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IGC Pharma, Inc. IGC

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Market datapartial · fetched 2026-11-12T01:37:17.480Z

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: 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 · 2026-11-12T01:00:00.07951729Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:37:15.835033+00:00

Share price$0.20
1D+2.0%
AH$0.19$0.19$0.20$0.20$0.215:30 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.$0.99$2.58$4.16$5.75$7.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIGC PRICE$1.16$1.98$2.79$3.61$4.43$5.24$6.06$6.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.25459.5%58.3%
30Δ2.07459.1%53.8%
35Δ2.90458.7%49.4%
40Δ3.72458.3%44.9%
45Δ4.55457.8%40.5%
50Δ5.37457.4%36.1%
55Δ6.20457.0%31.6%
60Δ7.02456.6%27.2%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
459.5%
B/E move
58.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
459.1%
B/E move
53.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
458.7%
B/E move
49.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
458.3%
B/E move
44.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.55
IV
457.8%
B/E move
40.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
457.4%
B/E move
36.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.20
IV
457.0%
B/E move
31.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.02
IV
456.6%
B/E move
27.2%

65Δ

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

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

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations