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Ituran Location and Control Ltd. Ordinary Shares ITRN

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-11T14:53:29.685Z

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 · 2026-11-11T14:41:28.400348674Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:53:29.060732+00:00

Share price$49.91
1D-1.1%
$49.87$50.02$50.18$50.34$50.505:30 AM6:30 AM9:00 AM1:00 PMITRN
Sold putSold call

Ituran Location and Control Ltd. Ordinary Shares options

Live interpolated ITRN call and put midpoint premiums by absolute delta.Ituran Location and Control Ltd. Ordinary Shares$0.67$2.25$3.83$5.42$7.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 PRICEITRN PRICE$1.12$1.33$1.53$1.74$1.95$2.15$2.36$2.82$3.50$4.17$4.85$5.52$6.54$0.84$1.13$1.43$1.73$2.03$2.33
Puts——
CallsExpensive2.52×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.86158.6%36.2%44.7987.8%11.9%
25Δ64.24146.1%31.4%45.7986.7%10.5%
30Δ61.63133.5%26.6%46.7285.1%9.3%
35Δ59.02121.0%21.7%47.6483.4%8.0%
40Δ56.41108.5%16.9%48.5681.8%6.8%
45Δ53.7996.0%12.1%49.4880.2%5.5%
50Δ51.1883.5%7.3%
55Δ49.4779.6%4.8%
60Δ48.5182.8%4.2%
65Δ47.5486.1%3.6%
70Δ46.5889.3%3.0%
75Δ45.6192.5%2.5%
80Δ44.3296.6%1.9%

20Δ

Calls
Pseudo strike
66.86
IV
158.6%
B/E move
36.2%
Puts
Pseudo strike
44.79
IV
87.8%
B/E move
11.9%

25Δ

Calls
Pseudo strike
64.24
IV
146.1%
B/E move
31.4%
Puts
Pseudo strike
45.79
IV
86.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
61.63
IV
133.5%
B/E move
26.6%
Puts
Pseudo strike
46.72
IV
85.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
59.02
IV
121.0%
B/E move
21.7%
Puts
Pseudo strike
47.64
IV
83.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
56.41
IV
108.5%
B/E move
16.9%
Puts
Pseudo strike
48.56
IV
81.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
53.79
IV
96.0%
B/E move
12.1%
Puts
Pseudo strike
49.48
IV
80.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
51.18
IV
83.5%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.47
IV
79.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.51
IV
82.8%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.54
IV
86.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.58
IV
89.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.61
IV
92.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.32
IV
96.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.02%
Daily close
ITRN30.4%40.1%49.8%2026-08-14: 43.67%2026-08-17: 48.48%2026-08-21: 34.47%2026-08-24: 31.78%2026-08-25: 41.67%2026-08-26: 40.50%2026-08-27: 34.25%2026-08-28: 35.97%2026-08-31: 41.66%2026-09-01: 43.25%2026-09-02: 44.04%2026-09-03: 35.87%2026-09-04: 46.73%2026-09-10: 46.53%2026-09-18: 38.88%2026-09-21: 35.63%2026-09-22: 34.22%2026-09-23: 35.23%2026-09-24: 38.61%2026-09-25: 37.77%2026-09-28: 41.88%2026-09-29: 34.72%2026-09-30: 36.64%2026-10-01: 36.89%2026-10-15: 45.38%2026-10-16: 35.55%2026-10-19: 37.67%2026-10-20: 39.52%2026-10-21: 33.58%2026-10-22: 36.55%2026-10-23: 34.52%2026-10-26: 34.21%2026-10-27: 34.73%2026-10-30: 37.02%Aug 14Sep 22Oct 30
34 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
43.67%
48.48%
34.47%
31.78%
41.67%
40.50%
34.25%
35.97%
41.66%
43.25%
44.04%
35.87%
46.73%
46.53%
38.88%
35.63%
34.22%
35.23%
38.61%
37.77%
41.88%
34.72%
36.64%
36.89%
45.38%
35.55%
37.67%
39.52%
33.58%
36.55%
34.52%
34.21%
34.73%
37.02%