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International General Insurance Holdings Ltd. Ordinary Share IGIC

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Market datapartial · fetched 2026-10-23T02:39:32.528Z

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 · 2026-10-22T21:04:46.119491519Z

FundamentalsAlpha Vantage · unavailable

Share price$25.00
1D+0.6%
AH$24.80$24.90$25.01$25.11$25.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGIC
Sold putSold callAH

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$0.40$1.65$2.90$4.16$5.41$19.47$22.08$24.69$27.30$29.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGIC spot · $25.00IGIC PRICE$0.54$0.69$0.84$0.99$1.13$1.28$1.43$1.60$1.83$2.06$2.29$2.52$2.75$1.08$1.11$1.13$1.15$1.17$1.19$1.60$2.17$2.75$3.32$3.90$4.47$5.05
PutsExpensive2.37×
CallsExpensive1.86×
SkewBearish+8.82 pp
Implied moveBearish±$3.03
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.1066.9%30.6%20.07116.8%24.0%
25Δ31.0665.0%27.0%21.6194.6%18.0%
30Δ30.0163.1%23.4%22.7877.5%13.4%
35Δ28.9661.2%19.8%23.4567.4%10.8%
40Δ27.9259.2%16.2%24.1357.3%8.2%
45Δ26.8757.3%12.6%24.8047.2%5.6%
50Δ25.8355.4%9.0%25.4946.0%4.4%
55Δ24.9153.5%6.0%26.1948.6%3.9%
60Δ24.4751.8%5.2%26.8951.2%3.4%
65Δ24.0450.0%4.4%27.5953.8%2.9%
70Δ23.6048.3%3.6%28.2956.4%2.4%
75Δ23.1746.5%2.8%28.9959.1%1.9%
80Δ22.7344.7%1.9%29.6961.7%1.4%

20Δ

Calls
Pseudo strike
32.10
IV
66.9%
B/E move
30.6%
Puts
Pseudo strike
20.07
IV
116.8%
B/E move
24.0%

25Δ

Calls
Pseudo strike
31.06
IV
65.0%
B/E move
27.0%
Puts
Pseudo strike
21.61
IV
94.6%
B/E move
18.0%

30Δ

Calls
Pseudo strike
30.01
IV
63.1%
B/E move
23.4%
Puts
Pseudo strike
22.78
IV
77.5%
B/E move
13.4%

35Δ

Calls
Pseudo strike
28.96
IV
61.2%
B/E move
19.8%
Puts
Pseudo strike
23.45
IV
67.4%
B/E move
10.8%

40Δ

Calls
Pseudo strike
27.92
IV
59.2%
B/E move
16.2%
Puts
Pseudo strike
24.13
IV
57.3%
B/E move
8.2%

45Δ

Calls
Pseudo strike
26.87
IV
57.3%
B/E move
12.6%
Puts
Pseudo strike
24.80
IV
47.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
25.83
IV
55.4%
B/E move
9.0%
Puts
Pseudo strike
25.49
IV
46.0%
B/E move
4.4%

55Δ

Calls
Pseudo strike
24.91
IV
53.5%
B/E move
6.0%
Puts
Pseudo strike
26.19
IV
48.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
24.47
IV
51.8%
B/E move
5.2%
Puts
Pseudo strike
26.89
IV
51.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
24.04
IV
50.0%
B/E move
4.4%
Puts
Pseudo strike
27.59
IV
53.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
23.60
IV
48.3%
B/E move
3.6%
Puts
Pseudo strike
28.29
IV
56.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
23.17
IV
46.5%
B/E move
2.8%
Puts
Pseudo strike
28.99
IV
59.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
22.73
IV
44.7%
B/E move
1.9%
Puts
Pseudo strike
29.69
IV
61.7%
B/E move
1.4%

Options history

No recorded observations