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International General Insurance Holdings Ltd. Ordinary Share IGIC

i

Market datapartial · fetched 2026-11-11T14:50:14.999Z

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: 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 · 2026-11-11T14:30:01.441147695Z

FundamentalsAlpha Vantage · unavailable

Share price$23.42
1D+0.0%
$23.41$23.41$23.42$23.43$23.435:30 AM6:30 AM9:00 AM1:00 PMIGIC
Sold putSold call

International General Insurance Holdings Ltd. Ordinary Share options

Live interpolated IGIC call and put midpoint premiums by absolute delta.International General Insurance Holdings Ltd. Ordinary Share$0.17$1.57$2.97$4.37$5.77$20.73$21.99$23.24$24.50$25.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IGIC spot · $23.42IGIC PRICE$0.32$0.59$0.85$1.12$1.39$1.65$1.92$2.19$2.80$3.65$4.51$5.37$0.48$0.49$0.50$0.57$0.67$0.78$0.89$0.99$1.10$1.21$1.32$1.42$1.53
PutsExpensive1.16×
Calls——
Skew——
Implied moveBullish±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.39111.4%15.0%
25Δ24.9455.6%7.9%21.2890.4%11.2%
30Δ24.6164.7%7.6%22.1669.4%7.5%
35Δ24.2873.7%7.3%22.6460.0%5.7%
40Δ23.9682.8%7.1%22.8857.7%5.2%
45Δ23.6391.8%6.8%23.1155.4%4.7%
50Δ23.30100.9%6.5%23.3453.1%4.1%
55Δ22.97109.9%6.3%23.5750.8%3.6%
60Δ22.64119.0%6.0%23.8148.5%3.0%
65Δ21.91131.0%5.5%24.0446.3%2.5%
70Δ20.89145.3%4.8%24.2744.0%2.0%
75Δ19.87159.6%4.1%24.5041.7%1.4%
80Δ18.85173.8%3.4%24.7439.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.39
IV
111.4%
B/E move
15.0%

25Δ

Calls
Pseudo strike
24.94
IV
55.6%
B/E move
7.9%
Puts
Pseudo strike
21.28
IV
90.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
24.61
IV
64.7%
B/E move
7.6%
Puts
Pseudo strike
22.16
IV
69.4%
B/E move
7.5%

35Δ

Calls
Pseudo strike
24.28
IV
73.7%
B/E move
7.3%
Puts
Pseudo strike
22.64
IV
60.0%
B/E move
5.7%

40Δ

Calls
Pseudo strike
23.96
IV
82.8%
B/E move
7.1%
Puts
Pseudo strike
22.88
IV
57.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
23.63
IV
91.8%
B/E move
6.8%
Puts
Pseudo strike
23.11
IV
55.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
23.30
IV
100.9%
B/E move
6.5%
Puts
Pseudo strike
23.34
IV
53.1%
B/E move
4.1%

55Δ

Calls
Pseudo strike
22.97
IV
109.9%
B/E move
6.3%
Puts
Pseudo strike
23.57
IV
50.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
22.64
IV
119.0%
B/E move
6.0%
Puts
Pseudo strike
23.81
IV
48.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
21.91
IV
131.0%
B/E move
5.5%
Puts
Pseudo strike
24.04
IV
46.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
20.89
IV
145.3%
B/E move
4.8%
Puts
Pseudo strike
24.27
IV
44.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
19.87
IV
159.6%
B/E move
4.1%
Puts
Pseudo strike
24.50
IV
41.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
18.85
IV
173.8%
B/E move
3.4%
Puts
Pseudo strike
24.74
IV
39.4%
B/E move
0.9%

Options history

IV · four-Friday blend40.46%
Daily close
IGIC22.4%57.8%93.2%2026-08-31: 42.34%2026-09-02: 49.88%2026-09-16: 55.00%2026-09-18: 30.46%2026-09-21: 34.66%2026-09-22: 29.57%2026-09-23: 34.23%2026-09-24: 31.39%2026-09-25: 27.25%2026-09-28: 33.12%2026-09-30: 32.25%2026-10-02: 29.05%2026-10-05: 29.55%2026-10-06: 31.14%2026-10-07: 36.25%2026-10-08: 39.77%2026-10-15: 88.29%2026-10-16: 37.59%2026-10-19: 35.70%2026-10-20: 42.92%2026-10-21: 38.89%2026-10-22: 40.59%2026-10-23: 36.50%2026-10-26: 34.90%2026-10-27: 35.00%2026-10-28: 40.30%2026-10-29: 40.29%2026-10-30: 40.46%Aug 31Oct 6Oct 30
28 observations2026-08-31 — 2026-10-30
Table
DateIV (%)
42.34%
49.88%
55.00%
30.46%
34.66%
29.57%
34.23%
31.39%
27.25%
33.12%
32.25%
29.05%
29.55%
31.14%
36.25%
39.77%
88.29%
37.59%
35.70%
42.92%
38.89%
40.59%
36.50%
34.90%
35.00%
40.30%
40.29%
40.46%