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GrafTech International Ltd. EAF

i

Market dataready · fetched 2026-11-12T15:28:12.646Z

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 · 2026-11-12T15:25:27.191290841Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:28:12.270457+00:00

Share price$11.20
1D+2.9%
$10.84$11.00$11.15$11.30$11.455:30 AM6:30 AM9:00 AM1:00 PMEAF
Sold putSold call

GrafTech International Ltd. options

Live interpolated EAF call and put midpoint premiums by absolute delta.GrafTech International Ltd.$0.25$0.78$1.32$1.86$2.40$8.46$9.78$11.10$12.42$13.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EAF spot · $11.20EAF PRICE$0.44$0.58$0.62$0.71$0.64$0.71$0.78$0.98$1.33$1.69$1.93$2.11$0.31$0.40$0.53$0.66$0.79$0.91$1.02$1.13$1.24$1.44$1.67$1.91$2.24
PutsExpensive1.33×
Calls——
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.35246.2%49.9%9.57140.3%17.3%
25Δ16.08273.7%48.8%9.92142.4%15.0%
30Δ14.23227.2%32.5%10.24143.5%13.3%
35Δ13.37214.5%25.8%10.55144.3%11.7%
40Δ10.86145.1%10.1%
45Δ11.73127.5%10.5%11.14141.8%8.6%
50Δ11.45120.4%8.6%11.40135.2%7.3%
55Δ11.16113.3%6.7%11.66128.7%6.0%
60Δ10.84119.7%5.5%11.92122.1%4.7%
65Δ10.48143.5%5.5%12.21119.8%3.8%
70Δ10.11167.4%5.4%12.53119.4%3.1%
75Δ9.78167.7%4.5%12.84119.0%2.4%
80Δ9.46157.0%3.3%13.25119.2%1.7%

20Δ

Calls
Pseudo strike
16.35
IV
246.2%
B/E move
49.9%
Puts
Pseudo strike
9.57
IV
140.3%
B/E move
17.3%

25Δ

Calls
Pseudo strike
16.08
IV
273.7%
B/E move
48.8%
Puts
Pseudo strike
9.92
IV
142.4%
B/E move
15.0%

30Δ

Calls
Pseudo strike
14.23
IV
227.2%
B/E move
32.5%
Puts
Pseudo strike
10.24
IV
143.5%
B/E move
13.3%

35Δ

Calls
Pseudo strike
13.37
IV
214.5%
B/E move
25.8%
Puts
Pseudo strike
10.55
IV
144.3%
B/E move
11.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.86
IV
145.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
11.73
IV
127.5%
B/E move
10.5%
Puts
Pseudo strike
11.14
IV
141.8%
B/E move
8.6%

50Δ

Calls
Pseudo strike
11.45
IV
120.4%
B/E move
8.6%
Puts
Pseudo strike
11.40
IV
135.2%
B/E move
7.3%

55Δ

Calls
Pseudo strike
11.16
IV
113.3%
B/E move
6.7%
Puts
Pseudo strike
11.66
IV
128.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
10.84
IV
119.7%
B/E move
5.5%
Puts
Pseudo strike
11.92
IV
122.1%
B/E move
4.7%

65Δ

Calls
Pseudo strike
10.48
IV
143.5%
B/E move
5.5%
Puts
Pseudo strike
12.21
IV
119.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.11
IV
167.4%
B/E move
5.4%
Puts
Pseudo strike
12.53
IV
119.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
9.78
IV
167.7%
B/E move
4.5%
Puts
Pseudo strike
12.84
IV
119.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
9.46
IV
157.0%
B/E move
3.3%
Puts
Pseudo strike
13.25
IV
119.2%
B/E move
1.7%

Options history

IV · four-Friday blend100.22%
Daily EOD
EAF95.9%109.4%123.0%2026-10-19: 120.25%2026-10-20: 113.48%2026-10-21: 120.34%2026-10-22: 120.40%2026-10-23: 121.11%2026-10-26: 106.13%2026-10-27: 112.99%2026-10-28: 103.26%2026-10-29: 97.73%2026-10-30: 100.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
120.25%
113.48%
120.34%
120.40%
121.11%
106.13%
112.99%
103.26%
97.73%
100.22%