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Grid Dynamics Holdings, Inc. Class A Common Stock GDYN

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Market dataready · fetched 2026-11-11T13:47:14.956Z

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 · 2026-11-11T13:28:18.35021308Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:40:23.328133+00:00

Share price$14.00
1D
Price history unavailable.

Grid Dynamics Holdings, Inc. Class A Common Stock options

Live interpolated GDYN call and put midpoint premiums by absolute delta.Grid Dynamics Holdings, Inc. Class A Common Stock$0.00$1.94$3.87$5.81$7.75$11.79$12.86$13.94$15.02$16.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GDYN spot · $14.00GDYN PRICE$0.63$0.19$0.29$0.39$0.49$0.59$0.69$0.79$0.89$0.99$1.09$1.19$1.29$0.26$0.38$0.49$0.61$0.72$0.84$0.95$1.06$1.18$1.29$7.19
Puts——
CallsFair1.03×
Skew——
Implied moveBearish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.18311.8%77.2%12.8368.6%10.3%
25Δ14.9758.1%8.3%13.0670.2%9.4%
30Δ14.7957.6%7.7%13.2871.8%8.6%
35Δ14.6157.1%7.1%13.5173.3%7.8%
40Δ14.4256.6%6.5%13.7474.9%7.0%
45Δ14.2456.1%6.0%13.9776.5%6.2%
50Δ14.0655.7%5.4%14.2078.0%5.4%
55Δ13.8855.2%4.8%14.4379.6%4.5%
60Δ13.6954.7%4.2%14.6681.2%3.7%
65Δ13.5154.2%3.6%14.8982.7%2.9%
70Δ13.3353.7%3.0%
75Δ13.1553.2%2.4%
80Δ12.9652.7%1.8%20.71235.3%3.4%

20Δ

Calls
Pseudo strike
24.18
IV
311.8%
B/E move
77.2%
Puts
Pseudo strike
12.83
IV
68.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
14.97
IV
58.1%
B/E move
8.3%
Puts
Pseudo strike
13.06
IV
70.2%
B/E move
9.4%

30Δ

Calls
Pseudo strike
14.79
IV
57.6%
B/E move
7.7%
Puts
Pseudo strike
13.28
IV
71.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
14.61
IV
57.1%
B/E move
7.1%
Puts
Pseudo strike
13.51
IV
73.3%
B/E move
7.8%

40Δ

Calls
Pseudo strike
14.42
IV
56.6%
B/E move
6.5%
Puts
Pseudo strike
13.74
IV
74.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
14.24
IV
56.1%
B/E move
6.0%
Puts
Pseudo strike
13.97
IV
76.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
14.06
IV
55.7%
B/E move
5.4%
Puts
Pseudo strike
14.20
IV
78.0%
B/E move
5.4%

55Δ

Calls
Pseudo strike
13.88
IV
55.2%
B/E move
4.8%
Puts
Pseudo strike
14.43
IV
79.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
13.69
IV
54.7%
B/E move
4.2%
Puts
Pseudo strike
14.66
IV
81.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
13.51
IV
54.2%
B/E move
3.6%
Puts
Pseudo strike
14.89
IV
82.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.33
IV
53.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.15
IV
53.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.96
IV
52.7%
B/E move
1.8%
Puts
Pseudo strike
20.71
IV
235.3%
B/E move
3.4%

Options history

IV · four-Friday blend73.64%
Daily EOD
GDYN72.9%78.3%83.6%2026-10-19: 77.72%2026-10-20: 80.87%2026-10-21: 82.90%2026-10-29: 73.64%Oct 19Oct 20Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
77.72%
80.87%
82.90%
73.64%