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Gerdau SA ADR GGB

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-22T16:42:03.608Z

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 · 2026-10-22T16:41:59.11075092Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:42:00.763677+00:00

Share price$5.06
1D-2.3%
$5.01$5.07$5.13$5.20$5.265:30 AM6:30 AM9:00 AM1:00 PMGGB
Sold putSold call

Gerdau SA ADR options

Live interpolated GGB call and put midpoint premiums by absolute delta.Gerdau SA ADR$0.11$0.76$1.40$2.04$2.69$3.18$4.27$5.36$6.44$7.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGB spot · $5.06GGB PRICE$0.47$0.43$0.40$0.36$0.33$0.29$0.48$0.86$1.25$1.64$2.02$0.24$0.23$0.21$0.20$0.18$0.35$0.66$0.97$1.27$1.58$1.89$2.19$2.50
PutsExpensive1.87×
CallsExpensive2.19×
SkewBullish-41.30 pp
Implied moveBearish±$0.99
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.29204.7%39.9%
25Δ3.67166.8%31.9%
30Δ9.77248.5%102.3%4.06129.0%23.9%
35Δ8.90210.7%84.4%4.4591.1%15.9%
40Δ8.03173.0%66.5%4.8453.2%8.0%
45Δ7.16135.3%48.7%5.1944.2%4.5%
50Δ6.2997.6%30.8%5.5155.9%4.2%
55Δ5.4259.9%12.9%5.8267.6%4.0%
60Δ4.8059.9%4.3%6.1479.3%3.7%
65Δ4.4295.1%4.5%6.4691.0%3.5%
70Δ4.04130.3%4.6%6.78102.7%3.2%
75Δ3.67165.5%4.8%7.10114.5%3.0%
80Δ3.29200.7%4.9%7.42126.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
204.7%
B/E move
39.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.67
IV
166.8%
B/E move
31.9%

30Δ

Calls
Pseudo strike
9.77
IV
248.5%
B/E move
102.3%
Puts
Pseudo strike
4.06
IV
129.0%
B/E move
23.9%

35Δ

Calls
Pseudo strike
8.90
IV
210.7%
B/E move
84.4%
Puts
Pseudo strike
4.45
IV
91.1%
B/E move
15.9%

40Δ

Calls
Pseudo strike
8.03
IV
173.0%
B/E move
66.5%
Puts
Pseudo strike
4.84
IV
53.2%
B/E move
8.0%

45Δ

Calls
Pseudo strike
7.16
IV
135.3%
B/E move
48.7%
Puts
Pseudo strike
5.19
IV
44.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
6.29
IV
97.6%
B/E move
30.8%
Puts
Pseudo strike
5.51
IV
55.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
5.42
IV
59.9%
B/E move
12.9%
Puts
Pseudo strike
5.82
IV
67.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
4.80
IV
59.9%
B/E move
4.3%
Puts
Pseudo strike
6.14
IV
79.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
4.42
IV
95.1%
B/E move
4.5%
Puts
Pseudo strike
6.46
IV
91.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
4.04
IV
130.3%
B/E move
4.6%
Puts
Pseudo strike
6.78
IV
102.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
3.67
IV
165.5%
B/E move
4.8%
Puts
Pseudo strike
7.10
IV
114.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
3.29
IV
200.7%
B/E move
4.9%
Puts
Pseudo strike
7.42
IV
126.2%
B/E move
2.7%

Options history

No recorded observations