IntraAlpha
Create free account Start free

INSTALLED BUILDING PRODUCTS, INC. IBP

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-04T08:58:12.038Z

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 · 2026-11-04T00:00:00.003199452Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T08:58:11.268306+00:00

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.$2.56$11.81$21.05$30.30$39.55$171.95$192.53$213.11$233.69$254.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBP spot · $212.46IBP PRICE$3.56$4.73$6.01$7.34$8.81$10.30$12.00$13.69$15.95$18.46$21.18$24.48$28.39$3.94$5.02$6.62$8.23$9.84$11.65$13.93$16.21$19.33$22.65$26.77$31.30$36.89
PutsExpensive1.70×
CallsExpensive1.37×
SkewBullish-2.90 pp
Implied moveBearish±$25.93
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ246.9176.4%17.9%189.1073.7%12.8%
25Δ240.4077.0%15.4%194.8470.1%10.7%
30Δ234.7276.6%13.3%198.9271.7%9.5%
35Δ229.2476.1%11.3%203.0271.5%8.3%
40Δ224.4775.4%9.8%207.1470.5%7.1%
45Δ219.7474.7%8.3%211.2270.0%6.1%
50Δ215.5173.7%7.1%215.2370.3%5.3%
55Δ211.2872.7%5.9%219.2370.7%4.4%
60Δ207.0672.9%5.0%223.7871.6%3.8%
65Δ202.8473.6%4.2%228.4572.7%3.1%
70Δ198.4974.4%3.4%233.8373.8%2.5%
75Δ193.7375.1%2.7%239.5574.9%2.0%
80Δ188.4775.9%2.1%246.2775.1%1.4%

20Δ

Calls
Pseudo strike
246.91
IV
76.4%
B/E move
17.9%
Puts
Pseudo strike
189.10
IV
73.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
240.40
IV
77.0%
B/E move
15.4%
Puts
Pseudo strike
194.84
IV
70.1%
B/E move
10.7%

30Δ

Calls
Pseudo strike
234.72
IV
76.6%
B/E move
13.3%
Puts
Pseudo strike
198.92
IV
71.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
229.24
IV
76.1%
B/E move
11.3%
Puts
Pseudo strike
203.02
IV
71.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
224.47
IV
75.4%
B/E move
9.8%
Puts
Pseudo strike
207.14
IV
70.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
219.74
IV
74.7%
B/E move
8.3%
Puts
Pseudo strike
211.22
IV
70.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
215.51
IV
73.7%
B/E move
7.1%
Puts
Pseudo strike
215.23
IV
70.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
211.28
IV
72.7%
B/E move
5.9%
Puts
Pseudo strike
219.23
IV
70.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
207.06
IV
72.9%
B/E move
5.0%
Puts
Pseudo strike
223.78
IV
71.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
202.84
IV
73.6%
B/E move
4.2%
Puts
Pseudo strike
228.45
IV
72.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
198.49
IV
74.4%
B/E move
3.4%
Puts
Pseudo strike
233.83
IV
73.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
193.73
IV
75.1%
B/E move
2.7%
Puts
Pseudo strike
239.55
IV
74.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
188.47
IV
75.9%
B/E move
2.1%
Puts
Pseudo strike
246.27
IV
75.1%
B/E move
1.4%

Options history

IV · four-Friday blend55.24%
Daily close
IBP43.6%51.9%60.2%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 6Sep 18Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
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%