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GCT Semiconductor Holding, Inc. GCTS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-12T03:11:44.256Z

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 · 2026-11-12T00:46:31.47790023Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:11:43.845793+00:00

Share price$1.57
1D+5.2%
AH$1.49$1.52$1.56$1.59$1.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCTS
Sold putSold callAH

GCT Semiconductor Holding, Inc. options

Live interpolated GCTS call and put midpoint premiums by absolute delta.GCT Semiconductor Holding, Inc.$0.37$0.41$0.44$0.48$0.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGCTS PRICE$0.38$0.38$0.40$0.42$0.44$0.46$0.48$0.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.88788.9%171.0%
50Δ2.93687.6%110.8%
55Δ2.73632.0%99.2%
60Δ2.52576.3%87.6%
65Δ2.32520.7%76.0%
70Δ2.12465.0%64.3%
75Δ1.91409.4%52.7%
80Δ1.71353.7%41.1%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
3.88
IV
788.9%
B/E move
171.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.93
IV
687.6%
B/E move
110.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.73
IV
632.0%
B/E move
99.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.52
IV
576.3%
B/E move
87.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.32
IV
520.7%
B/E move
76.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.12
IV
465.0%
B/E move
64.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.91
IV
409.4%
B/E move
52.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.71
IV
353.7%
B/E move
41.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend337.79%
Daily close
GCTS123.7%238.7%353.6%2026-08-19: 226.32%2026-08-26: 178.24%2026-08-27: 139.57%2026-08-28: 181.54%2026-08-31: 229.95%2026-09-01: 245.63%2026-09-03: 323.51%2026-09-04: 310.59%2026-09-11: 272.56%2026-09-18: 158.54%2026-09-23: 139.54%2026-09-24: 150.29%2026-09-30: 168.37%2026-10-01: 208.73%2026-10-02: 222.25%2026-10-06: 242.52%2026-10-08: 262.91%2026-10-16: 213.36%2026-10-19: 232.71%2026-10-21: 282.76%2026-10-22: 279.49%2026-10-23: 262.08%2026-10-29: 337.79%Aug 19Sep 24Oct 29
23 observations2026-08-19 — 2026-10-29
Table
DateIV (%)
226.32%
178.24%
139.57%
181.54%
229.95%
245.63%
323.51%
310.59%
272.56%
158.54%
139.54%
150.29%
168.37%
208.73%
222.25%
242.52%
262.91%
213.36%
232.71%
282.76%
279.49%
262.08%
337.79%