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GCM Grosvenor Inc. Class A Common Stock GCMG

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T02:56:59.392Z

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 · 2026-11-11T21:00:08.778724931Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:56:58.834996+00:00

Share price$14.20
1D+2.3%
AH$13.85$13.98$14.11$14.24$14.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCMG
Sold putSold callAH

GCM Grosvenor Inc. Class A Common Stock options

Live interpolated GCMG call and put midpoint premiums by absolute delta.GCM Grosvenor Inc. Class A Common Stock$0.30$1.03$1.76$2.49$3.22$12.04$13.02$14.01$14.99$15.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GCMG spot · $14.20GCMG PRICE$0.38$0.37$0.52$0.66$0.81$0.95$1.10$1.24$1.39$1.53$1.68$0.38$0.48$0.67$0.85$1.03$1.21$1.39$1.58$1.99$2.50$3.01
Puts——
Calls——
Skew——
Implied moveBearish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.68175.7%34.2%11.97146.1%18.3%
25Δ12.72123.4%13.8%
30Δ13.08124.5%12.6%
35Δ14.9674.5%8.0%13.45125.7%11.3%
40Δ14.7275.2%7.3%13.81126.8%10.0%
45Δ14.4875.8%6.6%14.17128.0%8.7%
50Δ14.2376.4%5.9%14.54129.1%7.4%
55Δ13.9977.0%5.3%14.90130.3%6.2%
60Δ13.7577.7%4.6%15.45134.9%5.3%
65Δ13.5178.3%3.9%16.06140.9%4.5%
70Δ13.2778.9%3.2%16.67146.9%3.8%
75Δ13.0379.6%2.5%
80Δ12.7880.2%1.9%

20Δ

Calls
Pseudo strike
18.68
IV
175.7%
B/E move
34.2%
Puts
Pseudo strike
11.97
IV
146.1%
B/E move
18.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.72
IV
123.4%
B/E move
13.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.08
IV
124.5%
B/E move
12.6%

35Δ

Calls
Pseudo strike
14.96
IV
74.5%
B/E move
8.0%
Puts
Pseudo strike
13.45
IV
125.7%
B/E move
11.3%

40Δ

Calls
Pseudo strike
14.72
IV
75.2%
B/E move
7.3%
Puts
Pseudo strike
13.81
IV
126.8%
B/E move
10.0%

45Δ

Calls
Pseudo strike
14.48
IV
75.8%
B/E move
6.6%
Puts
Pseudo strike
14.17
IV
128.0%
B/E move
8.7%

50Δ

Calls
Pseudo strike
14.23
IV
76.4%
B/E move
5.9%
Puts
Pseudo strike
14.54
IV
129.1%
B/E move
7.4%

55Δ

Calls
Pseudo strike
13.99
IV
77.0%
B/E move
5.3%
Puts
Pseudo strike
14.90
IV
130.3%
B/E move
6.2%

60Δ

Calls
Pseudo strike
13.75
IV
77.7%
B/E move
4.6%
Puts
Pseudo strike
15.45
IV
134.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
13.51
IV
78.3%
B/E move
3.9%
Puts
Pseudo strike
16.06
IV
140.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
13.27
IV
78.9%
B/E move
3.2%
Puts
Pseudo strike
16.67
IV
146.9%
B/E move
3.8%

75Δ

Calls
Pseudo strike
13.03
IV
79.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.78
IV
80.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.59%
Daily close
GCMG36.7%87.6%138.5%2026-08-21: 48.08%2026-09-01: 57.55%2026-09-04: 60.25%2026-09-08: 58.56%2026-09-10: 57.76%2026-09-11: 62.62%2026-09-14: 62.02%2026-09-15: 66.20%2026-09-16: 88.89%2026-09-17: 117.69%2026-09-18: 45.45%2026-09-23: 45.21%2026-09-24: 43.67%2026-09-25: 46.99%2026-09-28: 46.65%2026-09-30: 53.79%2026-10-02: 54.92%2026-10-06: 61.76%2026-10-07: 61.23%2026-10-08: 57.39%2026-10-09: 74.46%2026-10-12: 77.24%2026-10-13: 81.57%2026-10-14: 75.99%2026-10-15: 131.48%2026-10-16: 49.96%2026-10-19: 47.72%2026-10-20: 46.92%2026-10-21: 53.38%2026-10-22: 48.82%2026-10-23: 46.33%2026-10-26: 51.79%2026-10-27: 53.56%2026-10-28: 60.91%2026-10-29: 52.54%2026-10-30: 48.59%Aug 21Oct 6Oct 30
36 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
48.08%
57.55%
60.25%
58.56%
57.76%
62.62%
62.02%
66.20%
88.89%
117.69%
45.45%
45.21%
43.67%
46.99%
46.65%
53.79%
54.92%
61.76%
61.23%
57.39%
74.46%
77.24%
81.57%
75.99%
131.48%
49.96%
47.72%
46.92%
53.38%
48.82%
46.33%
51.79%
53.56%
60.91%
52.54%
48.59%