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Ingevity Corporation NGVT

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Market datapartial · fetched 2026-10-22T15:59:41.641Z

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 · 2026-10-22T15:59:00.60409685Z

FundamentalsAlpha Vantage · unavailable

Share price$70.38
1D-0.1%
$70.18$70.41$70.63$70.86$71.085:30 AM6:30 AM9:00 AM1:00 PMNGVT
Sold putSold call

Ingevity Corporation options

Live interpolated NGVT call and put midpoint premiums by absolute delta.Ingevity Corporation$2.11$3.82$5.53$7.24$8.96$57.93$64.13$70.32$76.52$82.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGVT spot · $70.38NGVT PRICE$2.50$2.29$2.39$2.72$3.32$3.93$4.71$5.51$6.30$7.09$8.46$2.50$2.50$2.55$2.55$2.81$3.07$3.62$4.16$4.73$5.30$5.97$7.18$8.30
PutsExpensive1.43×
CallsExpensive1.42×
SkewBearish+0.58 pp
Implied moveBearish±$6.94
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9099.3%21.3%
25Δ62.5775.5%14.7%
30Δ80.5073.4%17.9%65.3761.8%10.7%
35Δ75.7953.4%10.9%67.5150.4%7.7%
40Δ73.6545.5%8.0%68.7846.3%6.3%
45Δ72.2043.0%6.4%70.0542.4%4.8%
50Δ71.1244.6%5.8%71.0942.0%4.1%
55Δ70.0446.2%5.1%72.1441.5%3.4%
60Δ68.8147.7%4.5%73.1540.6%2.8%
65Δ67.5749.1%3.8%74.1439.4%2.2%
70Δ66.3048.7%3.1%75.2038.5%1.6%
75Δ65.0248.1%2.5%76.6939.7%1.2%
80Δ63.3049.7%2.0%78.0739.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.90
IV
99.3%
B/E move
21.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.57
IV
75.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
80.50
IV
73.4%
B/E move
17.9%
Puts
Pseudo strike
65.37
IV
61.8%
B/E move
10.7%

35Δ

Calls
Pseudo strike
75.79
IV
53.4%
B/E move
10.9%
Puts
Pseudo strike
67.51
IV
50.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
73.65
IV
45.5%
B/E move
8.0%
Puts
Pseudo strike
68.78
IV
46.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
72.20
IV
43.0%
B/E move
6.4%
Puts
Pseudo strike
70.05
IV
42.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
71.12
IV
44.6%
B/E move
5.8%
Puts
Pseudo strike
71.09
IV
42.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
70.04
IV
46.2%
B/E move
5.1%
Puts
Pseudo strike
72.14
IV
41.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
68.81
IV
47.7%
B/E move
4.5%
Puts
Pseudo strike
73.15
IV
40.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
67.57
IV
49.1%
B/E move
3.8%
Puts
Pseudo strike
74.14
IV
39.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
66.30
IV
48.7%
B/E move
3.1%
Puts
Pseudo strike
75.20
IV
38.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
65.02
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
76.69
IV
39.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
63.30
IV
49.7%
B/E move
2.0%
Puts
Pseudo strike
78.07
IV
39.5%
B/E move
0.9%

Options history

No recorded observations