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GFL Environmental Inc. Subordinate Voting Shares GFL

i

Market datapartial · fetched 2026-11-10T22:24:54.638Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:20:40.62130502Z

FundamentalsAlpha Vantage · unavailable

Share price$43.00
1D+6.9%
AH$39.41$40.39$41.37$42.35$43.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGFL
Sold putSold callAH

GFL Environmental Inc. Subordinate Voting Shares options

Live interpolated GFL call and put midpoint premiums by absolute delta.GFL Environmental Inc. Subordinate Voting Shares$0.43$3.42$6.42$9.41$12.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGFL PRICE$1.21$1.26$0.75$1.26$1.51$1.68$1.92$11.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ41.40130.4%6.7%
40Δ44.43116.5%6.1%
45Δ43.73101.9%4.6%42.69108.4%4.2%
50Δ43.19102.7%3.5%
55Δ43.69100.2%2.9%
60Δ
65Δ
70Δ
75Δ
80Δ42.3520.2%0.2%53.57255.4%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.40
IV
130.4%
B/E move
6.7%

40Δ

Calls
Pseudo strike
44.43
IV
116.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.73
IV
101.9%
B/E move
4.6%
Puts
Pseudo strike
42.69
IV
108.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.19
IV
102.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.69
IV
100.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.35
IV
20.2%
B/E move
0.2%
Puts
Pseudo strike
53.57
IV
255.4%
B/E move
2.3%

Options history

IV · four-Friday blend54.68%
Daily close
GFL30.2%73.1%116.0%2026-08-12: 46.54%2026-08-21: 38.35%2026-08-24: 37.99%2026-08-26: 37.72%2026-08-27: 36.15%2026-08-28: 42.42%2026-08-31: 39.12%2026-09-04: 40.07%2026-09-18: 45.09%2026-09-21: 49.48%2026-09-22: 58.83%2026-09-23: 54.74%2026-09-24: 53.91%2026-09-25: 52.99%2026-09-28: 56.40%2026-09-29: 55.82%2026-09-30: 60.26%2026-10-01: 58.40%2026-10-02: 63.75%2026-10-05: 67.30%2026-10-06: 65.11%2026-10-07: 62.36%2026-10-08: 61.26%2026-10-09: 67.27%2026-10-12: 59.43%2026-10-13: 59.49%2026-10-14: 64.04%2026-10-15: 92.76%2026-10-16: 86.02%2026-10-19: 88.58%2026-10-20: 92.44%2026-10-21: 89.09%2026-10-22: 102.06%2026-10-23: 89.29%2026-10-26: 92.40%2026-10-27: 99.84%2026-10-28: 110.06%2026-10-29: 69.47%2026-10-30: 54.68%Aug 12Oct 5Oct 30
39 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
46.54%
38.35%
37.99%
37.72%
36.15%
42.42%
39.12%
40.07%
45.09%
49.48%
58.83%
54.74%
53.91%
52.99%
56.40%
55.82%
60.26%
58.40%
63.75%
67.30%
65.11%
62.36%
61.26%
67.27%
59.43%
59.49%
64.04%
92.76%
86.02%
88.58%
92.44%
89.09%
102.06%
89.29%
92.40%
99.84%
110.06%
69.47%
54.68%