IntraAlpha
Create free account Start free

International Seaways, Inc. Common Stock INSW

i

Market dataready · fetched 2026-11-11T13:47:29.949Z

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 · 2026-11-11T13:46:55.313662492Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:47:29.507401+00:00

Share price$100.40
1D+0.0%
$100.30$100.36$100.42$100.48$100.545:30 AM6:30 AM9:00 AM1:00 PMINSW
Sold putSold call

International Seaways, Inc. Common Stock options

Live interpolated INSW call and put midpoint premiums by absolute delta.International Seaways, Inc. Common Stock$0.00$9.39$18.78$28.17$37.56$80.73$89.55$98.37$107.19$116.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INSW spot · $100.40INSW PRICE$0.93$1.22$1.51$1.87$2.24$2.62$2.99$3.38$3.81$4.24$4.67$5.11$5.54$1.52$1.97$2.45$3.47$4.48$5.50$6.73$7.99$9.65$12.05$15.07$20.09$34.85
PutsExpensive1.18×
CallsCheap0.63×
SkewBearish+53.85 pp
Implied moveBearish±$9.72
TiltBearish51.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.5853.9%9.1%90.9180.8%11.0%
25Δ106.9653.1%7.8%93.0178.3%9.3%
30Δ105.3552.4%6.4%95.0876.2%7.7%
35Δ104.1551.6%5.6%96.6481.8%7.2%
40Δ103.0650.8%4.9%98.2187.5%6.7%
45Δ101.9850.0%4.2%99.7793.2%6.1%
50Δ100.8949.2%3.5%101.7195.4%5.4%
55Δ99.8548.2%2.8%103.7197.0%4.7%
60Δ99.0446.1%2.4%106.02100.5%4.0%
65Δ98.2244.1%2.1%108.91107.4%3.5%
70Δ97.4142.0%1.7%112.44114.9%3.0%
75Δ96.5939.9%1.3%117.85129.8%2.6%
80Δ95.7837.8%0.9%132.62176.4%2.6%

20Δ

Calls
Pseudo strike
108.58
IV
53.9%
B/E move
9.1%
Puts
Pseudo strike
90.91
IV
80.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
106.96
IV
53.1%
B/E move
7.8%
Puts
Pseudo strike
93.01
IV
78.3%
B/E move
9.3%

30Δ

Calls
Pseudo strike
105.35
IV
52.4%
B/E move
6.4%
Puts
Pseudo strike
95.08
IV
76.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
104.15
IV
51.6%
B/E move
5.6%
Puts
Pseudo strike
96.64
IV
81.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
103.06
IV
50.8%
B/E move
4.9%
Puts
Pseudo strike
98.21
IV
87.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
101.98
IV
50.0%
B/E move
4.2%
Puts
Pseudo strike
99.77
IV
93.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
100.89
IV
49.2%
B/E move
3.5%
Puts
Pseudo strike
101.71
IV
95.4%
B/E move
5.4%

55Δ

Calls
Pseudo strike
99.85
IV
48.2%
B/E move
2.8%
Puts
Pseudo strike
103.71
IV
97.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
99.04
IV
46.1%
B/E move
2.4%
Puts
Pseudo strike
106.02
IV
100.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
98.22
IV
44.1%
B/E move
2.1%
Puts
Pseudo strike
108.91
IV
107.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
97.41
IV
42.0%
B/E move
1.7%
Puts
Pseudo strike
112.44
IV
114.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
96.59
IV
39.9%
B/E move
1.3%
Puts
Pseudo strike
117.85
IV
129.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
95.78
IV
37.8%
B/E move
0.9%
Puts
Pseudo strike
132.62
IV
176.4%
B/E move
2.6%

Options history

IV · four-Friday blend63.47%
Daily EOD
INSW56.3%60.2%64.0%2026-10-19: 57.97%2026-10-20: 58.93%2026-10-21: 56.84%2026-10-22: 60.42%2026-10-23: 60.83%2026-10-26: 60.88%2026-10-27: 60.73%2026-10-28: 60.45%2026-10-29: 60.21%2026-10-30: 63.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.97%
58.93%
56.84%
60.42%
60.83%
60.88%
60.73%
60.45%
60.21%
63.47%