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Independent Bank Corp. Common Stock INDB

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Market datapartial · fetched 2026-11-11T14:34:30.886Z

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 · 2026-11-11T14:34:19.580344217Z

FundamentalsAlpha Vantage · unavailable

Share price$84.51
1D+0.0%
$85.16$85.18$85.20$85.22$85.245:30 AM6:30 AM9:00 AM1:00 PMINDB
Sold putSold call

Independent Bank Corp. Common Stock options

Live interpolated INDB call and put midpoint premiums by absolute delta.Independent Bank Corp. Common Stock$2.38$3.03$3.69$4.34$5.00$74.47$78.70$82.93$87.16$91.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INDB spot · $84.51INDB PRICE$2.45$2.45$2.45$2.47$2.49$2.56$2.94$3.31$3.68$4.06$4.43$4.81$2.45$2.45$2.45$2.45$2.46$2.47$2.47$2.73$3.09$3.45$3.81$4.17$4.53
PutsExpensive2.63×
Calls——
Skew——
Implied moveBalanced±$5.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.30146.9%18.5%
25Δ100.18135.4%21.4%75.99113.1%13.0%
30Δ93.86105.1%14.0%79.1589.9%9.2%
35Δ89.8983.3%9.3%80.9176.3%7.2%
40Δ88.1671.9%7.2%82.1566.1%5.7%
45Δ86.4460.4%5.2%83.3855.9%4.3%
50Δ84.8850.6%3.5%84.6245.8%2.8%
55Δ84.1548.7%3.0%85.4141.3%2.2%
60Δ83.4146.8%2.6%86.0139.3%1.9%
65Δ82.6844.9%2.2%86.6137.2%1.6%
70Δ81.9443.0%1.8%87.2035.2%1.3%
75Δ81.2141.2%1.3%87.8033.2%1.0%
80Δ80.4739.3%0.9%88.3931.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.30
IV
146.9%
B/E move
18.5%

25Δ

Calls
Pseudo strike
100.18
IV
135.4%
B/E move
21.4%
Puts
Pseudo strike
75.99
IV
113.1%
B/E move
13.0%

30Δ

Calls
Pseudo strike
93.86
IV
105.1%
B/E move
14.0%
Puts
Pseudo strike
79.15
IV
89.9%
B/E move
9.2%

35Δ

Calls
Pseudo strike
89.89
IV
83.3%
B/E move
9.3%
Puts
Pseudo strike
80.91
IV
76.3%
B/E move
7.2%

40Δ

Calls
Pseudo strike
88.16
IV
71.9%
B/E move
7.2%
Puts
Pseudo strike
82.15
IV
66.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
86.44
IV
60.4%
B/E move
5.2%
Puts
Pseudo strike
83.38
IV
55.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
84.88
IV
50.6%
B/E move
3.5%
Puts
Pseudo strike
84.62
IV
45.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
84.15
IV
48.7%
B/E move
3.0%
Puts
Pseudo strike
85.41
IV
41.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
83.41
IV
46.8%
B/E move
2.6%
Puts
Pseudo strike
86.01
IV
39.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
82.68
IV
44.9%
B/E move
2.2%
Puts
Pseudo strike
86.61
IV
37.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
81.94
IV
43.0%
B/E move
1.8%
Puts
Pseudo strike
87.20
IV
35.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
81.21
IV
41.2%
B/E move
1.3%
Puts
Pseudo strike
87.80
IV
33.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
80.47
IV
39.3%
B/E move
0.9%
Puts
Pseudo strike
88.39
IV
31.2%
B/E move
0.8%

Options history

IV · four-Friday blend26.74%
Daily close
INDB19.9%42.5%65.2%2026-08-14: 30.19%2026-08-19: 47.37%2026-08-20: 54.37%2026-08-21: 24.57%2026-08-24: 23.74%2026-08-25: 26.42%2026-08-26: 26.41%2026-08-27: 26.25%2026-08-28: 27.28%2026-08-31: 28.26%2026-09-01: 26.82%2026-09-02: 28.74%2026-09-03: 27.57%2026-09-04: 27.53%2026-09-08: 32.20%2026-09-09: 33.07%2026-09-10: 34.00%2026-09-11: 32.41%2026-09-14: 37.51%2026-09-15: 41.63%2026-09-17: 62.05%2026-09-18: 25.50%2026-09-21: 26.52%2026-09-22: 26.21%2026-09-23: 25.44%2026-09-24: 25.77%2026-09-25: 26.77%2026-09-28: 26.50%2026-09-29: 29.25%2026-09-30: 29.77%2026-10-01: 28.27%2026-10-02: 27.87%2026-10-05: 28.89%2026-10-06: 29.48%2026-10-07: 32.49%2026-10-08: 35.16%2026-10-09: 36.45%2026-10-12: 41.86%2026-10-13: 44.84%2026-10-14: 50.57%2026-10-16: 23.89%2026-10-19: 23.02%2026-10-20: 24.42%2026-10-21: 24.68%2026-10-22: 23.95%2026-10-23: 23.15%2026-10-26: 24.61%2026-10-27: 25.32%2026-10-28: 25.94%2026-10-29: 25.25%2026-10-30: 26.74%Aug 14Sep 24Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.19%
47.37%
54.37%
24.57%
23.74%
26.42%
26.41%
26.25%
27.28%
28.26%
26.82%
28.74%
27.57%
27.53%
32.20%
33.07%
34.00%
32.41%
37.51%
41.63%
62.05%
25.50%
26.52%
26.21%
25.44%
25.77%
26.77%
26.50%
29.25%
29.77%
28.27%
27.87%
28.89%
29.48%
32.49%
35.16%
36.45%
41.86%
44.84%
50.57%
23.89%
23.02%
24.42%
24.68%
23.95%
23.15%
24.61%
25.32%
25.94%
25.25%
26.74%