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Ingredion Incorporated INGR

i

Market dataready · fetched 2026-11-11T13:59:21.720Z

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 · 2026-11-11T00:00:00.003839796Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:59:21.092839+00:00

Share price$91.95
1D+0.2%
AH$90.69$91.14$91.60$92.05$92.515:30 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$0.50$1.98$3.47$4.95$6.44$73.03$81.01$88.98$96.96$104.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGR spot · $91.95INGR PRICE$0.66$0.83$1.00$1.28$1.57$1.86$2.16$2.45$2.74$3.03$3.56$4.24$4.92$0.87$1.14$1.40$1.67$1.92$2.16$2.41$2.65$2.89$3.14$3.38$3.83$6.01
PutsCheap0.38×
CallsCheap0.53×
SkewBearish+4.92 pp
Implied moveBearish±$4.56
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.0541.8%7.3%86.0950.1%7.3%
25Δ96.6139.5%6.0%87.2749.0%6.3%
30Δ95.1837.1%4.6%88.4547.9%5.3%
35Δ94.4036.5%4.1%89.6346.8%4.3%
40Δ93.7136.2%3.6%90.4544.9%3.7%
45Δ93.0235.9%3.2%91.1142.7%3.3%
50Δ92.3435.6%2.8%91.7740.5%2.8%
55Δ91.6535.3%2.3%92.4338.3%2.4%
60Δ90.9635.0%1.9%93.0936.0%1.9%
65Δ90.2834.7%1.5%93.7533.8%1.5%
70Δ89.4834.0%1.2%94.4131.6%1.0%
75Δ88.6233.1%1.0%95.2430.5%0.6%
80Δ87.7632.2%0.8%97.4838.8%0.5%

20Δ

Calls
Pseudo strike
98.05
IV
41.8%
B/E move
7.3%
Puts
Pseudo strike
86.09
IV
50.1%
B/E move
7.3%

25Δ

Calls
Pseudo strike
96.61
IV
39.5%
B/E move
6.0%
Puts
Pseudo strike
87.27
IV
49.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
95.18
IV
37.1%
B/E move
4.6%
Puts
Pseudo strike
88.45
IV
47.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
94.40
IV
36.5%
B/E move
4.1%
Puts
Pseudo strike
89.63
IV
46.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
93.71
IV
36.2%
B/E move
3.6%
Puts
Pseudo strike
90.45
IV
44.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
93.02
IV
35.9%
B/E move
3.2%
Puts
Pseudo strike
91.11
IV
42.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
92.34
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
91.77
IV
40.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
91.65
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
92.43
IV
38.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
90.96
IV
35.0%
B/E move
1.9%
Puts
Pseudo strike
93.09
IV
36.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
90.28
IV
34.7%
B/E move
1.5%
Puts
Pseudo strike
93.75
IV
33.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
89.48
IV
34.0%
B/E move
1.2%
Puts
Pseudo strike
94.41
IV
31.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
88.62
IV
33.1%
B/E move
1.0%
Puts
Pseudo strike
95.24
IV
30.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
87.76
IV
32.2%
B/E move
0.8%
Puts
Pseudo strike
97.48
IV
38.8%
B/E move
0.5%

Options history

IV · four-Friday blend28.03%
Daily close
INGR21.5%25.0%28.5%2026-08-13: 23.93%2026-08-14: 23.57%2026-08-18: 27.70%2026-08-21: 23.98%2026-08-24: 22.95%2026-08-25: 22.19%2026-08-26: 23.92%2026-08-27: 23.59%2026-08-28: 21.95%2026-08-31: 23.79%2026-09-01: 22.49%2026-09-02: 23.78%2026-09-03: 23.15%2026-09-08: 25.07%2026-09-09: 24.24%2026-09-10: 23.23%2026-09-18: 24.96%2026-09-21: 24.53%2026-09-22: 24.18%2026-09-23: 25.30%2026-09-24: 27.07%2026-09-25: 25.78%2026-09-28: 25.60%2026-09-30: 25.18%2026-10-01: 25.19%2026-10-07: 26.28%2026-10-08: 24.43%2026-10-09: 25.11%2026-10-16: 23.99%2026-10-19: 24.66%2026-10-20: 25.91%2026-10-21: 26.36%2026-10-22: 25.84%2026-10-23: 25.99%2026-10-26: 26.73%2026-10-27: 26.35%2026-10-28: 25.26%2026-10-29: 27.93%2026-10-30: 28.03%Aug 13Sep 23Oct 30
39 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.93%
23.57%
27.70%
23.98%
22.95%
22.19%
23.92%
23.59%
21.95%
23.79%
22.49%
23.78%
23.15%
25.07%
24.24%
23.23%
24.96%
24.53%
24.18%
25.30%
27.07%
25.78%
25.60%
25.18%
25.19%
26.28%
24.43%
25.11%
23.99%
24.66%
25.91%
26.36%
25.84%
25.99%
26.73%
26.35%
25.26%
27.93%
28.03%