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GCM Grosvenor Inc. Class A Common Stock GCMG

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Market datapartial · fetched 2026-10-22T23:54:54.206Z

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 · 2026-10-22T22:11:58.247607618Z

FundamentalsAlpha Vantage · unavailable

Share price$12.50
1D+2.5%
AH$12.28$12.40$12.53$12.65$12.775:30 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$0.13$2.52$4.92$7.31$9.71$8.61$10.67$12.72$14.78$16.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCMG spot · $12.50GCMG PRICE$0.39$0.51$0.63$0.74$0.86$0.98$1.10$1.22$1.55$1.91$2.26$2.61$2.97$0.39$0.41$0.43$0.45$0.47$0.49$0.93$1.55$2.17$2.80$4.31$6.83$9.02
PutsExpensive2.81×
CallsExpensive3.05×
SkewBullish-12.78 pp
Implied moveBullish±$2.03
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.41114.7%42.4%10.2394.5%21.2%
25Δ16.71110.6%37.8%10.6683.7%18.0%
30Δ16.02106.6%33.2%11.0973.0%14.7%
35Δ15.32102.5%28.6%11.5162.2%11.5%
40Δ14.6398.5%23.9%11.9451.4%8.3%
45Δ13.9494.5%19.3%12.3740.6%5.0%
50Δ13.2490.4%14.7%12.9148.3%4.2%
55Δ12.5586.4%10.1%13.5064.4%4.4%
60Δ12.0491.0%8.8%14.0980.4%4.6%
65Δ11.5596.2%7.7%14.6996.4%4.9%
70Δ11.06101.5%6.6%16.18124.5%5.1%
75Δ10.57106.7%5.5%18.73156.8%4.8%
80Δ10.08112.0%4.4%21.05169.0%3.7%

20Δ

Calls
Pseudo strike
17.41
IV
114.7%
B/E move
42.4%
Puts
Pseudo strike
10.23
IV
94.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
16.71
IV
110.6%
B/E move
37.8%
Puts
Pseudo strike
10.66
IV
83.7%
B/E move
18.0%

30Δ

Calls
Pseudo strike
16.02
IV
106.6%
B/E move
33.2%
Puts
Pseudo strike
11.09
IV
73.0%
B/E move
14.7%

35Δ

Calls
Pseudo strike
15.32
IV
102.5%
B/E move
28.6%
Puts
Pseudo strike
11.51
IV
62.2%
B/E move
11.5%

40Δ

Calls
Pseudo strike
14.63
IV
98.5%
B/E move
23.9%
Puts
Pseudo strike
11.94
IV
51.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
13.94
IV
94.5%
B/E move
19.3%
Puts
Pseudo strike
12.37
IV
40.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
13.24
IV
90.4%
B/E move
14.7%
Puts
Pseudo strike
12.91
IV
48.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
12.55
IV
86.4%
B/E move
10.1%
Puts
Pseudo strike
13.50
IV
64.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
12.04
IV
91.0%
B/E move
8.8%
Puts
Pseudo strike
14.09
IV
80.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
11.55
IV
96.2%
B/E move
7.7%
Puts
Pseudo strike
14.69
IV
96.4%
B/E move
4.9%

70Δ

Calls
Pseudo strike
11.06
IV
101.5%
B/E move
6.6%
Puts
Pseudo strike
16.18
IV
124.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
10.57
IV
106.7%
B/E move
5.5%
Puts
Pseudo strike
18.73
IV
156.8%
B/E move
4.8%

80Δ

Calls
Pseudo strike
10.08
IV
112.0%
B/E move
4.4%
Puts
Pseudo strike
21.05
IV
169.0%
B/E move
3.7%

Options history

No recorded observations