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Ituran Location and Control Ltd. Ordinary Shares ITRN

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Market datapartial · fetched 2026-10-22T10:52:54.725Z

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 · 2026-10-21T20:00:01.806240691Z

FundamentalsAlpha Vantage · unavailable

Share price$50.85
1D-0.9%
AH$50.52$50.85$51.17$51.50$51.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITRN
Sold putSold callAH

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$0.32$1.65$2.98$4.31$5.65$41.69$45.46$49.24$53.02$56.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITRN spot · $50.85ITRN PRICE$0.46$0.67$0.89$1.10$1.31$1.52$1.73$1.94$2.15$2.82$3.63$4.45$5.26$2.26$2.06$1.86$1.66$1.49$1.86$2.22$2.58$2.94$3.31$3.67$4.03$4.40
PutsExpensive1.59×
CallsFair1.03×
SkewBearish+22.33 pp
Implied moveBearish±$3.95
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.9629.9%9.0%37.91142.9%29.9%
25Δ54.3629.8%8.2%40.97115.4%23.5%
30Δ53.7629.7%7.5%44.0387.9%17.1%
35Δ53.1529.6%6.7%47.0960.4%10.7%
40Δ52.5529.5%5.9%50.0334.1%4.5%
45Δ51.9529.4%5.1%50.6433.6%4.1%
50Δ51.3529.3%4.4%51.2633.1%3.6%
55Δ50.7529.2%3.6%51.8732.5%3.1%
60Δ50.1429.2%2.8%52.4932.0%2.6%
65Δ49.2631.0%2.4%53.1031.4%2.1%
70Δ48.2933.4%2.1%53.7230.9%1.6%
75Δ47.3235.8%1.8%54.3330.3%1.1%
80Δ46.3538.3%1.5%54.9529.8%0.6%

20Δ

Calls
Pseudo strike
54.96
IV
29.9%
B/E move
9.0%
Puts
Pseudo strike
37.91
IV
142.9%
B/E move
29.9%

25Δ

Calls
Pseudo strike
54.36
IV
29.8%
B/E move
8.2%
Puts
Pseudo strike
40.97
IV
115.4%
B/E move
23.5%

30Δ

Calls
Pseudo strike
53.76
IV
29.7%
B/E move
7.5%
Puts
Pseudo strike
44.03
IV
87.9%
B/E move
17.1%

35Δ

Calls
Pseudo strike
53.15
IV
29.6%
B/E move
6.7%
Puts
Pseudo strike
47.09
IV
60.4%
B/E move
10.7%

40Δ

Calls
Pseudo strike
52.55
IV
29.5%
B/E move
5.9%
Puts
Pseudo strike
50.03
IV
34.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
51.95
IV
29.4%
B/E move
5.1%
Puts
Pseudo strike
50.64
IV
33.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
51.35
IV
29.3%
B/E move
4.4%
Puts
Pseudo strike
51.26
IV
33.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
50.75
IV
29.2%
B/E move
3.6%
Puts
Pseudo strike
51.87
IV
32.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
50.14
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
52.49
IV
32.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
49.26
IV
31.0%
B/E move
2.4%
Puts
Pseudo strike
53.10
IV
31.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
48.29
IV
33.4%
B/E move
2.1%
Puts
Pseudo strike
53.72
IV
30.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
47.32
IV
35.8%
B/E move
1.8%
Puts
Pseudo strike
54.33
IV
30.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.35
IV
38.3%
B/E move
1.5%
Puts
Pseudo strike
54.95
IV
29.8%
B/E move
0.6%

Options history

No recorded observations