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GrafTech International Ltd. EAF

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Market datapartial · fetched 2026-10-23T04:42:42.025Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002859919Z

FundamentalsAlpha Vantage · unavailable

Share price$7.45
1D+4.5%
AH$6.85$7.05$7.26$7.46$7.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEAF
Sold putSold callAH

GrafTech International Ltd. options

Live interpolated EAF call and put midpoint premiums by absolute delta.GrafTech International Ltd.$0.23$1.45$2.68$3.91$5.13$3.54$5.75$7.95$10.16$12.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EAF spot · $7.45EAF PRICE$0.38$0.53$0.40$0.47$0.56$0.66$0.76$0.88$1.00$1.15$1.53$1.91$2.17$0.36$0.48$0.62$0.75$0.99$1.26$1.56$2.10$2.61$3.10$4.78$3.95
PutsExpensive1.45×
CallsExpensive1.54×
SkewBearish+10.66 pp
Implied moveBearish±$2.33
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.40206.4%98.3%5.86131.5%26.2%
25Δ16.29242.5%125.9%6.26126.2%22.4%
30Δ9.47121.3%32.6%6.60125.7%19.7%
35Δ8.85111.8%25.0%6.94125.3%16.9%
40Δ8.50111.3%21.7%7.31130.1%15.2%
45Δ8.16110.9%18.3%7.69136.0%13.7%
50Δ7.84110.0%15.5%8.10143.2%12.2%
55Δ7.55108.7%13.1%8.71156.8%11.2%
60Δ7.26107.4%10.8%9.32164.4%9.9%
65Δ6.95108.7%8.7%9.94166.6%8.2%
70Δ6.54129.2%8.3%11.67196.7%7.5%
75Δ6.13149.7%7.8%11.04155.8%4.8%
80Δ5.76148.5%6.3%

20Δ

Calls
Pseudo strike
14.40
IV
206.4%
B/E move
98.3%
Puts
Pseudo strike
5.86
IV
131.5%
B/E move
26.2%

25Δ

Calls
Pseudo strike
16.29
IV
242.5%
B/E move
125.9%
Puts
Pseudo strike
6.26
IV
126.2%
B/E move
22.4%

30Δ

Calls
Pseudo strike
9.47
IV
121.3%
B/E move
32.6%
Puts
Pseudo strike
6.60
IV
125.7%
B/E move
19.7%

35Δ

Calls
Pseudo strike
8.85
IV
111.8%
B/E move
25.0%
Puts
Pseudo strike
6.94
IV
125.3%
B/E move
16.9%

40Δ

Calls
Pseudo strike
8.50
IV
111.3%
B/E move
21.7%
Puts
Pseudo strike
7.31
IV
130.1%
B/E move
15.2%

45Δ

Calls
Pseudo strike
8.16
IV
110.9%
B/E move
18.3%
Puts
Pseudo strike
7.69
IV
136.0%
B/E move
13.7%

50Δ

Calls
Pseudo strike
7.84
IV
110.0%
B/E move
15.5%
Puts
Pseudo strike
8.10
IV
143.2%
B/E move
12.2%

55Δ

Calls
Pseudo strike
7.55
IV
108.7%
B/E move
13.1%
Puts
Pseudo strike
8.71
IV
156.8%
B/E move
11.2%

60Δ

Calls
Pseudo strike
7.26
IV
107.4%
B/E move
10.8%
Puts
Pseudo strike
9.32
IV
164.4%
B/E move
9.9%

65Δ

Calls
Pseudo strike
6.95
IV
108.7%
B/E move
8.7%
Puts
Pseudo strike
9.94
IV
166.6%
B/E move
8.2%

70Δ

Calls
Pseudo strike
6.54
IV
129.2%
B/E move
8.3%
Puts
Pseudo strike
11.67
IV
196.7%
B/E move
7.5%

75Δ

Calls
Pseudo strike
6.13
IV
149.7%
B/E move
7.8%
Puts
Pseudo strike
11.04
IV
155.8%
B/E move
4.8%

80Δ

Calls
Pseudo strike
5.76
IV
148.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

EAF112.93116.91120.892026-10-20: 113.48%2026-10-21: 120.34%Oct 20Oct 21
Table
DateIV
113.48%
120.34%