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IGC Pharma, Inc. IGC

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Market datapartial · fetched 2026-10-22T22:05:44.237Z

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 · 2026-10-22T22:04:23.225691946Z

FundamentalsAlpha Vantage · unavailable

Share price$0.25
1D-2.1%
AH$0.24$0.24$0.25$0.25$0.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGC
Sold putSold callAH

IGC Pharma, Inc. options

Live interpolated IGC call and put midpoint premiums by absolute delta.IGC Pharma, Inc.$0.00$0.48$0.96$1.44$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIGC PRICE$0.03$1.50$1.56$1.61$1.67$1.72$1.78
PutsExpensive3.62×
CallsExpensive3.10×
SkewBearish+82.11 pp
Implied move——
TiltBearish99.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.33609.8%2086.4%
25Δ
30Δ
35Δ
40Δ1.54781.3%83.5%
45Δ1.63745.5%71.3%
50Δ1.71709.8%59.2%
55Δ1.80674.0%47.1%
60Δ1.88638.3%35.0%
65Δ1.97602.5%22.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
5.33
IV
609.8%
B/E move
2086.4%
Puts
Pseudo strike
IV
B/E move

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.54
IV
781.3%
B/E move
83.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.63
IV
745.5%
B/E move
71.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
709.8%
B/E move
59.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
674.0%
B/E move
47.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
638.3%
B/E move
35.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.97
IV
602.5%
B/E move
22.9%

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations