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Ingles Markets, Incorporated Class A Common Stock IMKTA

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-11-11T14:22:15.713Z

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 · 2026-11-10T21:00:00.919973298Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:22:15.317850+00:00

Share price$85.16
1D+0.8%
AH$83.61$84.19$84.76$85.34$85.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMKTA
Sold putSold callAH

Ingles Markets, Incorporated Class A Common Stock options

Live interpolated IMKTA call and put midpoint premiums by absolute delta.Ingles Markets, Incorporated Class A Common Stock$0.67$1.96$3.24$4.53$5.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIMKTA PRICE$2.08$1.71$1.96$2.29$2.92$3.55$4.18$4.81$5.44$0.81$0.94$1.07$1.21$1.34$1.68$2.10$2.52$2.94$3.36$3.78$4.20
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.88152.5%29.1%
25Δ94.9590.4%13.5%81.2241.6%5.6%
30Δ92.3782.1%10.8%82.1138.4%4.7%
35Δ82.9935.1%3.8%
40Δ83.8731.9%2.9%
45Δ84.7528.6%2.0%
50Δ85.4227.7%1.7%
55Δ84.6836.7%2.1%86.0127.8%1.5%
60Δ83.8438.1%1.9%86.6027.8%1.3%
65Δ83.0039.4%1.6%87.1927.8%1.1%
70Δ82.1640.8%1.4%87.7827.8%0.9%
75Δ81.3242.2%1.1%88.3627.8%0.7%
80Δ80.4743.5%0.9%88.9527.8%0.5%

20Δ

Calls
Pseudo strike
107.88
IV
152.5%
B/E move
29.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.95
IV
90.4%
B/E move
13.5%
Puts
Pseudo strike
81.22
IV
41.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
92.37
IV
82.1%
B/E move
10.8%
Puts
Pseudo strike
82.11
IV
38.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.99
IV
35.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.87
IV
31.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.75
IV
28.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.42
IV
27.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
84.68
IV
36.7%
B/E move
2.1%
Puts
Pseudo strike
86.01
IV
27.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
83.84
IV
38.1%
B/E move
1.9%
Puts
Pseudo strike
86.60
IV
27.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
83.00
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
87.19
IV
27.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
82.16
IV
40.8%
B/E move
1.4%
Puts
Pseudo strike
87.78
IV
27.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
81.32
IV
42.2%
B/E move
1.1%
Puts
Pseudo strike
88.36
IV
27.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
80.47
IV
43.5%
B/E move
0.9%
Puts
Pseudo strike
88.95
IV
27.8%
B/E move
0.5%

Options history

IV · four-Friday blend28.24%
Daily close
IMKTA23.8%41.2%58.5%2026-08-13: 31.84%2026-08-14: 36.88%2026-08-17: 38.39%2026-08-19: 44.12%2026-08-21: 31.28%2026-08-24: 31.69%2026-08-25: 32.07%2026-08-26: 31.46%2026-08-27: 31.41%2026-08-28: 30.09%2026-08-31: 31.64%2026-09-01: 32.04%2026-09-02: 32.52%2026-09-03: 31.91%2026-09-04: 32.47%2026-09-08: 35.44%2026-09-09: 37.22%2026-09-10: 35.68%2026-09-11: 34.80%2026-09-14: 36.99%2026-09-15: 41.85%2026-09-17: 56.14%2026-09-18: 30.52%2026-09-21: 30.27%2026-09-22: 29.00%2026-09-23: 28.22%2026-09-24: 28.36%2026-09-25: 27.87%2026-09-28: 27.62%2026-09-29: 27.77%2026-09-30: 27.65%2026-10-01: 27.96%2026-10-02: 28.47%2026-10-05: 31.15%2026-10-06: 31.53%2026-10-07: 31.94%2026-10-08: 31.45%2026-10-09: 32.34%2026-10-12: 37.30%2026-10-13: 37.50%2026-10-16: 26.53%2026-10-19: 26.91%2026-10-20: 26.77%2026-10-21: 26.31%2026-10-22: 26.70%2026-10-23: 26.17%2026-10-26: 26.61%2026-10-27: 27.55%2026-10-28: 27.75%2026-10-29: 28.17%2026-10-30: 28.24%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.84%
36.88%
38.39%
44.12%
31.28%
31.69%
32.07%
31.46%
31.41%
30.09%
31.64%
32.04%
32.52%
31.91%
32.47%
35.44%
37.22%
35.68%
34.80%
36.99%
41.85%
56.14%
30.52%
30.27%
29.00%
28.22%
28.36%
27.87%
27.62%
27.77%
27.65%
27.96%
28.47%
31.15%
31.53%
31.94%
31.45%
32.34%
37.30%
37.50%
26.53%
26.91%
26.77%
26.31%
26.70%
26.17%
26.61%
27.55%
27.75%
28.17%
28.24%