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GlobalFoundries Inc. Ordinary Shares GFS

i

Market datapartial · fetched 2026-11-05T22:10:53.262Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T22:08:41.897780722Z

FundamentalsAlpha Vantage · unavailable

Share price$36.31
1D-6.2%
AH$35.86$36.68$37.50$38.32$39.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGFS
Sold putSold callAH

GlobalFoundries Inc. Ordinary Shares options

Live interpolated GFS call and put midpoint premiums by absolute delta.GlobalFoundries Inc. Ordinary Shares$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGFS PRICE
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
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

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

Options history

IV · four-Friday blend65.01%
Daily close
GFS53.3%61.9%70.5%2026-08-07: 69.28%2026-08-10: 68.39%2026-08-11: 65.88%2026-08-12: 63.15%2026-08-13: 62.57%2026-08-14: 62.70%2026-08-17: 65.88%2026-08-18: 62.47%2026-08-21: 62.07%2026-08-24: 62.12%2026-08-25: 61.76%2026-08-26: 60.62%2026-08-27: 59.63%2026-08-28: 57.60%2026-08-31: 56.34%2026-09-01: 54.85%2026-09-02: 54.99%2026-09-03: 54.49%2026-09-04: 54.95%2026-09-08: 57.33%2026-09-09: 57.80%2026-09-10: 57.88%2026-09-18: 59.21%2026-09-21: 59.31%2026-09-22: 58.55%2026-09-23: 57.97%2026-09-24: 58.58%2026-09-25: 57.86%2026-09-28: 58.53%2026-09-29: 58.10%2026-09-30: 57.48%2026-10-01: 58.07%2026-10-02: 56.94%2026-10-05: 56.01%2026-10-06: 55.52%2026-10-08: 58.32%2026-10-09: 57.81%2026-10-16: 60.39%2026-10-19: 60.81%2026-10-20: 59.59%2026-10-21: 60.62%2026-10-22: 62.18%2026-10-23: 62.54%2026-10-26: 63.57%2026-10-27: 63.67%2026-10-28: 63.45%2026-10-29: 64.26%2026-10-30: 65.01%Aug 7Sep 21Oct 30
48 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
69.28%
68.39%
65.88%
63.15%
62.57%
62.70%
65.88%
62.47%
62.07%
62.12%
61.76%
60.62%
59.63%
57.60%
56.34%
54.85%
54.99%
54.49%
54.95%
57.33%
57.80%
57.88%
59.21%
59.31%
58.55%
57.97%
58.58%
57.86%
58.53%
58.10%
57.48%
58.07%
56.94%
56.01%
55.52%
58.32%
57.81%
60.39%
60.81%
59.59%
60.62%
62.18%
62.54%
63.57%
63.67%
63.45%
64.26%
65.01%