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Grupo Financiero Galicia S.A. American Depositary Shares GGAL

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Market datapartial · fetched 2026-10-23T02:58:03.022Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:40:59.455498881Z

FundamentalsAlpha Vantage · unavailable

Share price$36.12
1D-0.8%
AH$35.31$35.61$35.90$36.20$36.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGAL
Sold putSold callAH

Grupo Financiero Galicia S.A. American Depositary Shares options

Live interpolated GGAL call and put midpoint premiums by absolute delta.Grupo Financiero Galicia S.A. American Depositary Shares$0.48$1.95$3.42$4.89$6.35$29.26$32.58$35.91$39.24$42.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGAL spot · $36.12GGAL PRICE$0.64$0.80$0.90$0.99$1.24$1.59$1.86$2.10$2.47$2.86$3.29$4.00$4.71$1.22$0.87$1.11$1.54$1.91$2.07$2.25$2.49$2.87$3.23$3.69$5.05$5.93
PutsExpensive1.12×
CallsExpensive1.09×
SkewBearish+4.14 pp
Implied moveBearish±$4.11
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5861.4%19.7%30.0394.6%20.2%
25Δ40.9457.3%15.6%33.1352.8%10.7%
30Δ39.4550.3%11.7%33.8852.8%9.3%
35Δ38.3544.4%8.9%34.5357.3%8.6%
40Δ37.6945.1%7.8%35.2059.8%7.9%
45Δ37.2049.2%7.4%35.9654.4%6.2%
50Δ36.6149.9%6.5%36.5850.6%5.0%
55Δ35.9548.4%5.4%37.1947.9%3.9%
60Δ35.3149.2%4.6%37.8247.5%3.2%
65Δ34.6649.7%3.9%38.4246.2%2.6%
70Δ33.9950.0%3.2%39.1045.8%2.0%
75Δ33.0852.3%2.7%40.5552.7%1.7%
80Δ32.1854.6%2.1%41.6153.1%1.2%

20Δ

Calls
Pseudo strike
42.58
IV
61.4%
B/E move
19.7%
Puts
Pseudo strike
30.03
IV
94.6%
B/E move
20.2%

25Δ

Calls
Pseudo strike
40.94
IV
57.3%
B/E move
15.6%
Puts
Pseudo strike
33.13
IV
52.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
39.45
IV
50.3%
B/E move
11.7%
Puts
Pseudo strike
33.88
IV
52.8%
B/E move
9.3%

35Δ

Calls
Pseudo strike
38.35
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
34.53
IV
57.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
37.69
IV
45.1%
B/E move
7.8%
Puts
Pseudo strike
35.20
IV
59.8%
B/E move
7.9%

45Δ

Calls
Pseudo strike
37.20
IV
49.2%
B/E move
7.4%
Puts
Pseudo strike
35.96
IV
54.4%
B/E move
6.2%

50Δ

Calls
Pseudo strike
36.61
IV
49.9%
B/E move
6.5%
Puts
Pseudo strike
36.58
IV
50.6%
B/E move
5.0%

55Δ

Calls
Pseudo strike
35.95
IV
48.4%
B/E move
5.4%
Puts
Pseudo strike
37.19
IV
47.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
35.31
IV
49.2%
B/E move
4.6%
Puts
Pseudo strike
37.82
IV
47.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
34.66
IV
49.7%
B/E move
3.9%
Puts
Pseudo strike
38.42
IV
46.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
33.99
IV
50.0%
B/E move
3.2%
Puts
Pseudo strike
39.10
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
33.08
IV
52.3%
B/E move
2.7%
Puts
Pseudo strike
40.55
IV
52.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
32.18
IV
54.6%
B/E move
2.1%
Puts
Pseudo strike
41.61
IV
53.1%
B/E move
1.2%

Options history

No recorded observations