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Grid Dynamics Holdings Inc GDYN

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T10:44:50.092Z

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 · 2026-10-22T08:02:19.478020989Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:44:48.557089+00:00

Share price$8.35
1D
Price history unavailable.

Grid Dynamics Holdings Inc options

Live interpolated GDYN call and put midpoint premiums by absolute delta.Grid Dynamics Holdings Inc$0.03$1.45$2.87$4.29$5.71$4.94$6.79$8.64$10.49$12.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GDYN spot · $8.35GDYN PRICE$0.19$0.47$0.72$0.77$0.82$0.87$0.93$0.98$1.03$1.08$1.13$1.31$1.93$0.42$0.32$0.48$0.70$0.92$1.14$1.36$1.59$1.81$2.03$2.78$3.76$5.30
PutsFair0.97×
CallsExpensive1.57×
SkewBullish-27.19 pp
Implied moveBearish±$2.29
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.5380.2%28.3%5.99210.9%33.3%
25Δ12.84158.9%59.4%7.2496.6%17.2%
30Δ14.70221.3%84.6%7.7476.1%13.0%
35Δ13.88204.4%75.4%8.0580.5%11.9%
40Δ13.06187.5%66.2%8.3684.9%10.9%
45Δ12.24170.6%57.0%8.6789.3%9.9%
50Δ11.42153.7%47.8%8.9893.7%8.8%
55Δ10.60136.8%38.7%9.2998.1%7.8%
60Δ9.78119.9%29.5%9.59102.4%6.8%
65Δ8.96103.0%20.3%9.90106.8%5.7%
70Δ8.1486.1%11.1%10.72118.0%4.9%
75Δ7.3677.1%3.8%11.77132.4%4.1%
80Δ6.6996.3%3.2%13.37152.7%3.4%

20Δ

Calls
Pseudo strike
10.53
IV
80.2%
B/E move
28.3%
Puts
Pseudo strike
5.99
IV
210.9%
B/E move
33.3%

25Δ

Calls
Pseudo strike
12.84
IV
158.9%
B/E move
59.4%
Puts
Pseudo strike
7.24
IV
96.6%
B/E move
17.2%

30Δ

Calls
Pseudo strike
14.70
IV
221.3%
B/E move
84.6%
Puts
Pseudo strike
7.74
IV
76.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
13.88
IV
204.4%
B/E move
75.4%
Puts
Pseudo strike
8.05
IV
80.5%
B/E move
11.9%

40Δ

Calls
Pseudo strike
13.06
IV
187.5%
B/E move
66.2%
Puts
Pseudo strike
8.36
IV
84.9%
B/E move
10.9%

45Δ

Calls
Pseudo strike
12.24
IV
170.6%
B/E move
57.0%
Puts
Pseudo strike
8.67
IV
89.3%
B/E move
9.9%

50Δ

Calls
Pseudo strike
11.42
IV
153.7%
B/E move
47.8%
Puts
Pseudo strike
8.98
IV
93.7%
B/E move
8.8%

55Δ

Calls
Pseudo strike
10.60
IV
136.8%
B/E move
38.7%
Puts
Pseudo strike
9.29
IV
98.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
9.78
IV
119.9%
B/E move
29.5%
Puts
Pseudo strike
9.59
IV
102.4%
B/E move
6.8%

65Δ

Calls
Pseudo strike
8.96
IV
103.0%
B/E move
20.3%
Puts
Pseudo strike
9.90
IV
106.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
8.14
IV
86.1%
B/E move
11.1%
Puts
Pseudo strike
10.72
IV
118.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
7.36
IV
77.1%
B/E move
3.8%
Puts
Pseudo strike
11.77
IV
132.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
6.69
IV
96.3%
B/E move
3.2%
Puts
Pseudo strike
13.37
IV
152.7%
B/E move
3.4%

Options history

No recorded observations