IntraAlpha
Create free account Start free

Ideal Power Inc. Common Stock IPWR

i

Market dataready · fetched 2026-11-04T00:10:45.675Z

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 · 2026-11-03T23:49:11.615679442Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:10:45.300549+00:00

Share price$2.60
1D-0.8%
AH$2.42$2.48$2.54$2.59$2.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIPWR
Sold putSold callAH

Ideal Power Inc. Common Stock options

Live interpolated IPWR call and put midpoint premiums by absolute delta.Ideal Power Inc. Common Stock$0.39$1.16$1.94$2.71$3.48$1.76$2.20$2.63$3.07$3.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IPWR spot · $2.60IPWR PRICE$0.47$0.51$0.55$0.51$0.82$1.14$1.45$1.76$2.08$2.39$2.76$3.26
Puts——
Calls——
Skew——
Implied moveBearish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ2.65203.4%17.6%
45Δ3.00220.1%16.1%
50Δ3.76319.8%62.7%3.35236.8%14.7%
55Δ3.28290.1%46.0%3.71253.5%13.2%
60Δ2.81260.4%29.2%4.06270.3%11.7%
65Δ4.41287.0%10.2%
70Δ4.76303.7%8.7%
75Δ5.18309.6%7.2%
80Δ5.72292.9%5.5%

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
2.65
IV
203.4%
B/E move
17.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
220.1%
B/E move
16.1%

50Δ

Calls
Pseudo strike
3.76
IV
319.8%
B/E move
62.7%
Puts
Pseudo strike
3.35
IV
236.8%
B/E move
14.7%

55Δ

Calls
Pseudo strike
3.28
IV
290.1%
B/E move
46.0%
Puts
Pseudo strike
3.71
IV
253.5%
B/E move
13.2%

60Δ

Calls
Pseudo strike
2.81
IV
260.4%
B/E move
29.2%
Puts
Pseudo strike
4.06
IV
270.3%
B/E move
11.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.41
IV
287.0%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.76
IV
303.7%
B/E move
8.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.18
IV
309.6%
B/E move
7.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
292.9%
B/E move
5.5%

Options history

IV · four-Friday blend132.10%
Daily close
IPWR132.0%132.1%132.2%2026-09-08: 132.10%Sep 8
1 observations2026-09-08 — 2026-09-08
Table
DateIV (%)
132.10%