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Ingredion Incorporated INGR

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T12:36:38.449Z

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 · 2026-10-21T23:00:00.003046085Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:36:36.426623+00:00

Share price$95.68
1D-0.8%
AH$95.00$95.40$95.81$96.22$96.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINGR
Sold putSold callAH

Ingredion Incorporated options

Live interpolated INGR call and put midpoint premiums by absolute delta.Ingredion Incorporated$0.81$3.95$7.08$10.21$13.35$85.05$90.66$96.27$101.87$107.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGR spot · $95.68INGR PRICE$1.20$1.51$1.68$1.93$2.43$2.93$3.43$3.93$4.74$5.66$6.57$7.49$10.38$1.15$1.47$1.81$2.16$2.51$2.90$3.40$3.90$4.40$4.90$5.67$9.06$12.45
PutsExpensive1.53×
CallsExpensive1.54×
SkewBullish-4.32 pp
Implied moveBalanced±$6.83
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.0241.6%13.1%88.2336.5%9.0%
25Δ104.4239.9%10.7%90.2434.6%7.2%
30Δ101.8835.0%8.2%91.5333.4%6.2%
35Δ99.7131.4%6.2%92.8132.1%5.3%
40Δ98.6031.8%5.6%94.1030.9%4.3%
45Δ97.4932.2%5.0%95.2929.8%3.4%
50Δ96.3832.6%4.3%96.2529.2%3.0%
55Δ95.2733.0%3.7%97.2128.5%2.5%
60Δ94.0033.8%3.2%98.1727.8%2.0%
65Δ92.6734.7%2.8%99.1327.2%1.5%
70Δ91.3535.6%2.3%100.3427.0%1.1%
75Δ90.0236.5%1.9%103.9331.9%0.8%
80Δ86.9343.8%1.7%107.5236.7%0.6%

20Δ

Calls
Pseudo strike
107.02
IV
41.6%
B/E move
13.1%
Puts
Pseudo strike
88.23
IV
36.5%
B/E move
9.0%

25Δ

Calls
Pseudo strike
104.42
IV
39.9%
B/E move
10.7%
Puts
Pseudo strike
90.24
IV
34.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
101.88
IV
35.0%
B/E move
8.2%
Puts
Pseudo strike
91.53
IV
33.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
99.71
IV
31.4%
B/E move
6.2%
Puts
Pseudo strike
92.81
IV
32.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
98.60
IV
31.8%
B/E move
5.6%
Puts
Pseudo strike
94.10
IV
30.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
97.49
IV
32.2%
B/E move
5.0%
Puts
Pseudo strike
95.29
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
96.38
IV
32.6%
B/E move
4.3%
Puts
Pseudo strike
96.25
IV
29.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
95.27
IV
33.0%
B/E move
3.7%
Puts
Pseudo strike
97.21
IV
28.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
94.00
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
98.17
IV
27.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
92.67
IV
34.7%
B/E move
2.8%
Puts
Pseudo strike
99.13
IV
27.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
91.35
IV
35.6%
B/E move
2.3%
Puts
Pseudo strike
100.34
IV
27.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
90.02
IV
36.5%
B/E move
1.9%
Puts
Pseudo strike
103.93
IV
31.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
86.93
IV
43.8%
B/E move
1.7%
Puts
Pseudo strike
107.52
IV
36.7%
B/E move
0.6%

Options history

No recorded observations