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Ingram Micro Holding Corporation INGM

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Market datapartial · fetched 2026-10-22T16:53:56.588Z

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 · 2026-10-22T16:53:29.204114345Z

FundamentalsAlpha Vantage · unavailable

Share price$27.18
1D-0.3%
$26.33$26.58$26.83$27.08$27.335:30 AM6:30 AM9:00 AM1:00 PMINGM
Sold putSold call

Ingram Micro Holding Corporation options

Live interpolated INGM call and put midpoint premiums by absolute delta.Ingram Micro Holding Corporation$0.27$1.38$2.50$3.61$4.73$22.65$24.91$27.16$29.42$31.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGM spot · $27.18INGM PRICE$0.39$0.50$0.72$0.95$1.18$1.41$1.64$1.87$2.10$2.33$2.56$2.78$3.78$0.69$0.62$0.85$1.08$1.30$1.53$1.76$1.99$2.22$2.45$2.68$2.90$4.41
PutsExpensive1.06×
CallsExpensive1.15×
SkewBearish+0.44 pp
Implied moveBearish±$3.40
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5351.0%17.4%23.2575.0%17.0%
25Δ29.9044.2%11.8%25.0449.8%10.2%
30Δ29.4244.6%10.9%25.5048.9%9.3%
35Δ28.9445.1%10.0%25.9647.9%8.4%
40Δ28.4645.5%9.1%26.4247.0%7.6%
45Δ27.9845.9%8.1%26.8846.1%6.7%
50Δ27.4946.3%7.2%27.3545.1%5.9%
55Δ27.0146.8%6.3%27.8144.2%5.0%
60Δ26.5347.2%5.3%28.2743.2%4.2%
65Δ26.0547.6%4.4%28.7342.3%3.3%
70Δ25.5748.0%3.5%29.1941.4%2.4%
75Δ25.0848.5%2.5%29.6540.4%1.6%
80Δ23.9552.9%2.0%31.3348.0%1.0%

20Δ

Calls
Pseudo strike
31.53
IV
51.0%
B/E move
17.4%
Puts
Pseudo strike
23.25
IV
75.0%
B/E move
17.0%

25Δ

Calls
Pseudo strike
29.90
IV
44.2%
B/E move
11.8%
Puts
Pseudo strike
25.04
IV
49.8%
B/E move
10.2%

30Δ

Calls
Pseudo strike
29.42
IV
44.6%
B/E move
10.9%
Puts
Pseudo strike
25.50
IV
48.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
28.94
IV
45.1%
B/E move
10.0%
Puts
Pseudo strike
25.96
IV
47.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
28.46
IV
45.5%
B/E move
9.1%
Puts
Pseudo strike
26.42
IV
47.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
27.98
IV
45.9%
B/E move
8.1%
Puts
Pseudo strike
26.88
IV
46.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
27.49
IV
46.3%
B/E move
7.2%
Puts
Pseudo strike
27.35
IV
45.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
27.01
IV
46.8%
B/E move
6.3%
Puts
Pseudo strike
27.81
IV
44.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
26.53
IV
47.2%
B/E move
5.3%
Puts
Pseudo strike
28.27
IV
43.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
26.05
IV
47.6%
B/E move
4.4%
Puts
Pseudo strike
28.73
IV
42.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
25.57
IV
48.0%
B/E move
3.5%
Puts
Pseudo strike
29.19
IV
41.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.08
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
29.65
IV
40.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
23.95
IV
52.9%
B/E move
2.0%
Puts
Pseudo strike
31.33
IV
48.0%
B/E move
1.0%

Options history

No recorded observations