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InterCure Ltd. INCR

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-24T15:20:17.709Z

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 · 2026-10-23T20:00:00.338468082Z

FundamentalsAlpha Vantage · ready · quarter 2026-03-31 · fetched 2026-10-24T15:20:18.152176+00:00

Share price$4.37
1D+3.0%
AH$4.39$4.43$4.47$4.50$4.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINCR
Sold putSold callAH

InterCure Ltd. options

Live interpolated INCR call and put midpoint premiums by absolute delta.InterCure Ltd.$0.16$0.90$1.64$2.38$3.12$1.71$3.10$4.49$5.87$7.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INCR spot · $4.37INCR PRICE$0.24$0.31$0.38$0.44$0.50$0.56$0.66$0.83$1.00$1.17$1.34$1.51$1.68$0.45$0.51$0.56$0.62$0.68$0.74$0.80$0.85$0.91$1.34$1.86$2.38$2.91
PutsExpensive2.44×
CallsExpensive2.86×
SkewBullish-19.34 pp
Implied moveBearish±$1.45
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.88218.5%108.7%2.83273.9%45.4%
25Δ8.13224.1%93.3%3.10254.2%40.7%
30Δ7.40226.5%78.1%3.36234.4%36.0%
35Δ6.74212.1%64.5%3.63214.7%31.3%
40Δ6.09197.8%50.8%3.89195.0%26.6%
45Δ5.44183.5%37.2%4.15175.3%21.9%
50Δ4.90175.1%27.2%4.42155.5%17.2%
55Δ4.60178.7%24.2%4.68135.8%12.5%
60Δ4.30182.3%21.3%4.94116.1%7.8%
65Δ4.00185.8%18.3%5.44121.3%6.0%
70Δ3.70189.4%15.4%6.01133.3%5.1%
75Δ3.40193.0%12.4%6.57145.3%4.2%
80Δ3.10196.5%9.5%7.13157.3%3.3%

20Δ

Calls
Pseudo strike
8.88
IV
218.5%
B/E move
108.7%
Puts
Pseudo strike
2.83
IV
273.9%
B/E move
45.4%

25Δ

Calls
Pseudo strike
8.13
IV
224.1%
B/E move
93.3%
Puts
Pseudo strike
3.10
IV
254.2%
B/E move
40.7%

30Δ

Calls
Pseudo strike
7.40
IV
226.5%
B/E move
78.1%
Puts
Pseudo strike
3.36
IV
234.4%
B/E move
36.0%

35Δ

Calls
Pseudo strike
6.74
IV
212.1%
B/E move
64.5%
Puts
Pseudo strike
3.63
IV
214.7%
B/E move
31.3%

40Δ

Calls
Pseudo strike
6.09
IV
197.8%
B/E move
50.8%
Puts
Pseudo strike
3.89
IV
195.0%
B/E move
26.6%

45Δ

Calls
Pseudo strike
5.44
IV
183.5%
B/E move
37.2%
Puts
Pseudo strike
4.15
IV
175.3%
B/E move
21.9%

50Δ

Calls
Pseudo strike
4.90
IV
175.1%
B/E move
27.2%
Puts
Pseudo strike
4.42
IV
155.5%
B/E move
17.2%

55Δ

Calls
Pseudo strike
4.60
IV
178.7%
B/E move
24.2%
Puts
Pseudo strike
4.68
IV
135.8%
B/E move
12.5%

60Δ

Calls
Pseudo strike
4.30
IV
182.3%
B/E move
21.3%
Puts
Pseudo strike
4.94
IV
116.1%
B/E move
7.8%

65Δ

Calls
Pseudo strike
4.00
IV
185.8%
B/E move
18.3%
Puts
Pseudo strike
5.44
IV
121.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
3.70
IV
189.4%
B/E move
15.4%
Puts
Pseudo strike
6.01
IV
133.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
3.40
IV
193.0%
B/E move
12.4%
Puts
Pseudo strike
6.57
IV
145.3%
B/E move
4.2%

80Δ

Calls
Pseudo strike
3.10
IV
196.5%
B/E move
9.5%
Puts
Pseudo strike
7.13
IV
157.3%
B/E move
3.3%

Options history

No recorded observations