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Globalfoundries Inc GFS

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:17:48.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:33.72071384Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:48.320561+00:00

Share price$48.54
1D+1.4%
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$0.72$3.78$6.84$9.90$12.96$35.77$42.62$49.47$56.32$63.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GFS spot · $48.54GFS PRICE$1.05$1.42$1.80$2.22$2.70$3.17$3.66$4.29$4.91$5.54$6.29$7.41$8.52$1.30$1.73$2.16$2.75$3.38$4.02$4.65$5.56$6.50$7.45$8.65$10.36$12.08
PutsFair1.00×
CallsCheap0.86×
SkewBullish-1.12 pp
Implied moveBearish±$8.32
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6267.4%25.0%41.5966.4%17.0%
25Δ57.7667.8%21.9%43.1066.2%14.8%
30Δ55.9068.2%18.9%44.6166.0%12.6%
35Δ54.2468.4%16.3%45.9566.1%11.0%
40Δ52.7868.4%14.3%47.2466.2%9.7%
45Δ51.3268.4%12.3%48.5266.3%8.3%
50Δ49.8768.3%10.3%49.8066.4%7.0%
55Δ48.5767.7%8.9%51.2066.4%6.0%
60Δ47.2667.2%7.5%52.6266.3%5.0%
65Δ45.9666.6%6.1%54.0466.2%4.0%
70Δ44.5966.4%4.8%55.6666.5%3.1%
75Δ43.0467.0%3.9%57.7367.4%2.4%
80Δ41.4967.6%3.0%59.7968.4%1.7%

20Δ

Calls
Pseudo strike
59.62
IV
67.4%
B/E move
25.0%
Puts
Pseudo strike
41.59
IV
66.4%
B/E move
17.0%

25Δ

Calls
Pseudo strike
57.76
IV
67.8%
B/E move
21.9%
Puts
Pseudo strike
43.10
IV
66.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
55.90
IV
68.2%
B/E move
18.9%
Puts
Pseudo strike
44.61
IV
66.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
54.24
IV
68.4%
B/E move
16.3%
Puts
Pseudo strike
45.95
IV
66.1%
B/E move
11.0%

40Δ

Calls
Pseudo strike
52.78
IV
68.4%
B/E move
14.3%
Puts
Pseudo strike
47.24
IV
66.2%
B/E move
9.7%

45Δ

Calls
Pseudo strike
51.32
IV
68.4%
B/E move
12.3%
Puts
Pseudo strike
48.52
IV
66.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
49.87
IV
68.3%
B/E move
10.3%
Puts
Pseudo strike
49.80
IV
66.4%
B/E move
7.0%

55Δ

Calls
Pseudo strike
48.57
IV
67.7%
B/E move
8.9%
Puts
Pseudo strike
51.20
IV
66.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
47.26
IV
67.2%
B/E move
7.5%
Puts
Pseudo strike
52.62
IV
66.3%
B/E move
5.0%

65Δ

Calls
Pseudo strike
45.96
IV
66.6%
B/E move
6.1%
Puts
Pseudo strike
54.04
IV
66.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
44.59
IV
66.4%
B/E move
4.8%
Puts
Pseudo strike
55.66
IV
66.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
43.04
IV
67.0%
B/E move
3.9%
Puts
Pseudo strike
57.73
IV
67.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
41.49
IV
67.6%
B/E move
3.0%
Puts
Pseudo strike
59.79
IV
68.4%
B/E move
1.7%