Share price$25.19
1D+1.3%
Sold putSold call
International General Insurance Holdings Ltd. Ordinary Share IGIC
i
Market datapartial · fetched 2026-10-22T18:02:42.533Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:54:13.348978983Z
FundamentalsAlpha Vantage · unavailable
International General Insurance Holdings Ltd. Ordinary Share options
PutsExpensive2.47×
CallsExpensive2.08×
SkewBearish+15.71 pp
Implied move——
TiltBullish81.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.23 | 83.8% | 24.0% | |||
| 25Δ | 34.77 | 89.9% | 42.5% | 21.74 | 71.0% | 18.4% |
| 30Δ | 33.83 | 84.8% | 39.2% | |||
| 35Δ | 32.88 | 79.7% | 36.0% | |||
| 40Δ | 31.94 | 74.5% | 32.8% | |||
| 45Δ | 30.99 | 69.4% | 29.5% | |||
| 50Δ | 30.05 | 64.2% | 26.3% | |||
| 55Δ | 29.10 | 59.1% | 23.0% | |||
| 60Δ | 28.15 | 53.9% | 19.8% | |||
| 65Δ | 27.21 | 48.8% | 16.6% | |||
| 70Δ | 26.26 | 43.6% | 13.3% | |||
| 75Δ | 25.32 | 38.5% | 10.1% | |||
| 80Δ | 24.37 | 33.4% | 6.9% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.23
- IV
- 83.8%
- B/E move
- 24.0%
25Δ
- Pseudo strike
- 34.77
- IV
- 89.9%
- B/E move
- 42.5%
- Pseudo strike
- 21.74
- IV
- 71.0%
- B/E move
- 18.4%
30Δ
- Pseudo strike
- 33.83
- IV
- 84.8%
- B/E move
- 39.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 32.88
- IV
- 79.7%
- B/E move
- 36.0%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 31.94
- IV
- 74.5%
- B/E move
- 32.8%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 30.99
- IV
- 69.4%
- B/E move
- 29.5%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 30.05
- IV
- 64.2%
- B/E move
- 26.3%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 29.10
- IV
- 59.1%
- B/E move
- 23.0%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 28.15
- IV
- 53.9%
- B/E move
- 19.8%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 27.21
- IV
- 48.8%
- B/E move
- 16.6%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 26.26
- IV
- 43.6%
- B/E move
- 13.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 25.32
- IV
- 38.5%
- B/E move
- 10.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 24.37
- IV
- 33.4%
- B/E move
- 6.9%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations