IntraAlpha
Create free account Start free

Ionic Digital Inc. Class A Common Stock IOND

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-23T05:02:55.113Z

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 · 2026-10-22T20:00:00.386711474Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:02:54.603329+00:00

Share price$64.03
1D-4.2%
AH$63.18$64.17$65.16$66.14$67.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIOND
Sold putSold callAH

Ionic Digital Inc. Class A Common Stock options

Live interpolated IOND call and put midpoint premiums by absolute delta.Ionic Digital Inc. Class A Common Stock$0.92$4.88$8.84$12.81$16.77$45.56$56.74$67.91$79.09$90.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IOND spot · $64.03IOND PRICE$1.35$1.67$2.21$2.75$3.39$4.12$4.85$5.71$6.67$7.63$8.85$10.16$11.70$1.79$2.44$3.17$3.92$4.78$5.63$6.63$7.80$8.96$10.11$11.26$12.40$15.62
PutsExpensive1.06×
CallsExpensive1.19×
SkewBearish+2.29 pp
Implied moveBearish±$11.48
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.9978.0%27.0%54.4381.4%17.8%
25Δ74.1667.3%18.4%56.6579.8%15.3%
30Δ72.4769.7%16.6%58.5181.1%13.6%
35Δ70.7872.1%14.8%60.3782.0%11.8%
40Δ69.0974.0%13.2%62.1981.3%10.3%
45Δ67.3975.6%11.7%64.0180.7%8.8%
50Δ65.7077.2%10.2%65.8680.2%7.5%
55Δ63.9678.4%8.8%67.7480.0%6.4%
60Δ62.1979.3%7.5%69.6279.7%5.3%
65Δ60.4180.2%6.3%71.4077.5%4.3%
70Δ58.4880.8%5.2%73.1674.7%3.3%
75Δ56.4981.3%4.1%74.9371.9%2.4%
80Δ54.3282.3%3.1%78.5375.8%1.8%

20Δ

Calls
Pseudo strike
79.99
IV
78.0%
B/E move
27.0%
Puts
Pseudo strike
54.43
IV
81.4%
B/E move
17.8%

25Δ

Calls
Pseudo strike
74.16
IV
67.3%
B/E move
18.4%
Puts
Pseudo strike
56.65
IV
79.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
72.47
IV
69.7%
B/E move
16.6%
Puts
Pseudo strike
58.51
IV
81.1%
B/E move
13.6%

35Δ

Calls
Pseudo strike
70.78
IV
72.1%
B/E move
14.8%
Puts
Pseudo strike
60.37
IV
82.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
69.09
IV
74.0%
B/E move
13.2%
Puts
Pseudo strike
62.19
IV
81.3%
B/E move
10.3%

45Δ

Calls
Pseudo strike
67.39
IV
75.6%
B/E move
11.7%
Puts
Pseudo strike
64.01
IV
80.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
65.70
IV
77.2%
B/E move
10.2%
Puts
Pseudo strike
65.86
IV
80.2%
B/E move
7.5%

55Δ

Calls
Pseudo strike
63.96
IV
78.4%
B/E move
8.8%
Puts
Pseudo strike
67.74
IV
80.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
62.19
IV
79.3%
B/E move
7.5%
Puts
Pseudo strike
69.62
IV
79.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
60.41
IV
80.2%
B/E move
6.3%
Puts
Pseudo strike
71.40
IV
77.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
58.48
IV
80.8%
B/E move
5.2%
Puts
Pseudo strike
73.16
IV
74.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
56.49
IV
81.3%
B/E move
4.1%
Puts
Pseudo strike
74.93
IV
71.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
54.32
IV
82.3%
B/E move
3.1%
Puts
Pseudo strike
78.53
IV
75.8%
B/E move
1.8%

Options history

No recorded observations