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Ingredion Incorporated INGR

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T14:19:04.618Z

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 · 2026-10-22T14:18:49.673002448Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:19:03.171306+00:00

Share price$96.04
1D-0.2%
$95.57$95.74$95.92$96.09$96.265:30 AM6:30 AM9:00 AM1:00 PMINGR
Sold putSold call

Ingredion Incorporated options

Live interpolated INGR call and put midpoint premiums by absolute delta.Ingredion Incorporated$1.08$3.18$5.27$7.37$9.47$85.96$91.43$96.90$102.37$107.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INGR spot · $96.04INGR PRICE$1.30$1.47$1.75$2.03$2.47$2.96$3.46$3.95$4.61$5.50$6.40$7.29$8.86$1.32$1.41$1.74$2.06$2.39$2.81$3.28$3.74$4.21$4.67$5.31$6.38$7.44
PutsExpensive1.43×
CallsExpensive1.53×
SkewBullish-6.32 pp
Implied moveBullish±$6.73
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.3751.1%18.4%87.5942.4%10.2%
25Δ104.4738.5%10.3%90.7133.1%7.0%
30Δ102.4736.1%8.5%92.0031.9%6.0%
35Δ100.4833.6%6.7%93.2930.7%5.0%
40Δ99.1233.0%5.8%94.5829.5%4.0%
45Δ97.9733.0%5.1%95.6328.7%3.4%
50Δ96.8132.9%4.4%96.5628.0%2.9%
55Δ95.6632.8%3.7%97.4927.3%2.4%
60Δ94.4433.1%3.1%98.4226.7%1.9%
65Δ93.1333.6%2.7%99.3426.0%1.4%
70Δ91.8334.2%2.3%100.3925.5%1.0%
75Δ90.5234.8%1.8%101.7025.6%0.7%
80Δ88.6036.5%1.5%103.0225.6%0.5%

20Δ

Calls
Pseudo strike
112.37
IV
51.1%
B/E move
18.4%
Puts
Pseudo strike
87.59
IV
42.4%
B/E move
10.2%

25Δ

Calls
Pseudo strike
104.47
IV
38.5%
B/E move
10.3%
Puts
Pseudo strike
90.71
IV
33.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
102.47
IV
36.1%
B/E move
8.5%
Puts
Pseudo strike
92.00
IV
31.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
100.48
IV
33.6%
B/E move
6.7%
Puts
Pseudo strike
93.29
IV
30.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
99.12
IV
33.0%
B/E move
5.8%
Puts
Pseudo strike
94.58
IV
29.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
97.97
IV
33.0%
B/E move
5.1%
Puts
Pseudo strike
95.63
IV
28.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
96.81
IV
32.9%
B/E move
4.4%
Puts
Pseudo strike
96.56
IV
28.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
95.66
IV
32.8%
B/E move
3.7%
Puts
Pseudo strike
97.49
IV
27.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
94.44
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
98.42
IV
26.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
93.13
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
99.34
IV
26.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
91.83
IV
34.2%
B/E move
2.3%
Puts
Pseudo strike
100.39
IV
25.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
90.52
IV
34.8%
B/E move
1.8%
Puts
Pseudo strike
101.70
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
88.60
IV
36.5%
B/E move
1.5%
Puts
Pseudo strike
103.02
IV
25.6%
B/E move
0.5%

Options history

No recorded observations