Share price$0.25
1D-2.1%
Sold putSold callAH
IGC Pharma, Inc. IGC
i
Market datapartial · fetched 2026-10-22T22:57:42.104Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:30:00.006761561Z
FundamentalsAlpha Vantage · unavailable
IGC Pharma, Inc. options
PutsExpensive3.61×
CallsExpensive3.03×
SkewBearish+93.29 pp
Implied move——
TiltBearish99.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.98 | 597.7% | 1920.3% | |||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 1.55 | 780.3% | 83.1% | |||
| 45Δ | 1.64 | 744.6% | 70.7% | |||
| 50Δ | 1.72 | 708.9% | 58.3% | |||
| 55Δ | 1.81 | 673.2% | 45.9% | |||
| 60Δ | 1.90 | 637.5% | 33.5% | |||
| 65Δ | 1.99 | 601.7% | 21.1% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 4.98
- IV
- 597.7%
- B/E move
- 1920.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.55
- IV
- 780.3%
- B/E move
- 83.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.64
- IV
- 744.6%
- B/E move
- 70.7%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.72
- IV
- 708.9%
- B/E move
- 58.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.81
- IV
- 673.2%
- B/E move
- 45.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.90
- IV
- 637.5%
- B/E move
- 33.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.99
- IV
- 601.7%
- B/E move
- 21.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations