV
41.2%
B/E move
5.8%
Puts
Pseudo strike
77.45
IV
65.0%
B/E move
7.8%

30Δ

Calls
Pseudo strike
85.85
IV
44.5%
B/E move
5.5%
Puts
Pseudo strike
80.00
IV
41.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
85.27
IV
47.8%
B/E move
5.1%
Puts
Pseudo strike
80.69
IV
39.7%
B/E move
3.7%

40Δ

Calls
Pseudo strike
84.54
IV
47.8%
B/E move
4.5%
Puts
Pseudo strike
81.38
IV
38.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
83.68
IV
45.1%
B/E move
3.7%
Puts
Pseudo strike
82.07
IV
36.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
82.83
IV
42.3%
B/E move
2.9%
Puts
Pseudo strike
82.66
IV
35.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
82.00
IV
43.0%
B/E move
2.5%
Puts
Pseudo strike
83.10
IV
33.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
81.18
IV
46.0%
B/E move
2.2%
Puts
Pseudo strike
83.53
IV
31.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
80.35
IV
48.9%
B/E move
2.0%
Puts
Pseudo strike
83.97
IV
29.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.21
IV
53.6%
B/E move
1.8%
Puts
Pseudo strike
84.40
IV
27.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
77.82
IV
59.7%
B/E move
1.5%
Puts
Pseudo strike
84.84
IV
25.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
75.94
IV
66.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.84%
Daily close
IFF25.6%32.3%39.0%2026-08-13: 28.51%2026-08-14: 28.27%2026-08-17: 29.78%2026-08-19: 31.95%2026-08-21: 26.51%2026-08-24: 27.71%2026-08-25: 28.23%2026-08-26: 28.37%2026-08-27: 29.10%2026-08-28: 29.22%2026-08-31: 28.46%2026-09-01: 27.98%2026-09-02: 27.63%2026-09-03: 26.92%2026-09-04: 29.09%2026-09-08: 27.63%2026-09-09: 27.33%2026-09-10: 28.79%2026-09-11: 28.35%2026-09-14: 29.00%2026-09-15: 30.97%2026-09-17: 31.69%2026-09-18: 27.84%2026-09-21: 28.29%2026-09-22: 29.66%2026-09-23: 28.97%2026-09-24: 29.03%2026-09-25: 28.12%2026-09-28: 29.14%2026-09-29: 28.74%2026-09-30: 29.60%2026-10-01: 29.81%2026-10-02: 28.63%2026-10-05: 29.45%2026-10-06: 28.97%2026-10-07: 28.44%2026-10-08: 29.35%2026-10-09: 30.38%2026-10-12: 28.35%2026-10-13: 32.70%2026-10-14: 33.27%2026-10-15: 38.11%2026-10-16: 29.82%2026-10-19: 31.44%2026-10-20: 31.60%2026-10-21: 31.87%2026-10-22: 30.98%2026-10-23: 30.82%2026-10-26: 31.52%2026-10-27: 31.41%2026-10-28: 31.85%2026-10-29: 32.17%2026-10-30: 32.84%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.51%
28.27%
29.78%
31.95%
26.51%
27.71%
28.23%
28.37%
29.10%
29.22%
28.46%
27.98%
27.63%
26.92%
29.09%
27.63%
27.33%
28.79%
28.35%
29.00%
30.97%
31.69%
27.84%
28.29%
29.66%
28.97%
29.03%
28.12%
29.14%
28.74%
29.60%
29.81%
28.63%
29.45%
28.97%
28.44%
29.35%
30.38%
28.35%
32.70%
33.27%
38.11%
29.82%
31.44%
31.60%
31.87%
30.98%
30.82%
31.52%
31.41%
31.85%
32.17%
32.84%