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International General Insurance Holdings Ltd. Ordinary Share IGIC

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-11-04T09:32:28.633Z

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 · 2026-11-03T21:00:00.77612888Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:32:28.179382+00:00

Share price$25.02
1D+4.2%
AH$23.91$24.23$24.55$24.87$25.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGIC
Sold putSold callAH

International General Insurance Holdings Ltd. Ordinary Share options

Live interpolated IGIC call and put midpoint premiums by absolute delta.International General Insurance Holdings Ltd. Ordinary Share$0.35$1.52$2.68$3.84$5.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIGIC PRICE$0.53$0.91$1.30$1.69$2.07$2.46$0.48$0.67$0.87$1.06$1.26$1.45$1.86$2.33$2.80$3.26$3.73$4.20$4.67
PutsExpensive1.77×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1450.6%9.4%
25Δ23.5054.8%8.8%
30Δ23.8559.0%8.1%
35Δ24.2163.2%7.5%
40Δ24.5667.4%6.9%
45Δ24.9271.6%6.2%
50Δ25.4872.8%5.6%
55Δ24.8919.9%1.6%26.1273.1%4.9%
60Δ24.4925.7%1.5%26.7573.5%4.3%
65Δ24.0831.4%1.4%27.3873.8%3.6%
70Δ23.6737.2%1.4%28.0274.1%2.9%
75Δ23.2743.0%1.3%28.6574.5%2.3%
80Δ22.8648.7%1.2%29.2974.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.14
IV
50.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.50
IV
54.8%
B/E move
8.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.85
IV
59.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.21
IV
63.2%
B/E move
7.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.56
IV
67.4%
B/E move
6.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.92
IV
71.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.48
IV
72.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
24.89
IV
19.9%
B/E move
1.6%
Puts
Pseudo strike
26.12
IV
73.1%
B/E move
4.9%

60Δ

Calls
Pseudo strike
24.49
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
26.75
IV
73.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
24.08
IV
31.4%
B/E move
1.4%
Puts
Pseudo strike
27.38
IV
73.8%
B/E move
3.6%

70Δ

Calls
Pseudo strike
23.67
IV
37.2%
B/E move
1.4%
Puts
Pseudo strike
28.02
IV
74.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
23.27
IV
43.0%
B/E move
1.3%
Puts
Pseudo strike
28.65
IV
74.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
22.86
IV
48.7%
B/E move
1.2%
Puts
Pseudo strike
29.29
IV
74.8%
B/E move
1.6%

Options history

IV · four-Friday blend40.46%
Daily close
IGIC22.4%57.8%93.2%2026-08-31: 42.34%2026-09-02: 49.88%2026-09-16: 55.00%2026-09-18: 30.46%2026-09-21: 34.66%2026-09-22: 29.57%2026-09-23: 34.23%2026-09-24: 31.39%2026-09-25: 27.25%2026-09-28: 33.12%2026-09-30: 32.25%2026-10-02: 29.05%2026-10-05: 29.55%2026-10-06: 31.14%2026-10-07: 36.25%2026-10-08: 39.77%2026-10-15: 88.29%2026-10-16: 37.59%2026-10-19: 35.70%2026-10-20: 42.92%2026-10-21: 38.89%2026-10-22: 40.59%2026-10-23: 36.50%2026-10-26: 34.90%2026-10-27: 35.00%2026-10-28: 40.30%2026-10-29: 40.29%2026-10-30: 40.46%Aug 31Oct 6Oct 30
28 observations2026-08-31 — 2026-10-30
Table
DateIV (%)
42.34%
49.88%
55.00%
30.46%
34.66%
29.57%
34.23%
31.39%
27.25%
33.12%
32.25%
29.05%
29.55%
31.14%
36.25%
39.77%
88.29%
37.59%
35.70%
42.92%
38.89%
40.59%
36.50%
34.90%
35.00%
40.30%
40.29%
40.46%