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Ingevity Corp NGVT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T21:08:21.034Z

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 · 2026-10-22T20:10:00.001805962Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:05:38.271213+00:00

Share price$69.84
1D-0.9%
AH$69.22$69.70$70.19$70.67$71.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGVT
Sold putSold callAH

Ingevity Corp options

Live interpolated NGVT call and put midpoint premiums by absolute delta.Ingevity Corp$2.02$3.81$5.61$7.41$9.21$57.21$63.61$70.02$76.42$82.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGVT spot · $69.84NGVT PRICE$2.50$2.50$2.21$2.45$2.83$3.29$3.78$4.30$4.91$6.06$7.30$8.69$2.50$2.50$2.55$2.55$2.84$3.26$3.76$4.31$4.88$5.49$6.11$7.12$8.25
PutsExpensive1.46×
CallsExpensive1.54×
SkewBullish-1.83 pp
Implied moveBearish±$7.05
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.37100.4%21.4%
25Δ87.7197.4%29.2%62.0176.4%14.8%
30Δ79.9474.2%18.0%64.9061.9%10.7%
35Δ74.9251.6%10.4%66.8951.2%7.9%
40Δ73.1947.3%8.3%68.3046.7%6.3%
45Δ71.8045.4%6.9%69.4845.1%5.2%
50Δ70.6445.1%5.9%70.5943.9%4.3%
55Δ69.5244.5%5.0%71.6643.1%3.6%
60Δ68.4443.8%4.1%72.7242.3%2.9%
65Δ67.3043.6%3.4%73.7441.0%2.3%
70Δ65.8646.9%3.0%74.7639.7%1.7%
75Δ64.3149.8%2.5%76.0839.6%1.3%
80Δ62.5852.1%2.0%77.5039.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.37
IV
100.4%
B/E move
21.4%

25Δ

Calls
Pseudo strike
87.71
IV
97.4%
B/E move
29.2%
Puts
Pseudo strike
62.01
IV
76.4%
B/E move
14.8%

30Δ

Calls
Pseudo strike
79.94
IV
74.2%
B/E move
18.0%
Puts
Pseudo strike
64.90
IV
61.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
74.92
IV
51.6%
B/E move
10.4%
Puts
Pseudo strike
66.89
IV
51.2%
B/E move
7.9%

40Δ

Calls
Pseudo strike
73.19
IV
47.3%
B/E move
8.3%
Puts
Pseudo strike
68.30
IV
46.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
71.80
IV
45.4%
B/E move
6.9%
Puts
Pseudo strike
69.48
IV
45.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
70.64
IV
45.1%
B/E move
5.9%
Puts
Pseudo strike
70.59
IV
43.9%
B/E move
4.3%

55Δ

Calls
Pseudo strike
69.52
IV
44.5%
B/E move
5.0%
Puts
Pseudo strike
71.66
IV
43.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
68.44
IV
43.8%
B/E move
4.1%
Puts
Pseudo strike
72.72
IV
42.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
67.30
IV
43.6%
B/E move
3.4%
Puts
Pseudo strike
73.74
IV
41.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
65.86
IV
46.9%
B/E move
3.0%
Puts
Pseudo strike
74.76
IV
39.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
64.31
IV
49.8%
B/E move
2.5%
Puts
Pseudo strike
76.08
IV
39.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.58
IV
52.1%
B/E move
2.0%
Puts
Pseudo strike
77.50
IV
39.9%
B/E move
0.8%

Options history

No recorded observations