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Ingram Micro Holding Corporation INGM

i

Market dataready · fetched 2026-11-12T00:58:21.949Z

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 · 2026-11-12T00:55:00.028444829Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T00:58:21.560235+00:00

Share price$29.08
1D+0.7%
AH$27.59$27.76$27.93$28.09$28.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINGM
Sold putSold callAH

Ingram Micro Holding Corporation options

Live interpolated INGM call and put midpoint premiums by absolute delta.Ingram Micro Holding Corporation$0.67$3.16$5.66$8.15$10.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEINGM PRICE$1.07$0.94$1.20$1.42$1.64$1.85$2.07$2.28$2.75$4.03$5.31$6.59$9.93
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.06254.6%55.2%24.28160.4%19.7%
25Δ25.29158.2%17.2%
30Δ26.11149.3%15.1%
35Δ26.93140.4%13.0%
40Δ27.74131.5%11.0%
45Δ28.56122.5%8.9%
50Δ29.37113.6%6.8%
55Δ30.33110.7%5.2%
60Δ31.72127.6%4.8%
65Δ33.11144.6%4.4%
70Δ34.50161.5%4.0%
75Δ37.91198.9%3.8%
80Δ

20Δ

Calls
Pseudo strike
44.06
IV
254.6%
B/E move
55.2%
Puts
Pseudo strike
24.28
IV
160.4%
B/E move
19.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.29
IV
158.2%
B/E move
17.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.11
IV
149.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.93
IV
140.4%
B/E move
13.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.74
IV
131.5%
B/E move
11.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.56
IV
122.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.37
IV
113.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.33
IV
110.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.72
IV
127.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.11
IV
144.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.50
IV
161.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.91
IV
198.9%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.28%
Daily close
INGM48.6%53.2%57.8%2026-08-28: 51.46%2026-09-03: 57.12%2026-10-21: 50.56%2026-10-29: 49.28%Aug 28Sep 3Oct 29
4 observations2026-08-28 — 2026-10-29
Table
DateIV (%)
51.46%
57.12%
50.56%
49.28%