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Globalfoundries Inc GFS

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:33:25.291Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:14.512282151Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:24.006768+00:00

Share price$48.81
1D+2.1%
AH$45.55$46.43$47.32$48.21$49.095:30 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$0.06$2.56$5.06$7.55$10.05$44.44$46.58$48.72$50.87$53.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $48.81OPTION PRICELive GFS spot · $48.81GFS PRICE$0.34$0.33$0.44$0.69$0.95$1.21$1.47$1.73$1.98$2.24$2.50$2.76$3.02$0.52$0.68$0.84$0.99$1.15$1.31$1.46$1.62$1.78$2.38$4.70$7.02$9.33
PutsExpensive1.18×
CallsCheap0.73×
SkewBearish+42.84 pp
Implied moveBalanced±$2.93
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.47243.4%22.5%46.28101.8%6.3%
25Δ53.43136.3%10.1%46.70103.7%5.7%
30Δ49.8475.9%3.0%47.13105.5%5.2%
35Δ49.4876.8%2.8%47.55107.4%4.6%
40Δ49.1177.8%2.6%47.97109.2%4.1%
45Δ48.7478.8%2.3%48.40111.0%3.5%
50Δ48.3879.8%2.1%48.82112.9%3.0%
55Δ48.0180.8%1.9%49.24114.7%2.4%
60Δ47.6581.7%1.7%49.67116.5%1.9%
65Δ47.2882.7%1.5%50.49129.3%1.4%
70Δ46.9283.7%1.2%52.83183.5%1.4%
75Δ46.5584.7%1.0%55.17237.6%1.3%
80Δ46.1885.6%0.8%57.51291.8%1.3%

20Δ

Calls
Pseudo strike
59.47
IV
243.4%
B/E move
22.5%
Puts
Pseudo strike
46.28
IV
101.8%
B/E move
6.3%

25Δ

Calls
Pseudo strike
53.43
IV
136.3%
B/E move
10.1%
Puts
Pseudo strike
46.70
IV
103.7%
B/E move
5.7%

30Δ

Calls
Pseudo strike
49.84
IV
75.9%
B/E move
3.0%
Puts
Pseudo strike
47.13
IV
105.5%
B/E move
5.2%

35Δ

Calls
Pseudo strike
49.48
IV
76.8%
B/E move
2.8%
Puts
Pseudo strike
47.55
IV
107.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
49.11
IV
77.8%
B/E move
2.6%
Puts
Pseudo strike
47.97
IV
109.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
48.74
IV
78.8%
B/E move
2.3%
Puts
Pseudo strike
48.40
IV
111.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
48.38
IV
79.8%
B/E move
2.1%
Puts
Pseudo strike
48.82
IV
112.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
48.01
IV
80.8%
B/E move
1.9%
Puts
Pseudo strike
49.24
IV
114.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
47.65
IV
81.7%
B/E move
1.7%
Puts
Pseudo strike
49.67
IV
116.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
47.28
IV
82.7%
B/E move
1.5%
Puts
Pseudo strike
50.49
IV
129.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
46.92
IV
83.7%
B/E move
1.2%
Puts
Pseudo strike
52.83
IV
183.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
46.55
IV
84.7%
B/E move
1.0%
Puts
Pseudo strike
55.17
IV
237.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
46.18
IV
85.6%
B/E move
0.8%
Puts
Pseudo strike
57.51
IV
291.8%
B/E move
1.3%