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Globalfoundries Inc GFS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:02:32.442Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:30.505691471Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:32.176486+00:00

Share price$48.75
1D+1.9%
AH$45.55$46.42$47.30$48.17$49.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGFS
Sold putSold callAH

Globalfoundries Inc options

Live interpolated GFS call and put midpoint premiums by absolute delta.Globalfoundries Inc$0.07$2.44$4.81$7.18$9.54$44.57$46.67$48.77$50.87$52.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $48.75OPTION PRICELive GFS spot · $48.75GFS PRICE$0.34$0.33$0.47$0.74$1.01$1.28$1.55$1.82$2.09$2.36$2.63$2.90$3.17$0.51$0.67$0.82$0.97$1.13$1.28$1.43$1.58$1.74$1.89$4.13$6.50$8.86
PutsExpensive1.13×
CallsCheap0.78×
SkewBearish+27.35 pp
Implied moveBullish±$2.98
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.09236.4%21.9%46.2599.1%6.2%
25Δ52.91128.2%9.2%46.66100.7%5.6%
30Δ49.8078.6%3.1%47.08102.3%5.1%
35Δ49.4181.0%2.9%47.49104.0%4.6%
40Δ49.0383.4%2.6%47.91105.6%4.0%
45Δ48.6585.8%2.4%48.32107.3%3.5%
50Δ48.2688.2%2.2%48.73108.9%3.0%
55Δ47.8890.6%1.9%49.15110.5%2.4%
60Δ47.4993.0%1.7%49.56112.2%1.9%
65Δ47.1195.4%1.5%49.98113.8%1.4%
70Δ46.7397.8%1.3%52.25164.2%1.3%
75Δ46.34100.2%1.0%54.64217.4%1.2%
80Δ45.96102.6%0.8%57.03270.6%1.2%

20Δ

Calls
Pseudo strike
59.09
IV
236.4%
B/E move
21.9%
Puts
Pseudo strike
46.25
IV
99.1%
B/E move
6.2%

25Δ

Calls
Pseudo strike
52.91
IV
128.2%
B/E move
9.2%
Puts
Pseudo strike
46.66
IV
100.7%
B/E move
5.6%

30Δ

Calls
Pseudo strike
49.80
IV
78.6%
B/E move
3.1%
Puts
Pseudo strike
47.08
IV
102.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
49.41
IV
81.0%
B/E move
2.9%
Puts
Pseudo strike
47.49
IV
104.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
49.03
IV
83.4%
B/E move
2.6%
Puts
Pseudo strike
47.91
IV
105.6%
B/E move
4.0%

45Δ

Calls
Pseudo strike
48.65
IV
85.8%
B/E move
2.4%
Puts
Pseudo strike
48.32
IV
107.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
48.26
IV
88.2%
B/E move
2.2%
Puts
Pseudo strike
48.73
IV
108.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
47.88
IV
90.6%
B/E move
1.9%
Puts
Pseudo strike
49.15
IV
110.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
47.49
IV
93.0%
B/E move
1.7%
Puts
Pseudo strike
49.56
IV
112.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
47.11
IV
95.4%
B/E move
1.5%
Puts
Pseudo strike
49.98
IV
113.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
46.73
IV
97.8%
B/E move
1.3%
Puts
Pseudo strike
52.25
IV
164.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
46.34
IV
100.2%
B/E move
1.0%
Puts
Pseudo strike
54.64
IV
217.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.96
IV
102.6%
B/E move
0.8%
Puts
Pseudo strike
57.03
IV
270.6%
B/E move
1.2%