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Ingram Micro Holding Corporation INGM

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Market datapartial · fetched 2026-10-22T21:31:08.671Z

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 · 2026-10-22T20:10:00.00164465Z

FundamentalsAlpha Vantage · unavailable

Share price$27.50
1D+1.0%
AH$26.31$26.64$26.97$27.29$27.625:30 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$0.14$2.60$5.07$7.53$9.99$22.28$24.60$26.91$29.23$31.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGM spot · $27.50INGM PRICE$0.41$0.44$0.62$0.79$0.97$1.14$1.32$1.50$1.67$1.85$2.02$2.20$2.38$0.67$0.69$0.94$1.20$1.45$1.70$1.95$2.21$2.46$2.71$2.96$5.71$9.28
PutsExpensive1.27×
CallsCheap0.91×
SkewBearish+18.77 pp
Implied moveBearish±$3.27
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4559.9%23.1%23.6372.7%16.5%
25Δ29.9739.7%10.6%25.1952.9%10.9%
30Δ29.5838.9%9.8%25.7152.3%9.9%
35Δ29.1938.1%9.0%26.2351.7%9.0%
40Δ28.8137.3%8.3%26.7551.1%8.0%
45Δ28.4236.4%7.5%27.2750.5%7.0%
50Δ28.0335.6%6.7%27.7949.9%6.0%
55Δ27.6434.8%6.0%28.3149.4%5.1%
60Δ27.2634.0%5.2%28.8348.8%4.1%
65Δ26.8733.2%4.4%29.3548.2%3.1%
70Δ26.4832.4%3.7%29.8747.6%2.1%
75Δ26.1031.5%2.9%32.7164.4%1.8%
80Δ25.7130.7%2.1%36.3086.9%1.7%

20Δ

Calls
Pseudo strike
33.45
IV
59.9%
B/E move
23.1%
Puts
Pseudo strike
23.63
IV
72.7%
B/E move
16.5%

25Δ

Calls
Pseudo strike
29.97
IV
39.7%
B/E move
10.6%
Puts
Pseudo strike
25.19
IV
52.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
29.58
IV
38.9%
B/E move
9.8%
Puts
Pseudo strike
25.71
IV
52.3%
B/E move
9.9%

35Δ

Calls
Pseudo strike
29.19
IV
38.1%
B/E move
9.0%
Puts
Pseudo strike
26.23
IV
51.7%
B/E move
9.0%

40Δ

Calls
Pseudo strike
28.81
IV
37.3%
B/E move
8.3%
Puts
Pseudo strike
26.75
IV
51.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
28.42
IV
36.4%
B/E move
7.5%
Puts
Pseudo strike
27.27
IV
50.5%
B/E move
7.0%

50Δ

Calls
Pseudo strike
28.03
IV
35.6%
B/E move
6.7%
Puts
Pseudo strike
27.79
IV
49.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
27.64
IV
34.8%
B/E move
6.0%
Puts
Pseudo strike
28.31
IV
49.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
27.26
IV
34.0%
B/E move
5.2%
Puts
Pseudo strike
28.83
IV
48.8%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.87
IV
33.2%
B/E move
4.4%
Puts
Pseudo strike
29.35
IV
48.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
26.48
IV
32.4%
B/E move
3.7%
Puts
Pseudo strike
29.87
IV
47.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
26.10
IV
31.5%
B/E move
2.9%
Puts
Pseudo strike
32.71
IV
64.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.71
IV
30.7%
B/E move
2.1%
Puts
Pseudo strike
36.30
IV
86.9%
B/E move
1.7%

Options history

No recorded observations