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Ingersoll Rand Inc. Common Stock IR

i

Market dataready · fetched 2026-11-11T15:49:02.908Z

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 · 2026-11-11T15:48:54.327176766Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:49:02.387946+00:00

Share price$84.52
1D-1.2%
$84.42$84.78$85.14$85.50$85.865:30 AM6:30 AM9:00 AM1:00 PMIR
Sold putSold call

Ingersoll Rand Inc. Common Stock options

Live interpolated IR call and put midpoint premiums by absolute delta.Ingersoll Rand Inc. Common Stock$0.41$1.90$3.40$4.89$6.39$75.42$80.08$84.74$89.41$94.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IR spot · $84.52IR PRICE$0.57$0.77$0.96$1.16$1.35$1.55$1.93$2.52$3.11$3.70$4.29$4.88$5.96$0.62$0.72$0.82$0.92$1.02$1.12$1.22$1.32
Puts——
CallsCheap0.68×
Skew——
Implied moveBullish±$3.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.3237.4%6.4%80.1541.4%5.9%
25Δ88.5437.0%5.7%80.8438.5%5.2%
30Δ87.7536.5%5.0%81.5335.6%4.5%
35Δ86.9736.0%4.3%82.2232.7%3.8%
40Δ86.1935.5%3.6%82.9229.8%3.1%
45Δ85.4135.0%2.9%83.6126.8%2.4%
50Δ84.6235.6%2.4%84.3023.9%1.7%
55Δ83.8337.4%2.2%85.0021.0%1.0%
60Δ83.0339.2%1.9%
65Δ82.2341.1%1.7%
70Δ81.4442.9%1.4%
75Δ80.6444.7%1.2%
80Δ79.3849.4%1.0%

20Δ

Calls
Pseudo strike
89.32
IV
37.4%
B/E move
6.4%
Puts
Pseudo strike
80.15
IV
41.4%
B/E move
5.9%

25Δ

Calls
Pseudo strike
88.54
IV
37.0%
B/E move
5.7%
Puts
Pseudo strike
80.84
IV
38.5%
B/E move
5.2%

30Δ

Calls
Pseudo strike
87.75
IV
36.5%
B/E move
5.0%
Puts
Pseudo strike
81.53
IV
35.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
86.97
IV
36.0%
B/E move
4.3%
Puts
Pseudo strike
82.22
IV
32.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
86.19
IV
35.5%
B/E move
3.6%
Puts
Pseudo strike
82.92
IV
29.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
85.41
IV
35.0%
B/E move
2.9%
Puts
Pseudo strike
83.61
IV
26.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
84.62
IV
35.6%
B/E move
2.4%
Puts
Pseudo strike
84.30
IV
23.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
83.83
IV
37.4%
B/E move
2.2%
Puts
Pseudo strike
85.00
IV
21.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
83.03
IV
39.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
82.23
IV
41.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
81.44
IV
42.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
80.64
IV
44.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
79.38
IV
49.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.18%
Daily close
IR29.2%35.2%41.3%2026-08-13: 32.61%2026-08-21: 31.64%2026-08-24: 32.07%2026-08-25: 32.22%2026-08-26: 32.19%2026-08-27: 32.27%2026-08-28: 30.03%2026-08-31: 31.26%2026-09-01: 31.40%2026-09-02: 30.89%2026-09-03: 30.54%2026-09-04: 30.86%2026-09-08: 32.95%2026-09-09: 32.23%2026-09-18: 31.13%2026-09-21: 32.98%2026-09-22: 32.29%2026-09-23: 32.26%2026-09-24: 33.06%2026-09-25: 31.47%2026-09-28: 32.94%2026-09-29: 32.97%2026-10-01: 33.80%2026-10-02: 32.89%2026-10-05: 32.19%2026-10-06: 32.01%2026-10-07: 34.34%2026-10-08: 34.28%2026-10-09: 33.04%2026-10-12: 39.53%2026-10-16: 36.91%2026-10-19: 36.07%2026-10-20: 34.93%2026-10-21: 36.57%2026-10-22: 40.46%2026-10-23: 39.27%2026-10-26: 38.87%2026-10-27: 38.64%2026-10-28: 35.94%2026-10-29: 35.94%2026-10-30: 33.18%Aug 13Sep 28Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.61%
31.64%
32.07%
32.22%
32.19%
32.27%
30.03%
31.26%
31.40%
30.89%
30.54%
30.86%
32.95%
32.23%
31.13%
32.98%
32.29%
32.26%
33.06%
31.47%
32.94%
32.97%
33.80%
32.89%
32.19%
32.01%
34.34%
34.28%
33.04%
39.53%
36.91%
36.07%
34.93%
36.57%
40.46%
39.27%
38.87%
38.64%
35.94%
35.94%
33.18%