IGIC · International General Insurance Holdings Ltd.

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$28.00 -0.93 (-3.21%) At close · Jul 29

Market Cap

$1.24B

42.84M

Options Chain

15-min delayed Underlying $28.00 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 16 contracts

Put / call OI

0.00

Call-heavy positioning

Open interest

1,066

contracts outstanding

Volume

315

traded today

Max pain

$25.00

$3.00 below spot

ATM implied vol

35.9%

market's expected move

Open interest by strike

Calls Puts

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Jan 15 169d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	263.8%	0.939	—		—	—	—	—	0
Call · $12.5 In the money Last — Breakeven — Implied vol 263.8% Delta 0.939 ≈94% ITM Gamma 0.007 Theta -0.047 Vega 0.008 Open interest 0 Model this call Put · $12.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	196.7%	0.935	—		—	—	—	—	0
Call · $15 In the money Last — Breakeven — Implied vol 196.7% Delta 0.935 ≈93% ITM Gamma 0.009 Theta -0.036 Vega 0.009 Open interest 0 Model this call Put · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	135.8%	0.941	—		—	—	—	—	0
Call · $17.5 In the money Last — Breakeven — Implied vol 135.8% Delta 0.941 ≈94% ITM Gamma 0.013 Theta -0.023 Vega 0.009 Open interest 0 Model this call Put · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	122.6%	0.897	—		—	—	—	—	0
Call · $20 In the money Last — Breakeven — Implied vol 122.6% Delta 0.897 ≈90% ITM Gamma 0.021 Theta -0.033 Vega 0.01 Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	106.7%	0.829	$6.00		—	-0.128	85.4%	—	0
Call · $22.5 In the money Last $6.00 Breakeven $28.50 Implied vol 106.7% Delta 0.829 ≈83% ITM Gamma 0.034 Theta -0.041 Vega 0.016 Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol 85.4% Delta -0.128 ≈13% ITM Gamma 0.035 Theta -0.028 Vega 0.017 Open interest 0 Model this put
717	267	43.5%	0.865	$3.00		$0.35	-0.119	40.6%	1	1
Call · $25 In the money Last $3.00 Breakeven $28.00 Implied vol 43.5% Delta 0.865 ≈86% ITM Gamma 0.073 Theta -0.014 Vega 0.017 Open interest 717 Model this call Put · $25 Last $0.35 Breakeven $24.65 Implied vol 40.6% Delta -0.119 ≈12% ITM Gamma 0.072 Theta -0.013 Vega 0.012 Open interest 1 Model this put
Underlying $28.00
341	43	40.6%	0.259	$0.50		—	-0.801	31.3%	—	0
Call · $30 Last $0.50 Breakeven $30.50 Implied vol 40.6% Delta 0.259 ≈26% ITM Gamma 0.116 Theta -0.02 Vega 0.025 Open interest 341 Model this call Put · $30 In the money Last — Breakeven — Implied vol 31.3% Delta -0.801 ≈80% ITM Gamma 0.127 Theta -0.014 Vega 0.019 Open interest 0 Model this put
7	3	—	—	$0.10		—	—	—	—	0
Call · $35 Last $0.10 Breakeven $35.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1794338 CUSIP G4809J106 13F (30d) 11 filings 11 filers Visit website Investor relations