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Integer Holdings Corporation ITGR

i

Market dataready · fetched 2026-11-12T03:18:12.933Z

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 · 2026-11-12T00:00:00.003143418Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-12T03:18:12.327433+00:00

Share price$126.68
1D+0.1%
AH$126.55$126.60$126.65$126.70$126.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITGR
Sold putSold callAH

Integer Holdings Corporation options

Live interpolated ITGR call and put midpoint premiums by absolute delta.Integer Holdings Corporation$2.01$6.09$10.17$14.26$18.34$97.87$105.99$114.12$122.25$130.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ITGR spot · $126.68ITGR PRICE$2.45$3.69$5.03$6.38$7.73$9.08$10.43$11.77$13.12$14.47$15.82$17.16$2.64$2.71$2.79$2.87$2.95$3.02$3.10$3.18$3.26$3.33$3.41$3.49$3.57
PutsExpensive48.27×
Calls——
Skew——
Implied moveBullish±$12.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.12241.8%35.7%
25Δ140.7189.9%13.0%87.90223.3%32.8%
30Δ137.7886.0%11.7%91.69204.9%29.8%
35Δ135.3584.3%10.8%95.48186.4%26.9%
40Δ132.9282.6%10.0%99.26167.9%24.0%
45Δ130.5080.8%9.1%103.05149.5%21.0%
50Δ128.0779.1%8.3%106.84131.0%18.1%
55Δ125.6577.3%7.4%110.63112.5%15.2%
60Δ123.2275.6%6.6%114.4194.1%12.3%
65Δ120.8073.8%5.7%118.2075.6%9.3%
70Δ118.3772.1%4.9%121.9957.2%6.4%
75Δ115.9570.4%4.0%125.7738.7%3.5%
80Δ113.5268.6%3.2%129.5620.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.12
IV
241.8%
B/E move
35.7%

25Δ

Calls
Pseudo strike
140.71
IV
89.9%
B/E move
13.0%
Puts
Pseudo strike
87.90
IV
223.3%
B/E move
32.8%

30Δ

Calls
Pseudo strike
137.78
IV
86.0%
B/E move
11.7%
Puts
Pseudo strike
91.69
IV
204.9%
B/E move
29.8%

35Δ

Calls
Pseudo strike
135.35
IV
84.3%
B/E move
10.8%
Puts
Pseudo strike
95.48
IV
186.4%
B/E move
26.9%

40Δ

Calls
Pseudo strike
132.92
IV
82.6%
B/E move
10.0%
Puts
Pseudo strike
99.26
IV
167.9%
B/E move
24.0%

45Δ

Calls
Pseudo strike
130.50
IV
80.8%
B/E move
9.1%
Puts
Pseudo strike
103.05
IV
149.5%
B/E move
21.0%

50Δ

Calls
Pseudo strike
128.07
IV
79.1%
B/E move
8.3%
Puts
Pseudo strike
106.84
IV
131.0%
B/E move
18.1%

55Δ

Calls
Pseudo strike
125.65
IV
77.3%
B/E move
7.4%
Puts
Pseudo strike
110.63
IV
112.5%
B/E move
15.2%

60Δ

Calls
Pseudo strike
123.22
IV
75.6%
B/E move
6.6%
Puts
Pseudo strike
114.41
IV
94.1%
B/E move
12.3%

65Δ

Calls
Pseudo strike
120.80
IV
73.8%
B/E move
5.7%
Puts
Pseudo strike
118.20
IV
75.6%
B/E move
9.3%

70Δ

Calls
Pseudo strike
118.37
IV
72.1%
B/E move
4.9%
Puts
Pseudo strike
121.99
IV
57.2%
B/E move
6.4%

75Δ

Calls
Pseudo strike
115.95
IV
70.4%
B/E move
4.0%
Puts
Pseudo strike
125.77
IV
38.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
113.52
IV
68.6%
B/E move
3.2%
Puts
Pseudo strike
129.56
IV
20.2%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations