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Independent Bank Corporation Common Stock IBCP

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Market datapartial · fetched 2026-11-05T17:37:45.813Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T17:36:25.223033849Z

FundamentalsAlpha Vantage · unavailable

Share price$36.82
1D-3.4%
$36.64$37.04$37.44$37.84$38.245:30 AM6:30 AM9:00 AM1:00 PMIBCP
Sold putSold call

Independent Bank Corporation Common Stock options

Live interpolated IBCP call and put midpoint premiums by absolute delta.Independent Bank Corporation Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIBCP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.33%
Daily close
IBCP30.0%75.7%121.4%2026-08-07: 42.85%2026-08-12: 58.11%2026-09-09: 50.69%2026-09-18: 36.32%2026-09-22: 40.32%2026-09-23: 46.25%2026-09-24: 40.15%2026-09-29: 50.37%2026-09-30: 45.79%2026-10-01: 55.54%2026-10-08: 58.88%2026-10-13: 72.41%2026-10-14: 89.34%2026-10-15: 115.06%2026-10-16: 41.57%2026-10-19: 41.92%2026-10-20: 45.09%2026-10-21: 43.46%2026-10-22: 44.16%2026-10-23: 46.62%2026-10-26: 48.06%2026-10-27: 45.93%2026-10-29: 49.33%Aug 7Oct 13Oct 29
23 observations2026-08-07 — 2026-10-29
Table
DateIV (%)
42.85%
58.11%
50.69%
36.32%
40.32%
46.25%
40.15%
50.37%
45.79%
55.54%
58.88%
72.41%
89.34%
115.06%
41.57%
41.92%
45.09%
43.46%
44.16%
46.62%
48.06%
45.93%
49.33%