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Ingles Markets Incorporated IMKTA

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-10-22T12:03:57.053Z

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 · 2026-10-21T20:00:00.74985894Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:03:55.592422+00:00

Share price$85.14
1D+1.6%
AH$83.40$83.87$84.35$84.83$85.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMKTA
Sold putSold callAH

Ingles Markets Incorporated options

Live interpolated IMKTA call and put midpoint premiums by absolute delta.Ingles Markets Incorporated$0.82$2.34$3.85$5.36$6.88$76.92$81.50$86.09$90.68$95.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMKTA spot · $85.14IMKTA PRICE$1.61$1.48$1.71$1.93$2.15$2.36$2.58$2.88$3.57$4.26$4.95$5.64$6.44$1.84$0.99$1.14$1.29$1.44$1.59$2.10$2.63$3.17$3.71$4.24$4.78$5.86
PutsCheap0.94×
CallsExpensive1.28×
SkewBullish-9.52 pp
Implied moveBullish±$4.67
TiltBullish8.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.3666.6%22.1%74.7062.8%14.4%
25Δ93.9144.1%12.0%80.9127.6%6.1%
30Δ91.4839.8%9.5%81.9125.5%5.1%
35Δ89.5436.3%7.4%82.9223.3%4.1%
40Δ88.3433.7%6.3%83.9221.1%3.1%
45Δ87.1531.2%5.1%84.9319.0%2.1%
50Δ85.9628.7%4.0%85.6919.3%1.8%
55Δ84.8126.8%3.0%86.4419.8%1.6%
60Δ83.8227.4%2.7%87.1820.3%1.3%
65Δ82.8428.0%2.3%87.9320.8%1.1%
70Δ81.8628.6%2.0%88.6721.3%0.8%
75Δ80.8729.2%1.6%89.4221.9%0.6%
80Δ79.7829.9%1.3%90.6823.6%0.4%

20Δ

Calls
Pseudo strike
102.36
IV
66.6%
B/E move
22.1%
Puts
Pseudo strike
74.70
IV
62.8%
B/E move
14.4%

25Δ

Calls
Pseudo strike
93.91
IV
44.1%
B/E move
12.0%
Puts
Pseudo strike
80.91
IV
27.6%
B/E move
6.1%

30Δ

Calls
Pseudo strike
91.48
IV
39.8%
B/E move
9.5%
Puts
Pseudo strike
81.91
IV
25.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
89.54
IV
36.3%
B/E move
7.4%
Puts
Pseudo strike
82.92
IV
23.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
88.34
IV
33.7%
B/E move
6.3%
Puts
Pseudo strike
83.92
IV
21.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
87.15
IV
31.2%
B/E move
5.1%
Puts
Pseudo strike
84.93
IV
19.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
85.96
IV
28.7%
B/E move
4.0%
Puts
Pseudo strike
85.69
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
84.81
IV
26.8%
B/E move
3.0%
Puts
Pseudo strike
86.44
IV
19.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
83.82
IV
27.4%
B/E move
2.7%
Puts
Pseudo strike
87.18
IV
20.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
82.84
IV
28.0%
B/E move
2.3%
Puts
Pseudo strike
87.93
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
81.86
IV
28.6%
B/E move
2.0%
Puts
Pseudo strike
88.67
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
80.87
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
89.42
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
79.78
IV
29.9%
B/E move
1.3%
Puts
Pseudo strike
90.68
IV
23.6%
B/E move
0.4%

Options history

No recorded observations