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International Seaways, Inc. Common Stock INSW

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Market dataready · fetched 2026-11-04T06:58:12.843Z

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 · 2026-11-04T00:00:00.001656878Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T06:58:12.303865+00:00

Share price$104.75
1D-0.2%
AH$103$104$105$106$1075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINSW
Sold putSold callAH

International Seaways, Inc. Common Stock options

Live interpolated INSW call and put midpoint premiums by absolute delta.International Seaways, Inc. Common Stock$1.14$5.32$9.50$13.68$17.86$84.57$94.95$105.32$115.70$126.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INSW spot · $104.75INSW PRICE$1.60$2.29$2.98$3.62$4.24$5.13$6.08$7.17$8.49$9.86$11.53$13.28$15.65$2.31$2.84$3.56$4.29$4.85$5.42$6.37$7.71$9.05$10.75$12.45$14.52$16.66
PutsExpensive1.12×
CallsExpensive1.15×
SkewBullish-5.12 pp
Implied moveBearish±$12.45
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.7969.2%15.9%91.4386.6%14.9%
25Δ117.6972.8%14.5%95.0679.7%12.0%
30Δ115.6076.5%13.2%97.5177.8%10.3%
35Δ113.1276.0%11.4%99.9575.8%8.7%
40Δ110.4873.8%9.5%101.9871.4%7.3%
45Δ108.3174.5%8.3%103.9967.0%5.9%
50Δ106.2575.7%7.2%106.0065.7%4.9%
55Δ104.1377.3%6.3%108.0067.4%4.3%
60Δ101.9379.3%5.4%110.0069.2%3.6%
65Δ99.6981.2%4.6%112.3369.9%3.0%
70Δ97.1982.4%3.8%114.6670.5%2.4%
75Δ94.6383.8%3.0%117.3170.4%1.9%
80Δ91.5685.7%2.3%120.0170.1%1.3%

20Δ

Calls
Pseudo strike
119.79
IV
69.2%
B/E move
15.9%
Puts
Pseudo strike
91.43
IV
86.6%
B/E move
14.9%

25Δ

Calls
Pseudo strike
117.69
IV
72.8%
B/E move
14.5%
Puts
Pseudo strike
95.06
IV
79.7%
B/E move
12.0%

30Δ

Calls
Pseudo strike
115.60
IV
76.5%
B/E move
13.2%
Puts
Pseudo strike
97.51
IV
77.8%
B/E move
10.3%

35Δ

Calls
Pseudo strike
113.12
IV
76.0%
B/E move
11.4%
Puts
Pseudo strike
99.95
IV
75.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
110.48
IV
73.8%
B/E move
9.5%
Puts
Pseudo strike
101.98
IV
71.4%
B/E move
7.3%

45Δ

Calls
Pseudo strike
108.31
IV
74.5%
B/E move
8.3%
Puts
Pseudo strike
103.99
IV
67.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
106.25
IV
75.7%
B/E move
7.2%
Puts
Pseudo strike
106.00
IV
65.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
104.13
IV
77.3%
B/E move
6.3%
Puts
Pseudo strike
108.00
IV
67.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
101.93
IV
79.3%
B/E move
5.4%
Puts
Pseudo strike
110.00
IV
69.2%
B/E move
3.6%

65Δ

Calls
Pseudo strike
99.69
IV
81.2%
B/E move
4.6%
Puts
Pseudo strike
112.33
IV
69.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
97.19
IV
82.4%
B/E move
3.8%
Puts
Pseudo strike
114.66
IV
70.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
94.63
IV
83.8%
B/E move
3.0%
Puts
Pseudo strike
117.31
IV
70.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
91.56
IV
85.7%
B/E move
2.3%
Puts
Pseudo strike
120.01
IV
70.1%
B/E move
1.3%

Options history

IV · four-Friday blend63.47%
Daily EOD
INSW56.3%60.2%64.0%2026-10-19: 57.97%2026-10-20: 58.93%2026-10-21: 56.84%2026-10-22: 60.42%2026-10-23: 60.83%2026-10-26: 60.88%2026-10-27: 60.73%2026-10-28: 60.45%2026-10-29: 60.21%2026-10-30: 63.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.97%
58.93%
56.84%
60.42%
60.83%
60.88%
60.73%
60.45%
60.21%
63.47%