IntraAlpha
Create free account Start free

Ideal Power Inc. Common Stock IPWR

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-11T13:51:01.872Z

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 · 2026-11-10T21:00:00.343066485Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:47:03.351587+00:00

Share price$2.26
1D-5.4%
AH$2.22$2.29$2.37$2.44$2.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIPWR
Sold putSold callAH

Ideal Power Inc. Common Stock options

Live interpolated IPWR call and put midpoint premiums by absolute delta.Ideal Power Inc. Common Stock$0.56$1.16$1.75$2.34$2.93$1.31$1.77$2.22$2.68$3.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IPWR spot · $2.26IPWR PRICE$0.63$0.64$0.65$0.65$1.00$1.36$1.71$2.06$2.41$2.76
Puts——
Calls——
Skew——
Implied moveBalanced±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ7.13800.0%243.3%
45Δ6.13800.0%199.5%
50Δ5.13800.0%155.6%2.59301.6%14.5%
55Δ2.97318.9%12.9%
60Δ3.36336.2%11.4%
65Δ3.75353.5%9.9%
70Δ4.13370.8%8.3%
75Δ4.52388.1%6.8%
80Δ4.91405.4%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.13
IV
800.0%
B/E move
243.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.13
IV
800.0%
B/E move
199.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.13
IV
800.0%
B/E move
155.6%
Puts
Pseudo strike
2.59
IV
301.6%
B/E move
14.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
318.9%
B/E move
12.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.36
IV
336.2%
B/E move
11.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
353.5%
B/E move
9.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
370.8%
B/E move
8.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
388.1%
B/E move
6.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.91
IV
405.4%
B/E move
5.2%

Options history

IV · four-Friday blend132.10%
Daily close
IPWR132.0%132.1%132.2%2026-09-08: 132.10%Sep 8
1 observations2026-09-08 — 2026-09-08
Table
DateIV (%)
132.10%