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Greif, Inc. GEF

i

Market datapartial · fetched 2026-10-22T14:48:56.789Z

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 · 2026-10-22T14:48:44.455393433Z

FundamentalsAlpha Vantage · unavailable

Share price$82.53
1D+1.5%
$81.46$81.82$82.19$82.56$82.925:30 AM6:30 AM9:00 AM1:00 PMGEF
Sold putSold call

Greif, Inc. options

Live interpolated GEF call and put midpoint premiums by absolute delta.Greif, Inc.$0.91$3.72$6.53$9.34$12.15$69.97$75.93$81.88$87.84$93.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEF spot · $82.53GEF PRICE$1.22$1.52$1.78$1.99$2.20$2.70$3.29$3.87$4.46$5.05$5.70$6.35$7.01$1.52$1.82$2.12$2.41$2.95$3.55$4.16$4.76$5.65$6.72$7.79$9.10$11.34
PutsExpensive1.36×
CallsFair1.02×
SkewBearish+5.51 pp
Implied moveBearish±$7.45
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.3550.0%15.8%72.3957.2%14.1%
25Δ91.5046.8%12.7%74.7652.1%11.6%
30Δ89.1243.2%10.1%77.1246.9%9.1%
35Δ87.2739.3%8.2%79.4941.7%6.6%
40Δ85.4235.3%6.2%80.9440.5%5.5%
45Δ84.1835.0%5.3%82.1340.5%4.8%
50Δ83.1135.7%4.7%83.3340.4%4.1%
55Δ82.0536.3%4.1%84.5340.4%3.3%
60Δ80.9837.0%3.5%85.8940.7%2.8%
65Δ79.9237.6%3.0%87.3641.2%2.3%
70Δ78.8935.9%2.5%88.8341.8%1.8%
75Δ77.8534.3%2.0%90.5142.6%1.3%
80Δ76.8232.7%1.6%93.0644.8%1.0%

20Δ

Calls
Pseudo strike
94.35
IV
50.0%
B/E move
15.8%
Puts
Pseudo strike
72.39
IV
57.2%
B/E move
14.1%

25Δ

Calls
Pseudo strike
91.50
IV
46.8%
B/E move
12.7%
Puts
Pseudo strike
74.76
IV
52.1%
B/E move
11.6%

30Δ

Calls
Pseudo strike
89.12
IV
43.2%
B/E move
10.1%
Puts
Pseudo strike
77.12
IV
46.9%
B/E move
9.1%

35Δ

Calls
Pseudo strike
87.27
IV
39.3%
B/E move
8.2%
Puts
Pseudo strike
79.49
IV
41.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
85.42
IV
35.3%
B/E move
6.2%
Puts
Pseudo strike
80.94
IV
40.5%
B/E move
5.5%

45Δ

Calls
Pseudo strike
84.18
IV
35.0%
B/E move
5.3%
Puts
Pseudo strike
82.13
IV
40.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
83.11
IV
35.7%
B/E move
4.7%
Puts
Pseudo strike
83.33
IV
40.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
82.05
IV
36.3%
B/E move
4.1%
Puts
Pseudo strike
84.53
IV
40.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
80.98
IV
37.0%
B/E move
3.5%
Puts
Pseudo strike
85.89
IV
40.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
79.92
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
87.36
IV
41.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
78.89
IV
35.9%
B/E move
2.5%
Puts
Pseudo strike
88.83
IV
41.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
77.85
IV
34.3%
B/E move
2.0%
Puts
Pseudo strike
90.51
IV
42.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
76.82
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
93.06
IV
44.8%
B/E move
1.0%

Options history

No recorded observations