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General Dynamics Corporation GD

i

Market dataready · fetched 2026-11-07T01:14:16.703Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:37:52.653980376Z

FundamentalsSEC EDGAR · ready · as of 2026-10-04 · fetched 2026-11-07T01:14:16.133683+00:00

Share price$354.40
1D+0.5%
AH$349$351$353$355$3575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGD
Sold putSold callAH

General Dynamics Corporation options

Live interpolated GD call and put midpoint premiums by absolute delta.General Dynamics Corporation$1.07$4.81$8.56$12.30$16.05$331.52$344.13$356.74$369.35$381.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GD spot · $354.40GD PRICE$1.47$1.93$2.45$3.04$3.73$4.34$4.89$5.46$6.44$7.98$8.92$10.78$12.31$1.73$2.18$2.99$3.56$4.24$4.90$5.32$6.44$7.48$8.44$9.96$12.57$14.97
PutsCheap0.78×
CallsCheap0.80×
SkewBearish+2.51 pp
Implied moveBearish±$10.22
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ366.4327.3%3.8%342.4031.0%3.9%
25Δ363.9326.7%3.2%345.5828.7%3.1%
30Δ361.8326.6%2.8%347.1131.0%2.9%
35Δ360.0326.8%2.4%349.2830.1%2.4%
40Δ358.3127.1%2.2%351.2929.5%2.1%
45Δ356.5926.6%1.8%353.1228.8%1.7%
50Δ354.8925.5%1.5%354.8926.6%1.4%
55Δ353.4024.4%1.3%356.6527.3%1.2%
60Δ351.7424.7%1.1%358.3627.5%1.0%
65Δ349.8626.9%1.0%360.0627.0%0.8%
70Δ348.2426.0%0.8%362.1027.5%0.6%
75Δ345.9127.3%0.6%365.0830.1%0.5%
80Δ343.8927.1%0.5%367.9930.8%0.4%

20Δ

Calls
Pseudo strike
366.43
IV
27.3%
B/E move
3.8%
Puts
Pseudo strike
342.40
IV
31.0%
B/E move
3.9%

25Δ

Calls
Pseudo strike
363.93
IV
26.7%
B/E move
3.2%
Puts
Pseudo strike
345.58
IV
28.7%
B/E move
3.1%

30Δ

Calls
Pseudo strike
361.83
IV
26.6%
B/E move
2.8%
Puts
Pseudo strike
347.11
IV
31.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
360.03
IV
26.8%
B/E move
2.4%
Puts
Pseudo strike
349.28
IV
30.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
358.31
IV
27.1%
B/E move
2.2%
Puts
Pseudo strike
351.29
IV
29.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
356.59
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
353.12
IV
28.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
354.89
IV
25.5%
B/E move
1.5%
Puts
Pseudo strike
354.89
IV
26.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
353.40
IV
24.4%
B/E move
1.3%
Puts
Pseudo strike
356.65
IV
27.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
351.74
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
358.36
IV
27.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
349.86
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
360.06
IV
27.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
348.24
IV
26.0%
B/E move
0.8%
Puts
Pseudo strike
362.10
IV
27.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
345.91
IV
27.3%
B/E move
0.6%
Puts
Pseudo strike
365.08
IV
30.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
343.89
IV
27.1%
B/E move
0.5%
Puts
Pseudo strike
367.99
IV
30.8%
B/E move
0.4%

Options history

IV · four-Friday blend26.79%
Daily close
GD13.9%34.2%54.4%2026-08-10: 20.24%2026-08-11: 20.10%2026-08-12: 20.18%2026-08-13: 20.27%2026-08-14: 16.71%2026-08-17: 18.87%2026-08-18: 18.43%2026-08-19: 18.97%2026-08-20: 19.50%2026-08-21: 18.54%2026-08-24: 18.55%2026-08-25: 19.73%2026-08-26: 18.97%2026-08-27: 19.34%2026-08-28: 17.36%2026-08-31: 18.70%2026-09-01: 19.51%2026-09-02: 20.34%2026-09-03: 20.54%2026-09-04: 18.79%2026-09-08: 21.70%2026-09-09: 22.52%2026-09-10: 22.34%2026-09-11: 20.85%2026-09-14: 22.33%2026-09-15: 22.75%2026-09-16: 23.64%2026-09-17: 22.37%2026-09-18: 19.79%2026-09-21: 20.97%2026-09-22: 21.27%2026-09-23: 21.85%2026-09-24: 23.43%2026-09-25: 20.95%2026-09-28: 22.76%2026-09-29: 22.63%2026-09-30: 22.69%2026-10-01: 22.95%2026-10-02: 21.62%2026-10-05: 22.52%2026-10-06: 22.48%2026-10-07: 21.99%2026-10-08: 25.98%2026-10-09: 23.39%2026-10-12: 22.96%2026-10-13: 28.48%2026-10-14: 29.67%2026-10-15: 28.23%2026-10-16: 26.45%2026-10-19: 27.72%2026-10-20: 27.87%2026-10-21: 28.75%2026-10-22: 30.11%2026-10-23: 30.57%2026-10-26: 34.79%2026-10-27: 37.28%2026-10-28: 39.19%2026-10-29: 51.60%2026-10-30: 26.79%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
20.24%
20.10%
20.18%
20.27%
16.71%
18.87%
18.43%
18.97%
19.50%
18.54%
18.55%
19.73%
18.97%
19.34%
17.36%
18.70%
19.51%
20.34%
20.54%
18.79%
21.70%
22.52%
22.34%
20.85%
22.33%
22.75%
23.64%
22.37%
19.79%
20.97%
21.27%
21.85%
23.43%
20.95%
22.76%
22.63%
22.69%
22.95%
21.62%
22.52%
22.48%
21.99%
25.98%
23.39%
22.96%
28.48%
29.67%
28.23%
26.45%
27.72%
27.87%
28.75%
30.11%
30.57%
34.79%
37.28%
39.19%
51.60%
26.79%