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Gerdau S.A. GGB

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-12T03:34:14.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T00:00:00.002311442Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:34:12.311582+00:00

Share price$4.59
1D-2.1%
AH$4.55$4.59$4.63$4.67$4.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGB
Sold putSold callAH

Gerdau S.A. options

Live interpolated GGB call and put midpoint premiums by absolute delta.Gerdau S.A.$0.00$1.45$2.91$4.36$5.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGGB PRICE$0.14$0.16$0.18$0.21$0.18$0.22$0.26$0.30$0.34$0.38$0.42$0.46$0.50$1.19$2.59$3.99$5.40
PutsCheap0.90×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.4069.3%86.0%3.1169.2%36.3%
25Δ7.5360.0%67.5%3.3364.5%32.4%
30Δ6.6650.6%49.0%3.5559.8%28.4%
35Δ5.7841.3%30.5%3.7755.2%24.4%
40Δ3.9950.5%20.5%
45Δ4.2245.8%16.5%
50Δ4.4441.1%12.5%
55Δ4.6636.5%8.6%
60Δ4.8831.8%4.6%
65Δ5.6740.0%2.4%
70Δ7.0862.6%2.3%
75Δ8.4985.2%2.1%
80Δ9.90107.8%2.0%

20Δ

Calls
Pseudo strike
8.40
IV
69.3%
B/E move
86.0%
Puts
Pseudo strike
3.11
IV
69.2%
B/E move
36.3%

25Δ

Calls
Pseudo strike
7.53
IV
60.0%
B/E move
67.5%
Puts
Pseudo strike
3.33
IV
64.5%
B/E move
32.4%

30Δ

Calls
Pseudo strike
6.66
IV
50.6%
B/E move
49.0%
Puts
Pseudo strike
3.55
IV
59.8%
B/E move
28.4%

35Δ

Calls
Pseudo strike
5.78
IV
41.3%
B/E move
30.5%
Puts
Pseudo strike
3.77
IV
55.2%
B/E move
24.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
50.5%
B/E move
20.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
45.8%
B/E move
16.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
41.1%
B/E move
12.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
36.5%
B/E move
8.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
31.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
40.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.08
IV
62.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.49
IV
85.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.90
IV
107.8%
B/E move
2.0%

Options history

IV · four-Friday blend65.05%
Daily close
GGB44.3%55.4%66.6%2026-09-09: 45.84%2026-09-18: 49.44%2026-10-23: 65.05%Sep 9Sep 18Oct 23
3 observations2026-09-09 — 2026-10-23
Table
DateIV (%)
45.84%
49.44%
65.05%