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Independent Bank Corp. Common Stock INDB

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Market datapartial · fetched 2026-10-22T11:54:51.697Z

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 · 2026-10-22T11:00:00.061764061Z

FundamentalsAlpha Vantage · unavailable

Share price$81.22
1D
Price history unavailable.

Independent Bank Corp. Common Stock options

Live interpolated INDB call and put midpoint premiums by absolute delta.Independent Bank Corp. Common Stock$2.32$3.52$4.72$5.92$7.11$70.10$75.67$81.23$86.80$92.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDB spot · $81.22INDB PRICE$2.45$2.45$2.45$2.49$2.63$2.77$2.92$3.06$3.69$4.52$5.35$6.17$2.45$2.45$2.45$2.45$2.45$2.71$2.99$3.27$3.56$3.84$4.12$4.87$6.77
PutsExpensive1.60×
CallsExpensive1.42×
SkewNeutral-0.10 pp
Implied moveBearish±$5.76
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.3585.4%18.9%
25Δ97.5779.8%23.2%72.9266.1%13.2%
30Δ90.7561.3%14.8%75.9253.1%9.5%
35Δ87.2449.7%10.4%77.8644.3%7.2%
40Δ84.6841.0%7.3%79.8035.5%4.8%
45Δ83.5937.3%6.2%80.6833.0%4.0%
50Δ82.5033.7%5.0%81.4431.2%3.4%
55Δ81.4130.0%3.8%82.1929.4%2.8%
60Δ80.3226.4%2.7%82.9527.6%2.2%
65Δ79.2526.0%2.1%83.7125.8%1.7%
70Δ78.1826.9%1.8%84.4624.0%1.1%
75Δ77.1227.8%1.5%85.5923.8%0.6%
80Δ76.0628.7%1.2%87.6127.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.35
IV
85.4%
B/E move
18.9%

25Δ

Calls
Pseudo strike
97.57
IV
79.8%
B/E move
23.2%
Puts
Pseudo strike
72.92
IV
66.1%
B/E move
13.2%

30Δ

Calls
Pseudo strike
90.75
IV
61.3%
B/E move
14.8%
Puts
Pseudo strike
75.92
IV
53.1%
B/E move
9.5%

35Δ

Calls
Pseudo strike
87.24
IV
49.7%
B/E move
10.4%
Puts
Pseudo strike
77.86
IV
44.3%
B/E move
7.2%

40Δ

Calls
Pseudo strike
84.68
IV
41.0%
B/E move
7.3%
Puts
Pseudo strike
79.80
IV
35.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
83.59
IV
37.3%
B/E move
6.2%
Puts
Pseudo strike
80.68
IV
33.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
82.50
IV
33.7%
B/E move
5.0%
Puts
Pseudo strike
81.44
IV
31.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
81.41
IV
30.0%
B/E move
3.8%
Puts
Pseudo strike
82.19
IV
29.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
80.32
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
82.95
IV
27.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
79.25
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
83.71
IV
25.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
78.18
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
84.46
IV
24.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
77.12
IV
27.8%
B/E move
1.5%
Puts
Pseudo strike
85.59
IV
23.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
76.06
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
87.61
IV
27.3%
B/E move
0.5%

Options history

No recorded observations