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General Fusion Group Ltd. Common Shares GFUZ

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-11T14:55:10.236Z

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

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 · 2026-11-11T14:53:45.502571395Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:55:09.380024+00:00

Share price$5.90
1D-2.5%
$5.85$5.93$6.01$6.08$6.165:30 AM6:30 AM9:00 AM1:00 PMGFUZ
Sold putSold call

General Fusion Group Ltd. Common Shares options

Live interpolated GFUZ call and put midpoint premiums by absolute delta.General Fusion Group Ltd. Common Shares$0.14$1.93$3.71$5.49$7.28$4.09$4.94$5.79$6.64$7.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GFUZ spot · $5.90GFUZ PRICE$0.33$0.50$0.67$0.84$1.00$1.17$1.53$1.06$1.22$1.38$1.70$2.01$2.71$3.36$4.13$6.76
Puts——
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.17405.1%30.4%
35Δ5.59380.4%26.0%
40Δ6.01356.3%21.6%
45Δ6.48356.6%19.0%
50Δ5.8985.8%5.5%6.95356.9%16.4%
55Δ5.72106.2%5.4%7.73385.4%14.9%
60Δ5.55126.6%5.3%8.49397.5%12.9%
65Δ5.37147.0%5.2%9.38407.3%11.0%
70Δ5.20167.4%5.2%12.06489.8%10.2%
75Δ5.03187.8%5.1%
80Δ4.64218.5%4.5%

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
5.17
IV
405.1%
B/E move
30.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
380.4%
B/E move
26.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.01
IV
356.3%
B/E move
21.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.48
IV
356.6%
B/E move
19.0%

50Δ

Calls
Pseudo strike
5.89
IV
85.8%
B/E move
5.5%
Puts
Pseudo strike
6.95
IV
356.9%
B/E move
16.4%

55Δ

Calls
Pseudo strike
5.72
IV
106.2%
B/E move
5.4%
Puts
Pseudo strike
7.73
IV
385.4%
B/E move
14.9%

60Δ

Calls
Pseudo strike
5.55
IV
126.6%
B/E move
5.3%
Puts
Pseudo strike
8.49
IV
397.5%
B/E move
12.9%

65Δ

Calls
Pseudo strike
5.37
IV
147.0%
B/E move
5.2%
Puts
Pseudo strike
9.38
IV
407.3%
B/E move
11.0%

70Δ

Calls
Pseudo strike
5.20
IV
167.4%
B/E move
5.2%
Puts
Pseudo strike
12.06
IV
489.8%
B/E move
10.2%

75Δ

Calls
Pseudo strike
5.03
IV
187.8%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.64
IV
218.5%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend144.28%
Daily close
GFUZ103.2%184.7%266.2%2026-08-13: 136.78%2026-08-14: 151.88%2026-08-17: 150.81%2026-08-18: 178.70%2026-08-19: 210.80%2026-08-20: 188.44%2026-08-21: 144.14%2026-08-24: 147.82%2026-08-25: 140.81%2026-08-26: 145.85%2026-08-27: 142.36%2026-08-28: 141.01%2026-08-31: 142.58%2026-09-01: 135.64%2026-09-02: 137.82%2026-09-03: 124.55%2026-09-04: 126.51%2026-09-08: 141.55%2026-09-09: 129.15%2026-09-10: 132.52%2026-09-11: 151.80%2026-09-14: 151.97%2026-09-15: 172.65%2026-09-16: 148.74%2026-09-17: 177.03%2026-09-22: 116.70%2026-09-30: 129.37%2026-10-01: 136.34%2026-10-13: 157.60%2026-10-14: 171.22%2026-10-15: 254.97%2026-10-16: 114.45%2026-10-19: 120.61%2026-10-20: 123.53%2026-10-21: 121.99%2026-10-22: 126.02%2026-10-23: 125.08%2026-10-26: 131.05%2026-10-27: 140.66%2026-10-28: 135.21%2026-10-30: 144.28%Aug 13Sep 11Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
136.78%
151.88%
150.81%
178.70%
210.80%
188.44%
144.14%
147.82%
140.81%
145.85%
142.36%
141.01%
142.58%
135.64%
137.82%
124.55%
126.51%
141.55%
129.15%
132.52%
151.80%
151.97%
172.65%
148.74%
177.03%
116.70%
129.37%
136.34%
157.60%
171.22%
254.97%
114.45%
120.61%
123.53%
121.99%
126.02%
125.08%
131.05%
140.66%
135.21%
144.28%