Share price$7.45
1D+4.5%
Sold putSold callAH
GrafTech International Ltd EAF
INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTSi
Market dataready · fetched 2026-10-22T23:45:48.430Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002859919Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:47.906134+00:00
GrafTech International Ltd options
PutsExpensive1.44×
CallsExpensive1.53×
SkewBearish+10.53 pp
Implied moveBearish±$2.33
TiltBearish29.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.40 | 205.6% | 98.3% | 5.86 | 129.5% | 26.2% |
| 25Δ | 16.29 | 240.9% | 125.9% | 6.26 | 124.0% | 22.4% |
| 30Δ | 9.48 | 119.2% | 32.6% | 6.60 | 123.6% | 19.7% |
| 35Δ | 8.85 | 109.8% | 25.0% | 6.94 | 123.2% | 16.9% |
| 40Δ | 8.50 | 109.4% | 21.7% | 7.31 | 127.9% | 15.2% |
| 45Δ | 8.16 | 109.0% | 18.3% | 7.69 | 133.7% | 13.7% |
| 50Δ | 7.84 | 108.1% | 15.5% | 8.10 | 140.9% | 12.2% |
| 55Δ | 7.55 | 106.8% | 13.1% | 8.71 | 154.2% | 11.2% |
| 60Δ | 7.26 | 105.5% | 10.8% | 9.33 | 161.7% | 9.9% |
| 65Δ | 6.95 | 106.7% | 8.7% | 9.94 | 163.9% | 8.2% |
| 70Δ | 6.54 | 126.8% | 8.3% | 11.68 | 195.7% | 7.5% |
| 75Δ | 6.13 | 147.0% | 7.8% | 11.04 | 155.2% | 4.8% |
| 80Δ | 5.76 | 146.3% | 6.3% | |||
20Δ
- Pseudo strike
- 14.40
- IV
- 205.6%
- B/E move
- 98.3%
- Pseudo strike
- 5.86
- IV
- 129.5%
- B/E move
- 26.2%
25Δ
- Pseudo strike
- 16.29
- IV
- 240.9%
- B/E move
- 125.9%
- Pseudo strike
- 6.26
- IV
- 124.0%
- B/E move
- 22.4%
30Δ
- Pseudo strike
- 9.48
- IV
- 119.2%
- B/E move
- 32.6%
- Pseudo strike
- 6.60
- IV
- 123.6%
- B/E move
- 19.7%
35Δ
- Pseudo strike
- 8.85
- IV
- 109.8%
- B/E move
- 25.0%
- Pseudo strike
- 6.94
- IV
- 123.2%
- B/E move
- 16.9%
40Δ
- Pseudo strike
- 8.50
- IV
- 109.4%
- B/E move
- 21.7%
- Pseudo strike
- 7.31
- IV
- 127.9%
- B/E move
- 15.2%
45Δ
- Pseudo strike
- 8.16
- IV
- 109.0%
- B/E move
- 18.3%
- Pseudo strike
- 7.69
- IV
- 133.7%
- B/E move
- 13.7%
50Δ
- Pseudo strike
- 7.84
- IV
- 108.1%
- B/E move
- 15.5%
- Pseudo strike
- 8.10
- IV
- 140.9%
- B/E move
- 12.2%
55Δ
- Pseudo strike
- 7.55
- IV
- 106.8%
- B/E move
- 13.1%
- Pseudo strike
- 8.71
- IV
- 154.2%
- B/E move
- 11.2%
60Δ
- Pseudo strike
- 7.26
- IV
- 105.5%
- B/E move
- 10.8%
- Pseudo strike
- 9.33
- IV
- 161.7%
- B/E move
- 9.9%
65Δ
- Pseudo strike
- 6.95
- IV
- 106.7%
- B/E move
- 8.7%
- Pseudo strike
- 9.94
- IV
- 163.9%
- B/E move
- 8.2%
70Δ
- Pseudo strike
- 6.54
- IV
- 126.8%
- B/E move
- 8.3%
- Pseudo strike
- 11.68
- IV
- 195.7%
- B/E move
- 7.5%
75Δ
- Pseudo strike
- 6.13
- IV
- 147.0%
- B/E move
- 7.8%
- Pseudo strike
- 11.04
- IV
- 155.2%
- B/E move
- 4.8%
80Δ
- Pseudo strike
- 5.76
- IV
- 146.3%
- B/E move
- 6.3%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 113.48% | |
| 120.34% |