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Greif, Inc. GEF

i

Market datapartial · fetched 2026-10-22T21:13:18.913Z

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 · 2026-10-22T20:10:00.002683362Z

FundamentalsAlpha Vantage · unavailable

Share price$83.13
1D+1.9%
AH$81.41$81.97$82.53$83.08$83.645:30 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.$0.83$3.72$6.62$9.51$12.41$71.19$76.93$82.67$88.41$94.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEF spot · $83.13GEF PRICE$1.14$1.18$1.49$1.81$2.12$2.51$3.06$3.61$4.17$4.72$5.36$6.19$7.01$1.44$1.63$1.83$2.17$2.66$3.15$3.65$4.14$5.46$6.90$8.35$9.95$11.57
PutsExpensive1.29×
CallsCheap0.92×
SkewBearish+6.98 pp
Implied moveBearish±$6.70
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1746.9%14.7%73.0555.9%13.9%
25Δ89.6835.2%9.3%75.8348.2%10.7%
30Δ88.4234.5%8.2%78.6140.4%7.6%
35Δ87.1633.9%7.0%80.5436.4%5.7%
40Δ85.9033.2%5.9%81.6236.2%5.0%
45Δ84.7232.8%4.9%82.7035.9%4.3%
50Δ83.7133.1%4.4%83.7835.7%3.6%
55Δ82.7033.4%3.8%84.8635.4%2.9%
60Δ81.7033.6%3.3%86.4838.3%2.5%
65Δ80.6933.9%2.7%88.1841.6%2.2%
70Δ79.6433.8%2.2%89.8845.0%1.9%
75Δ78.4932.9%1.9%91.8645.4%1.5%
80Δ77.3432.0%1.5%93.8545.5%1.0%

20Δ

Calls
Pseudo strike
94.17
IV
46.9%
B/E move
14.7%
Puts
Pseudo strike
73.05
IV
55.9%
B/E move
13.9%

25Δ

Calls
Pseudo strike
89.68
IV
35.2%
B/E move
9.3%
Puts
Pseudo strike
75.83
IV
48.2%
B/E move
10.7%

30Δ

Calls
Pseudo strike
88.42
IV
34.5%
B/E move
8.2%
Puts
Pseudo strike
78.61
IV
40.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
87.16
IV
33.9%
B/E move
7.0%
Puts
Pseudo strike
80.54
IV
36.4%
B/E move
5.7%

40Δ

Calls
Pseudo strike
85.90
IV
33.2%
B/E move
5.9%
Puts
Pseudo strike
81.62
IV
36.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
84.72
IV
32.8%
B/E move
4.9%
Puts
Pseudo strike
82.70
IV
35.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
83.71
IV
33.1%
B/E move
4.4%
Puts
Pseudo strike
83.78
IV
35.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
82.70
IV
33.4%
B/E move
3.8%
Puts
Pseudo strike
84.86
IV
35.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
81.70
IV
33.6%
B/E move
3.3%
Puts
Pseudo strike
86.48
IV
38.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
80.69
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
88.18
IV
41.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
79.64
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
89.88
IV
45.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
78.49
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
91.86
IV
45.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
77.34
IV
32.0%
B/E move
1.5%
Puts
Pseudo strike
93.85
IV
45.5%
B/E move
1.0%

Options history

No recorded observations