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Gerdau S.A. GGB

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Market datapartial · fetched 2026-10-23T04:30:03.547Z

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 · 2026-10-22T23:00:00.002346442Z

FundamentalsAlpha Vantage · unavailable

Share price$5.07
1D-2.1%
AH$5.01$5.07$5.13$5.20$5.265:30 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.$0.16$0.80$1.44$2.08$2.72$3.08$4.20$5.33$6.45$7.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGB spot · $5.07GGB PRICE$0.47$0.44$0.41$0.38$0.35$0.32$0.47$0.86$1.24$1.63$2.01$0.26$0.25$0.24$0.24$0.23$0.39$0.70$1.00$1.31$1.62$1.93$2.23$2.54
PutsExpensive2.00×
CallsExpensive2.20×
SkewBullish-36.00 pp
Implied moveBearish±$1.04
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.28210.3%40.4%
25Δ3.67173.9%32.6%
30Δ9.77250.3%102.0%4.05137.4%24.9%
35Δ8.91213.5%84.4%4.44101.0%17.1%
40Δ8.06176.8%66.9%4.8264.6%9.4%
45Δ7.20140.0%49.4%5.1853.7%5.6%
50Δ6.34103.2%31.9%5.5064.7%5.2%
55Δ5.4866.5%14.3%5.8375.8%4.8%
60Δ4.8361.3%4.6%6.1686.8%4.5%
65Δ4.4595.8%4.6%6.4897.8%4.1%
70Δ4.07130.4%4.7%6.81108.8%3.7%
75Δ3.69165.0%4.8%7.14119.8%3.3%
80Δ3.30199.5%4.9%7.46130.9%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
210.3%
B/E move
40.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.67
IV
173.9%
B/E move
32.6%

30Δ

Calls
Pseudo strike
9.77
IV
250.3%
B/E move
102.0%
Puts
Pseudo strike
4.05
IV
137.4%
B/E move
24.9%

35Δ

Calls
Pseudo strike
8.91
IV
213.5%
B/E move
84.4%
Puts
Pseudo strike
4.44
IV
101.0%
B/E move
17.1%

40Δ

Calls
Pseudo strike
8.06
IV
176.8%
B/E move
66.9%
Puts
Pseudo strike
4.82
IV
64.6%
B/E move
9.4%

45Δ

Calls
Pseudo strike
7.20
IV
140.0%
B/E move
49.4%
Puts
Pseudo strike
5.18
IV
53.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
6.34
IV
103.2%
B/E move
31.9%
Puts
Pseudo strike
5.50
IV
64.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
5.48
IV
66.5%
B/E move
14.3%
Puts
Pseudo strike
5.83
IV
75.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
4.83
IV
61.3%
B/E move
4.6%
Puts
Pseudo strike
6.16
IV
86.8%
B/E move
4.5%

65Δ

Calls
Pseudo strike
4.45
IV
95.8%
B/E move
4.6%
Puts
Pseudo strike
6.48
IV
97.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
4.07
IV
130.4%
B/E move
4.7%
Puts
Pseudo strike
6.81
IV
108.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
3.69
IV
165.0%
B/E move
4.8%
Puts
Pseudo strike
7.14
IV
119.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.30
IV
199.5%
B/E move
4.9%
Puts
Pseudo strike
7.46
IV
130.9%
B/E move
2.9%

Options history

No recorded observations