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IGC Pharma, Inc. IGC

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Market datapartial · fetched 2026-10-22T18:32:47.672Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T18:20:40.127994002Z

FundamentalsAlpha Vantage · unavailable

Share price$0.25
1D-0.5%
$0.24$0.24$0.25$0.25$0.265:30 AM6:30 AM9:00 AM1:00 PMIGC
Sold putSold call

IGC Pharma, Inc. options

Live interpolated IGC call and put midpoint premiums by absolute delta.IGC Pharma, Inc.$0.00$1.70$3.39$5.09$6.78$-0.30$-0.06$0.18$0.42$0.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGC spot · $0.25IGC PRICE$0.03$0.04$0.04$0.05$0.06$0.07$2.80$5.89$6.28$3.78$1.28$0.87$0.96$1.05$1.14$1.23
PutsExpensive2.13×
CallsExpensive1.40×
SkewBearish+97.44 pp
Implied moveBearish±$3.85
TiltBearish97.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.42223.7%487.3%
30Δ1.27223.6%426.3%
35Δ1.11223.5%365.3%2.96451.5%32.9%
40Δ0.95223.5%304.3%6.11485.6%10.2%
45Δ0.79223.4%243.3%6.52452.7%2.0%
50Δ0.63223.3%182.3%4.01367.1%9.8%
55Δ1.49281.4%17.6%
60Δ1.08256.0%15.9%
65Δ1.18245.1%11.9%
70Δ1.28234.2%7.9%
75Δ1.38223.3%3.9%
80Δ1.48212.4%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.42
IV
223.7%
B/E move
487.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.27
IV
223.6%
B/E move
426.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.11
IV
223.5%
B/E move
365.3%
Puts
Pseudo strike
2.96
IV
451.5%
B/E move
32.9%

40Δ

Calls
Pseudo strike
0.95
IV
223.5%
B/E move
304.3%
Puts
Pseudo strike
6.11
IV
485.6%
B/E move
10.2%

45Δ

Calls
Pseudo strike
0.79
IV
223.4%
B/E move
243.3%
Puts
Pseudo strike
6.52
IV
452.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
0.63
IV
223.3%
B/E move
182.3%
Puts
Pseudo strike
4.01
IV
367.1%
B/E move
9.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
281.4%
B/E move
17.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
256.0%
B/E move
15.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.18
IV
245.1%
B/E move
11.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.28
IV
234.2%
B/E move
7.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
223.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.48
IV
212.4%
B/E move
0.2%

Options history

No recorded observations