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IGC Pharma, Inc. IGC

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Market datapartial · fetched 2026-10-23T02:30:19.507Z

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 · 2026-10-23T00:00:00.020390354Z

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$0.97$1.45$1.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIGC PRICE$0.03$1.50$1.56$1.62$1.68$1.73$1.79
PutsExpensive3.61×
CallsExpensive3.03×
SkewBearish+93.20 pp
Implied move——
TiltBearish99.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.98599.3%1920.3%
25Δ
30Δ
35Δ
40Δ1.55781.7%83.5%
45Δ1.63746.0%71.0%
50Δ1.72710.3%58.5%
55Δ1.81674.6%46.0%
60Δ1.90638.9%33.6%
65Δ1.99603.3%21.1%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
4.98
IV
599.3%
B/E move
1920.3%
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
1.55
IV
781.7%
B/E move
83.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.63
IV
746.0%
B/E move
71.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
710.3%
B/E move
58.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
674.6%
B/E move
46.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
638.9%
B/E move
33.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.99
IV
603.3%
B/E move
21.1%

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