IntraAlpha
Create free account Start free

Gogoro Inc. Ordinary Shares GGR

i

Market datapartial · fetched 2026-11-13T03:57:32.751Z

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 · 2026-11-12T21:00:00.202070889Z

FundamentalsAlpha Vantage · unavailable

Share price$2.79
1D+1.8%
AH$2.74$2.79$2.84$2.89$2.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGR
Sold putSold callAH

Gogoro Inc. Ordinary Shares options

Live interpolated GGR call and put midpoint premiums by absolute delta.Gogoro Inc. Ordinary Shares$0.42$1.14$1.87$2.59$3.31$2.25$2.50$2.75$3.00$3.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ 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 PRICELive GGR spot · $2.79GGR PRICE$0.50$0.51$0.53$0.55$0.57$0.59$0.51$0.72$0.93$1.14$1.35$1.56$1.77$1.98$2.19$3.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ2.67337.6%22.6%
40Δ6.39710.9%146.9%2.93341.8%20.6%
45Δ4.74587.4%88.3%3.20346.1%18.6%
50Δ4.26521.8%71.6%3.47350.3%16.6%
55Δ3.78456.2%55.0%3.73354.6%14.5%
60Δ3.29390.7%38.4%4.00358.9%12.5%
65Δ2.81325.1%21.8%4.27363.1%10.5%
70Δ4.53367.4%8.5%
75Δ4.80371.7%6.5%
80Δ5.75416.5%5.0%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
337.6%
B/E move
22.6%

40Δ

Calls
Pseudo strike
6.39
IV
710.9%
B/E move
146.9%
Puts
Pseudo strike
2.93
IV
341.8%
B/E move
20.6%

45Δ

Calls
Pseudo strike
4.74
IV
587.4%
B/E move
88.3%
Puts
Pseudo strike
3.20
IV
346.1%
B/E move
18.6%

50Δ

Calls
Pseudo strike
4.26
IV
521.8%
B/E move
71.6%
Puts
Pseudo strike
3.47
IV
350.3%
B/E move
16.6%

55Δ

Calls
Pseudo strike
3.78
IV
456.2%
B/E move
55.0%
Puts
Pseudo strike
3.73
IV
354.6%
B/E move
14.5%

60Δ

Calls
Pseudo strike
3.29
IV
390.7%
B/E move
38.4%
Puts
Pseudo strike
4.00
IV
358.9%
B/E move
12.5%

65Δ

Calls
Pseudo strike
2.81
IV
325.1%
B/E move
21.8%
Puts
Pseudo strike
4.27
IV
363.1%
B/E move
10.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.53
IV
367.4%
B/E move
8.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
371.7%
B/E move
6.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
416.5%
B/E move
5.0%

Options history

IV · four-Friday blend161.45%
Daily close
GGR123.6%176.5%229.3%2026-08-21: 168.08%2026-08-28: 130.93%2026-09-01: 147.74%2026-09-04: 172.18%2026-09-11: 221.98%2026-09-18: 161.45%Aug 21Sep 1Sep 18
6 observations2026-08-21 — 2026-09-18
Table
DateIV (%)
168.08%
130.93%
147.74%
172.18%
221.98%
161.45%