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International General Insurance Holdings Ltd IGIC

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
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Market dataready · fetched 2026-10-22T09:16:50.149Z

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 · 2026-10-21T20:36:17.963086509Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:08:50.888631+00:00

Share price$24.89
1D+1.1%
AH$24.56$24.73$24.91$25.08$25.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGIC
Sold putSold callAH

International General Insurance Holdings Ltd options

Live interpolated IGIC call and put midpoint premiums by absolute delta.International General Insurance Holdings Ltd$0.55$1.59$2.63$3.67$4.71$19.31$22.13$24.95$27.77$30.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGIC spot · $24.89IGIC PRICE$0.83$1.05$0.97$0.90$0.82$0.74$0.66$1.06$1.56$2.06$2.56$3.06$3.69$1.08$1.09$1.13$1.23$1.32$1.41$1.69$2.15$2.60$3.05$3.50$3.96$4.41
PutsExpensive2.33×
CallsExpensive2.10×
SkewBullish-1.70 pp
Implied moveBearish±$2.36
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.70109.1%38.7%20.00115.3%24.0%
25Δ34.47125.1%42.7%21.5493.0%17.9%
30Δ32.64105.4%35.0%22.7476.2%13.2%
35Δ30.8185.8%27.4%23.3968.9%10.9%
40Δ28.9866.1%19.7%24.0561.7%8.7%
45Δ27.1546.4%12.0%24.7054.4%6.4%
50Δ25.3126.7%4.4%25.3251.0%5.1%
55Δ24.5829.5%3.0%25.9351.0%4.5%
60Δ24.0837.0%3.0%26.5351.0%3.8%
65Δ23.5844.5%3.0%27.1350.9%3.2%
70Δ23.0751.9%3.0%27.7450.9%2.6%
75Δ22.5759.4%3.0%28.3450.8%2.0%
80Δ21.8061.1%2.4%28.9450.8%1.4%

20Δ

Calls
Pseudo strike
33.70
IV
109.1%
B/E move
38.7%
Puts
Pseudo strike
20.00
IV
115.3%
B/E move
24.0%

25Δ

Calls
Pseudo strike
34.47
IV
125.1%
B/E move
42.7%
Puts
Pseudo strike
21.54
IV
93.0%
B/E move
17.9%

30Δ

Calls
Pseudo strike
32.64
IV
105.4%
B/E move
35.0%
Puts
Pseudo strike
22.74
IV
76.2%
B/E move
13.2%

35Δ

Calls
Pseudo strike
30.81
IV
85.8%
B/E move
27.4%
Puts
Pseudo strike
23.39
IV
68.9%
B/E move
10.9%

40Δ

Calls
Pseudo strike
28.98
IV
66.1%
B/E move
19.7%
Puts
Pseudo strike
24.05
IV
61.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
27.15
IV
46.4%
B/E move
12.0%
Puts
Pseudo strike
24.70
IV
54.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
25.31
IV
26.7%
B/E move
4.4%
Puts
Pseudo strike
25.32
IV
51.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
24.58
IV
29.5%
B/E move
3.0%
Puts
Pseudo strike
25.93
IV
51.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
24.08
IV
37.0%
B/E move
3.0%
Puts
Pseudo strike
26.53
IV
51.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
23.58
IV
44.5%
B/E move
3.0%
Puts
Pseudo strike
27.13
IV
50.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
23.07
IV
51.9%
B/E move
3.0%
Puts
Pseudo strike
27.74
IV
50.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
22.57
IV
59.4%
B/E move
3.0%
Puts
Pseudo strike
28.34
IV
50.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
21.80
IV
61.1%
B/E move
2.4%
Puts
Pseudo strike
28.94
IV
50.8%
B/E move
1.4%

Options history

No recorded observations