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INSTALLED BUILDING PRODUCTS, INC. IBP

i

Market datapartial · fetched 2026-11-04T04:47:48.739Z

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 · 2026-11-04T00:00:00.003199452Z

FundamentalsAlpha Vantage · unavailable

Share price$212.46
1D-2.5%
AH$211$214$216$218$2205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBP
Sold putSold callAH

INSTALLED BUILDING PRODUCTS, INC. options

Live interpolated IBP call and put midpoint premiums by absolute delta.INSTALLED BUILDING PRODUCTS, INC.$0.00$0.27$0.54$0.81$1.08$-0.21$0.14$0.50$0.86$1.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEIBP 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 blend55.24%
Daily close
IBP43.6%51.9%60.2%2026-08-05: 58.84%2026-08-06: 49.92%2026-08-07: 48.44%2026-08-10: 49.28%2026-08-11: 48.48%2026-08-12: 46.51%2026-08-13: 47.39%2026-08-14: 44.75%2026-08-17: 48.34%2026-08-18: 47.36%2026-08-19: 47.96%2026-08-21: 46.30%2026-08-24: 47.16%2026-08-25: 47.00%2026-08-26: 46.61%2026-08-27: 46.39%2026-08-28: 45.04%2026-08-31: 46.04%2026-09-01: 46.51%2026-09-02: 46.54%2026-09-03: 46.19%2026-09-04: 45.52%2026-09-08: 48.24%2026-09-09: 48.35%2026-09-10: 49.98%2026-09-11: 46.95%2026-09-14: 49.77%2026-09-15: 50.85%2026-09-16: 48.59%2026-09-17: 53.55%2026-09-18: 49.33%2026-09-21: 49.53%2026-09-22: 49.15%2026-09-23: 49.14%2026-09-24: 49.27%2026-09-25: 48.85%2026-09-28: 49.94%2026-09-29: 50.86%2026-09-30: 49.50%2026-10-01: 51.61%2026-10-02: 50.96%2026-10-05: 51.35%2026-10-06: 50.28%2026-10-07: 50.98%2026-10-08: 50.28%2026-10-09: 50.24%2026-10-12: 52.51%2026-10-13: 54.23%2026-10-14: 55.41%2026-10-15: 59.08%2026-10-16: 52.14%2026-10-19: 52.40%2026-10-20: 52.36%2026-10-21: 52.40%2026-10-22: 52.87%2026-10-23: 53.40%2026-10-26: 54.46%2026-10-27: 54.20%2026-10-28: 54.22%2026-10-29: 54.20%2026-10-30: 55.24%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
58.84%
49.92%
48.44%
49.28%
48.48%
46.51%
47.39%
44.75%
48.34%
47.36%
47.96%
46.30%
47.16%
47.00%
46.61%
46.39%
45.04%
46.04%
46.51%
46.54%
46.19%
45.52%
48.24%
48.35%
49.98%
46.95%
49.77%
50.85%
48.59%
53.55%
49.33%
49.53%
49.15%
49.14%
49.27%
48.85%
49.94%
50.86%
49.50%
51.61%
50.96%
51.35%
50.28%
50.98%
50.28%
50.24%
52.51%
54.23%
55.41%
59.08%
52.14%
52.40%
52.36%
52.40%
52.87%
53.40%
54.46%
54.20%
54.22%
54.20%
55.24%