Share price$43.95
1D-0.8%
Sold putSold call
Gfl Environmental Holdings Inc GFL
INDUSTRIALS · WASTE MANAGEMENTi
Market dataready · fetched 2026-10-21T17:00:50.718Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:00:42.836424661Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:50.086717+00:00
Gfl Environmental Holdings Inc options
PutsExpensive1.10×
CallsExpensive1.69×
SkewBullish-15.27 pp
Implied moveBalanced±$2.23
TiltBearish11.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.04 | 112.1% | 7.6% | |||
| 25Δ | 42.13 | 89.4% | 5.2% | |||
| 30Δ | 47.77 | 182.9% | 11.2% | 42.50 | 93.2% | 4.7% |
| 35Δ | 46.37 | 156.4% | 8.1% | 43.02 | 81.9% | 3.6% |
| 40Δ | 45.38 | 135.5% | 6.0% | 43.47 | 64.1% | 2.5% |
| 45Δ | 44.71 | 124.6% | 4.8% | 43.76 | 73.3% | 2.4% |
| 50Δ | 44.08 | 88.3% | 2.8% | 44.05 | 83.5% | 2.4% |
| 55Δ | 43.68 | 88.2% | 2.3% | 44.41 | 86.2% | 2.1% |
| 60Δ | 43.38 | 86.0% | 1.9% | 44.85 | 93.4% | 1.9% |
| 65Δ | 43.13 | 75.0% | 1.4% | 45.25 | 93.5% | 1.6% |
| 70Δ | 42.33 | 104.6% | 1.6% | 45.99 | 101.1% | 1.3% |
| 75Δ | 41.90 | 104.1% | 1.3% | 47.50 | 132.1% | 1.3% |
| 80Δ | 41.71 | 90.5% | 0.9% | 48.86 | 158.6% | 1.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 41.04
- IV
- 112.1%
- B/E move
- 7.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 42.13
- IV
- 89.4%
- B/E move
- 5.2%
30Δ
- Pseudo strike
- 47.77
- IV
- 182.9%
- B/E move
- 11.2%
- Pseudo strike
- 42.50
- IV
- 93.2%
- B/E move
- 4.7%
35Δ
- Pseudo strike
- 46.37
- IV
- 156.4%
- B/E move
- 8.1%
- Pseudo strike
- 43.02
- IV
- 81.9%
- B/E move
- 3.6%
40Δ
- Pseudo strike
- 45.38
- IV
- 135.5%
- B/E move
- 6.0%
- Pseudo strike
- 43.47
- IV
- 64.1%
- B/E move
- 2.5%
45Δ
- Pseudo strike
- 44.71
- IV
- 124.6%
- B/E move
- 4.8%
- Pseudo strike
- 43.76
- IV
- 73.3%
- B/E move
- 2.4%
50Δ
- Pseudo strike
- 44.08
- IV
- 88.3%
- B/E move
- 2.8%
- Pseudo strike
- 44.05
- IV
- 83.5%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 43.68
- IV
- 88.2%
- B/E move
- 2.3%
- Pseudo strike
- 44.41
- IV
- 86.2%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 43.38
- IV
- 86.0%
- B/E move
- 1.9%
- Pseudo strike
- 44.85
- IV
- 93.4%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 43.13
- IV
- 75.0%
- B/E move
- 1.4%
- Pseudo strike
- 45.25
- IV
- 93.5%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 42.33
- IV
- 104.6%
- B/E move
- 1.6%
- Pseudo strike
- 45.99
- IV
- 101.1%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 41.90
- IV
- 104.1%
- B/E move
- 1.3%
- Pseudo strike
- 47.50
- IV
- 132.1%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 41.71
- IV
- 90.5%
- B/E move
- 0.9%
- Pseudo strike
- 48.86
- IV
- 158.6%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 90.13% | |
| 91.72% |