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Grupo Financiero Galicia S.A. American Depositary Shares GGAL

i

Market datapartial · fetched 2026-11-13T16:12:01.493Z

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 · 2026-11-13T16:11:35.785654269Z

FundamentalsAlpha Vantage · unavailable

Share price$29.59
1D+0.5%
$29.01$29.16$29.32$29.48$29.635:30 AM6:30 AM9:00 AM1:00 PMGGAL
Sold putSold call

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$0.22$1.01$1.79$2.57$3.35$26.49$27.96$29.43$30.90$32.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GGAL spot · $29.59GGAL PRICE$0.37$0.45$0.55$0.65$0.75$0.92$1.08$1.25$1.46$1.69$1.92$0.31$0.41$0.53$0.65$0.78$0.94$1.09$1.26$1.50$1.74$3.13
Puts——
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5962.8%7.8%
25Δ31.5662.6%7.9%28.0263.4%6.7%
30Δ31.0359.6%6.4%28.3763.4%5.9%
35Δ30.6858.5%5.5%28.7263.5%5.1%
40Δ30.3457.5%4.7%29.0763.4%4.4%
45Δ30.0056.6%3.9%29.3962.9%3.8%
50Δ29.7057.5%3.5%29.7262.4%3.3%
55Δ29.4058.4%3.0%30.0562.1%2.7%
60Δ29.1059.3%2.5%30.4162.7%2.3%
65Δ28.7659.8%2.1%30.7763.3%1.9%
70Δ28.4260.2%1.8%32.0496.2%2.3%
75Δ28.0860.5%1.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.59
IV
62.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
31.56
IV
62.6%
B/E move
7.9%
Puts
Pseudo strike
28.02
IV
63.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
31.03
IV
59.6%
B/E move
6.4%
Puts
Pseudo strike
28.37
IV
63.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
30.68
IV
58.5%
B/E move
5.5%
Puts
Pseudo strike
28.72
IV
63.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
30.34
IV
57.5%
B/E move
4.7%
Puts
Pseudo strike
29.07
IV
63.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
30.00
IV
56.6%
B/E move
3.9%
Puts
Pseudo strike
29.39
IV
62.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
29.70
IV
57.5%
B/E move
3.5%
Puts
Pseudo strike
29.72
IV
62.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
29.40
IV
58.4%
B/E move
3.0%
Puts
Pseudo strike
30.05
IV
62.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
29.10
IV
59.3%
B/E move
2.5%
Puts
Pseudo strike
30.41
IV
62.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
28.76
IV
59.8%
B/E move
2.1%
Puts
Pseudo strike
30.77
IV
63.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
28.42
IV
60.2%
B/E move
1.8%
Puts
Pseudo strike
32.04
IV
96.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
28.08
IV
60.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.72%
Daily EOD
GGAL48.4%50.9%53.4%2026-10-19: 49.11%2026-10-20: 51.96%2026-10-21: 50.79%2026-10-22: 51.68%2026-10-23: 50.86%2026-10-26: 51.74%2026-10-27: 49.31%2026-10-28: 52.20%2026-10-29: 53.05%2026-10-30: 48.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.11%
51.96%
50.79%
51.68%
50.86%
51.74%
49.31%
52.20%
53.05%
48.72%