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Intercure Ltd. Ordinary Shares INCR

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Market datapartial · fetched 2026-10-22T18:25:48.095Z

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 · 2026-10-22T16:15:14.880261228Z

FundamentalsAlpha Vantage · unavailable

Share price$4.62
1D+3.6%
$4.45$4.49$4.54$4.59$4.635:30 AM6:30 AM9:00 AM1:00 PMINCR
Sold putSold call

Intercure Ltd. Ordinary Shares options

Live interpolated INCR call and put midpoint premiums by absolute delta.Intercure Ltd. Ordinary Shares$0.18$0.71$1.23$1.76$2.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEINCR PRICE$0.24$0.31$0.39$0.47$0.55$0.63$0.71$0.82$1.03$1.24$1.45$1.66$1.86$0.85$1.17$1.49$1.81$2.13
PutsExpensive1.24×
CallsExpensive2.69×
SkewBullish-97.93 pp
Implied move——
TiltBullish20.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.88197.3%97.4%
25Δ8.14201.1%82.9%
30Δ7.43203.6%69.2%
35Δ6.92198.0%59.9%
40Δ6.41192.3%50.7%
45Δ5.91186.7%41.5%
50Δ5.40181.0%32.2%
55Δ4.93177.9%24.4%
60Δ4.58183.8%21.5%5.1989.1%5.9%
65Δ4.24189.6%18.6%5.5592.3%5.1%
70Δ3.90195.5%15.7%5.9295.6%4.2%
75Δ3.56201.4%12.8%6.2898.8%3.3%
80Δ3.21207.2%9.9%6.64102.0%2.5%

20Δ

Calls
Pseudo strike
8.88
IV
197.3%
B/E move
97.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.14
IV
201.1%
B/E move
82.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.43
IV
203.6%
B/E move
69.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.92
IV
198.0%
B/E move
59.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.41
IV
192.3%
B/E move
50.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.91
IV
186.7%
B/E move
41.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.40
IV
181.0%
B/E move
32.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.93
IV
177.9%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.58
IV
183.8%
B/E move
21.5%
Puts
Pseudo strike
5.19
IV
89.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
4.24
IV
189.6%
B/E move
18.6%
Puts
Pseudo strike
5.55
IV
92.3%
B/E move
5.1%

70Δ

Calls
Pseudo strike
3.90
IV
195.5%
B/E move
15.7%
Puts
Pseudo strike
5.92
IV
95.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
3.56
IV
201.4%
B/E move
12.8%
Puts
Pseudo strike
6.28
IV
98.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.21
IV
207.2%
B/E move
9.9%
Puts
Pseudo strike
6.64
IV
102.0%
B/E move
2.5%

Options history

No recorded observations