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Integer Holdings Corporation ITGR

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Market datapartial · fetched 2026-10-22T22:41:34.368Z

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 · 2026-10-22T22:30:00.002498597Z

FundamentalsAlpha Vantage · unavailable

Share price$126.56
1D-0.1%
AH$126.50$126.56$126.62$126.68$126.745:30 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$0.28$1.82$3.36$4.89$6.43$121.73$125.60$129.46$133.32$137.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITGR spot · $126.56ITGR PRICE$1.30$1.70$2.09$2.48$2.87$3.26$3.65$4.04$4.43$4.82$5.21$5.60$5.99$0.45$0.74$1.03$1.32$1.61$1.90$2.18$2.47$2.76$3.05$3.34$3.63$5.26
PutsExpensive5.06×
CallsExpensive13.23×
SkewBullish-16.29 pp
Implied moveBullish±$5.83
TiltBullish22.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.2033.8%11.0%125.436.0%1.2%
25Δ137.8332.4%10.2%125.846.6%1.2%
30Δ136.4731.1%9.5%126.257.1%1.1%
35Δ135.1129.7%8.7%126.677.6%1.0%
40Δ133.7428.4%7.9%127.088.2%0.9%
45Δ132.3827.0%7.2%127.498.7%0.8%
50Δ131.0225.6%6.4%127.919.2%0.7%
55Δ129.6624.3%5.6%128.329.8%0.6%
60Δ128.2922.9%4.9%128.7310.3%0.5%
65Δ126.9321.6%4.1%129.1410.9%0.4%
70Δ125.5720.2%3.3%129.5611.4%0.3%
75Δ124.2018.9%2.6%129.9711.9%0.2%
80Δ122.8417.5%1.8%131.7213.9%0.1%

20Δ

Calls
Pseudo strike
139.20
IV
33.8%
B/E move
11.0%
Puts
Pseudo strike
125.43
IV
6.0%
B/E move
1.2%

25Δ

Calls
Pseudo strike
137.83
IV
32.4%
B/E move
10.2%
Puts
Pseudo strike
125.84
IV
6.6%
B/E move
1.2%

30Δ

Calls
Pseudo strike
136.47
IV
31.1%
B/E move
9.5%
Puts
Pseudo strike
126.25
IV
7.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
135.11
IV
29.7%
B/E move
8.7%
Puts
Pseudo strike
126.67
IV
7.6%
B/E move
1.0%

40Δ

Calls
Pseudo strike
133.74
IV
28.4%
B/E move
7.9%
Puts
Pseudo strike
127.08
IV
8.2%
B/E move
0.9%

45Δ

Calls
Pseudo strike
132.38
IV
27.0%
B/E move
7.2%
Puts
Pseudo strike
127.49
IV
8.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
131.02
IV
25.6%
B/E move
6.4%
Puts
Pseudo strike
127.91
IV
9.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
129.66
IV
24.3%
B/E move
5.6%
Puts
Pseudo strike
128.32
IV
9.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
128.29
IV
22.9%
B/E move
4.9%
Puts
Pseudo strike
128.73
IV
10.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
126.93
IV
21.6%
B/E move
4.1%
Puts
Pseudo strike
129.14
IV
10.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
125.57
IV
20.2%
B/E move
3.3%
Puts
Pseudo strike
129.56
IV
11.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
124.20
IV
18.9%
B/E move
2.6%
Puts
Pseudo strike
129.97
IV
11.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
122.84
IV
17.5%
B/E move
1.8%
Puts
Pseudo strike
131.72
IV
13.9%
B/E move
0.1%

Options history

No recorded observations