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StealthGas, Inc. Common Stock GASS

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-12T02:18:20.358Z

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 · 2026-11-11T23:00:48.233523837Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:18:19.843926+00:00

Share price$8.32
1D+1.0%
AH$7.88$7.92$7.96$7.99$8.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGASS
Sold putSold callAH

StealthGas, Inc. Common Stock options

Live interpolated GASS call and put midpoint premiums by absolute delta.StealthGas, Inc. Common Stock$0.58$1.86$3.14$4.43$5.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGASS PRICE$0.72$0.88$1.04$1.21$1.37$1.53$1.70$1.86$2.02$2.18$3.48$5.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.64391.7%40.8%
25Δ6.12371.4%37.0%
30Δ6.60351.2%33.2%
35Δ7.08331.0%29.4%
40Δ7.56310.7%25.6%
45Δ8.04290.5%21.8%
50Δ8.51270.2%18.0%
55Δ8.99250.0%14.2%
60Δ9.47229.8%10.4%
65Δ9.95209.5%6.6%
70Δ11.30254.6%5.9%
75Δ13.19317.1%5.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
391.7%
B/E move
40.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.12
IV
371.4%
B/E move
37.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.60
IV
351.2%
B/E move
33.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.08
IV
331.0%
B/E move
29.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.56
IV
310.7%
B/E move
25.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.04
IV
290.5%
B/E move
21.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.51
IV
270.2%
B/E move
18.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.99
IV
250.0%
B/E move
14.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.47
IV
229.8%
B/E move
10.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.95
IV
209.5%
B/E move
6.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.30
IV
254.6%
B/E move
5.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.19
IV
317.1%
B/E move
5.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.09%
Daily close
GASS48.0%48.1%48.1%2026-08-21: 48.09%Aug 21
1 observations2026-08-21 — 2026-08-21
Table
DateIV (%)
48.09%