Share price$43.75
1D-1.2%
Sold putSold call
Gfl Environmental Holdings Inc GFL
INDUSTRIALS · WASTE MANAGEMENTi
Market dataready · fetched 2026-10-21T17:52:13.625Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:05.762363014Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:09.707638+00:00
Gfl Environmental Holdings Inc options
PutsExpensive1.05×
CallsExpensive1.52×
SkewBullish-6.85 pp
Implied moveBullish±$1.90
TiltBearish5.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.61 | 123.9% | 8.3% | |||
| 25Δ | 45.96 | 93.2% | 6.0% | 41.78 | 95.7% | 5.6% |
| 30Δ | 45.50 | 93.2% | 5.3% | 42.32 | 91.6% | 4.6% |
| 35Δ | 45.05 | 93.2% | 4.5% | 42.82 | 80.9% | 3.6% |
| 40Δ | 44.53 | 73.4% | 3.2% | 43.21 | 73.3% | 2.8% |
| 45Δ | 44.00 | 51.2% | 1.8% | 43.50 | 71.1% | 2.4% |
| 50Δ | 43.74 | 74.4% | 2.2% | 43.80 | 69.0% | 2.0% |
| 55Δ | 43.48 | 95.8% | 2.5% | 44.26 | 71.5% | 1.7% |
| 60Δ | 43.17 | 85.7% | 1.9% | 45.07 | 83.7% | 1.5% |
| 65Δ | 42.63 | 96.1% | 1.7% | 45.87 | 95.9% | 1.4% |
| 70Δ | 41.72 | 128.3% | 1.9% | 46.68 | 108.1% | 1.2% |
| 75Δ | 40.39 | 149.9% | 1.6% | 47.48 | 120.3% | 1.1% |
| 80Δ | 39.05 | 171.4% | 1.4% | 48.29 | 132.6% | 0.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 40.61
- IV
- 123.9%
- B/E move
- 8.3%
25Δ
- Pseudo strike
- 45.96
- IV
- 93.2%
- B/E move
- 6.0%
- Pseudo strike
- 41.78
- IV
- 95.7%
- B/E move
- 5.6%
30Δ
- Pseudo strike
- 45.50
- IV
- 93.2%
- B/E move
- 5.3%
- Pseudo strike
- 42.32
- IV
- 91.6%
- B/E move
- 4.6%
35Δ
- Pseudo strike
- 45.05
- IV
- 93.2%
- B/E move
- 4.5%
- Pseudo strike
- 42.82
- IV
- 80.9%
- B/E move
- 3.6%
40Δ
- Pseudo strike
- 44.53
- IV
- 73.4%
- B/E move
- 3.2%
- Pseudo strike
- 43.21
- IV
- 73.3%
- B/E move
- 2.8%
45Δ
- Pseudo strike
- 44.00
- IV
- 51.2%
- B/E move
- 1.8%
- Pseudo strike
- 43.50
- IV
- 71.1%
- B/E move
- 2.4%
50Δ
- Pseudo strike
- 43.74
- IV
- 74.4%
- B/E move
- 2.2%
- Pseudo strike
- 43.80
- IV
- 69.0%
- B/E move
- 2.0%
55Δ
- Pseudo strike
- 43.48
- IV
- 95.8%
- B/E move
- 2.5%
- Pseudo strike
- 44.26
- IV
- 71.5%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 43.17
- IV
- 85.7%
- B/E move
- 1.9%
- Pseudo strike
- 45.07
- IV
- 83.7%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 42.63
- IV
- 96.1%
- B/E move
- 1.7%
- Pseudo strike
- 45.87
- IV
- 95.9%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 41.72
- IV
- 128.3%
- B/E move
- 1.9%
- Pseudo strike
- 46.68
- IV
- 108.1%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 40.39
- IV
- 149.9%
- B/E move
- 1.6%
- Pseudo strike
- 47.48
- IV
- 120.3%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 39.05
- IV
- 171.4%
- B/E move
- 1.4%
- Pseudo strike
- 48.29
- IV
- 132.6%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 90.13% | |
| 91.72% |