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Ingevity Corporation NGVT

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Market dataready · fetched 2026-11-12T00:45:23.583Z

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 · 2026-11-12T00:00:00.002775074Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:45:23.080079+00:00

Share price$63.24
1D+3.2%
AH$60.63$61.56$62.50$63.43$64.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGVT
Sold putSold callAH

Ingevity Corporation options

Live interpolated NGVT call and put midpoint premiums by absolute delta.Ingevity Corporation$1.45$2.03$2.61$3.19$3.76$48.33$55.92$63.50$71.09$78.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 NGVT spot · $63.24NGVT PRICE$2.50$2.50$2.50$2.50$1.51$2.00$2.49$2.97$3.21$3.31$3.40$3.50$3.60$2.50$2.50$2.50$2.50$2.50$2.50$2.51$2.53$2.54$2.55
Puts——
CallsExpensive1.71×
Skew——
Implied moveBalanced±$5.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.46274.8%61.2%51.13197.6%23.1%
25Δ81.63197.0%33.0%55.41152.1%16.3%
30Δ73.61150.4%20.4%57.99124.5%12.3%
35Δ69.27119.5%13.5%60.2999.6%8.6%
40Δ64.9856.1%5.1%61.6384.1%6.5%
45Δ64.2460.1%4.7%62.6971.3%4.8%
50Δ63.5064.0%4.4%63.2563.5%4.0%
55Δ62.7768.0%4.0%63.8155.6%3.1%
60Δ62.1965.5%3.4%64.3647.7%2.2%
65Δ61.7159.3%2.8%64.9239.9%1.4%
70Δ61.2353.1%2.2%
75Δ60.7546.9%1.6%
80Δ60.2640.7%1.0%

20Δ

Calls
Pseudo strike
99.46
IV
274.8%
B/E move
61.2%
Puts
Pseudo strike
51.13
IV
197.6%
B/E move
23.1%

25Δ

Calls
Pseudo strike
81.63
IV
197.0%
B/E move
33.0%
Puts
Pseudo strike
55.41
IV
152.1%
B/E move
16.3%

30Δ

Calls
Pseudo strike
73.61
IV
150.4%
B/E move
20.4%
Puts
Pseudo strike
57.99
IV
124.5%
B/E move
12.3%

35Δ

Calls
Pseudo strike
69.27
IV
119.5%
B/E move
13.5%
Puts
Pseudo strike
60.29
IV
99.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
64.98
IV
56.1%
B/E move
5.1%
Puts
Pseudo strike
61.63
IV
84.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
64.24
IV
60.1%
B/E move
4.7%
Puts
Pseudo strike
62.69
IV
71.3%
B/E move
4.8%

50Δ

Calls
Pseudo strike
63.50
IV
64.0%
B/E move
4.4%
Puts
Pseudo strike
63.25
IV
63.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
62.77
IV
68.0%
B/E move
4.0%
Puts
Pseudo strike
63.81
IV
55.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
62.19
IV
65.5%
B/E move
3.4%
Puts
Pseudo strike
64.36
IV
47.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
61.71
IV
59.3%
B/E move
2.8%
Puts
Pseudo strike
64.92
IV
39.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
61.23
IV
53.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.75
IV
46.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.26
IV
40.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.64%
Daily EOD
NGVT34.7%35.9%37.0%2026-10-19: 34.86%2026-10-20: 35.36%2026-10-21: 35.36%2026-10-22: 36.58%2026-10-23: 36.44%2026-10-26: 36.87%2026-10-27: 35.75%2026-10-28: 35.46%2026-10-29: 36.43%2026-10-30: 36.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.86%
35.36%
35.36%
36.58%
36.44%
36.87%
35.75%
35.46%
36.43%
36.64%