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Greif, Inc. GEF

i

Market datapartial · fetched 2026-11-12T02:19:07.623Z

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 · 2026-11-12T00:00:00.003364161Z

FundamentalsAlpha Vantage · unavailable

Share price$72.51
1D-1.4%
AH$71.81$72.27$72.73$73.19$73.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEF
Sold putSold callAH

Greif, Inc. options

Live interpolated GEF call and put midpoint premiums by absolute delta.Greif, Inc.$0.95$2.22$3.50$4.77$6.05$59.13$66.57$74.01$81.44$88.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GEF spot · $72.51GEF PRICE$1.08$1.17$1.33$1.48$1.73$2.05$2.37$2.69$3.01$3.33$3.66$4.67$5.68$1.10$1.18$1.27$1.45$1.67$1.90$2.13$2.35$2.58$2.80$3.03
Puts——
CallsFair0.97×
Skew——
Implied moveBullish±$4.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.1293.8%16.1%65.4783.8%11.2%
25Δ79.2674.8%10.9%67.4171.0%8.7%
30Δ77.5067.3%8.7%69.3558.2%6.1%
35Δ75.7459.7%6.5%70.4252.3%4.9%
40Δ74.5655.7%5.2%71.0449.9%4.3%
45Δ73.8054.4%4.6%71.6747.5%3.8%
50Δ73.0453.0%4.0%72.2945.1%3.2%
55Δ72.2851.6%3.4%72.9242.8%2.7%
60Δ71.5150.2%2.8%73.5540.4%2.1%
65Δ70.7548.8%2.2%74.1738.0%1.6%
70Δ69.9947.5%1.6%74.8035.6%1.0%
75Δ68.7949.2%1.3%
80Δ67.5951.0%1.0%

20Δ

Calls
Pseudo strike
83.12
IV
93.8%
B/E move
16.1%
Puts
Pseudo strike
65.47
IV
83.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
79.26
IV
74.8%
B/E move
10.9%
Puts
Pseudo strike
67.41
IV
71.0%
B/E move
8.7%

30Δ

Calls
Pseudo strike
77.50
IV
67.3%
B/E move
8.7%
Puts
Pseudo strike
69.35
IV
58.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
75.74
IV
59.7%
B/E move
6.5%
Puts
Pseudo strike
70.42
IV
52.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
74.56
IV
55.7%
B/E move
5.2%
Puts
Pseudo strike
71.04
IV
49.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
73.80
IV
54.4%
B/E move
4.6%
Puts
Pseudo strike
71.67
IV
47.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
73.04
IV
53.0%
B/E move
4.0%
Puts
Pseudo strike
72.29
IV
45.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
72.28
IV
51.6%
B/E move
3.4%
Puts
Pseudo strike
72.92
IV
42.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
71.51
IV
50.2%
B/E move
2.8%
Puts
Pseudo strike
73.55
IV
40.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
70.75
IV
48.8%
B/E move
2.2%
Puts
Pseudo strike
74.17
IV
38.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
69.99
IV
47.5%
B/E move
1.6%
Puts
Pseudo strike
74.80
IV
35.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
68.79
IV
49.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
67.59
IV
51.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.79%
Daily close
GEF30.1%34.8%39.5%2026-08-13: 33.80%2026-08-21: 30.78%2026-08-24: 32.17%2026-08-25: 31.57%2026-08-26: 31.61%2026-08-27: 32.01%2026-08-28: 31.49%2026-08-31: 32.25%2026-09-01: 31.16%2026-09-02: 31.92%2026-09-03: 32.32%2026-09-04: 31.48%2026-09-08: 34.64%2026-09-09: 34.16%2026-09-18: 32.26%2026-09-21: 32.04%2026-09-22: 32.17%2026-09-23: 33.47%2026-09-24: 31.93%2026-09-25: 32.54%2026-09-28: 33.77%2026-09-29: 31.98%2026-09-30: 32.19%2026-10-01: 32.85%2026-10-02: 32.53%2026-10-05: 32.81%2026-10-06: 32.91%2026-10-07: 34.01%2026-10-08: 32.96%2026-10-12: 38.88%2026-10-16: 32.08%2026-10-19: 31.87%2026-10-20: 33.58%2026-10-21: 32.55%2026-10-22: 32.99%2026-10-23: 32.98%2026-10-26: 33.74%2026-10-27: 33.40%2026-10-28: 35.75%2026-10-29: 34.90%2026-10-30: 34.79%Aug 13Sep 28Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
33.80%
30.78%
32.17%
31.57%
31.61%
32.01%
31.49%
32.25%
31.16%
31.92%
32.32%
31.48%
34.64%
34.16%
32.26%
32.04%
32.17%
33.47%
31.93%
32.54%
33.77%
31.98%
32.19%
32.85%
32.53%
32.81%
32.91%
34.01%
32.96%
38.88%
32.08%
31.87%
33.58%
32.55%
32.99%
32.98%
33.74%
33.40%
35.75%
34.90%
34.79%