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Guardant Health Inc GH

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T20:03:34.246Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.785279712Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:33.877649+00:00

Share price$165.88
1D+2.4%
AH$161$163$165$167$1695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGH
Sold putSold callAH

Guardant Health Inc options

Live interpolated GH call and put midpoint premiums by absolute delta.Guardant Health Inc$0.65$2.19$3.73$5.27$6.81$159.24$163.00$166.77$170.53$174.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $165.88OPTION PRICELive GH spot · $165.88GH PRICE$1.04$1.08$1.24$1.53$1.82$2.11$2.40$2.69$3.29$4.06$4.83$5.59$6.36$0.81$0.99$1.17$1.34$1.52$1.78$2.11$2.45$2.79$3.12$3.46$3.80$4.13
PutsExpensive1.23×
CallsExpensive1.34×
SkewBullish-20.46 pp
Implied moveBullish±$4.52
TiltBullish12.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.13146.8%9.8%160.0982.5%4.0%
25Δ173.82100.3%5.4%161.1877.1%3.4%
30Δ169.5975.2%3.0%162.2871.7%2.9%
35Δ168.7473.8%2.6%163.3866.3%2.3%
40Δ167.8872.3%2.3%164.4860.9%1.8%
45Δ167.0270.8%2.0%165.3157.6%1.4%
50Δ166.1769.3%1.6%165.9156.1%1.3%
55Δ165.3167.8%1.3%166.5154.6%1.1%
60Δ164.3668.8%1.1%167.1053.1%0.9%
65Δ163.3571.1%0.9%167.7051.6%0.8%
70Δ162.3473.4%0.8%168.2950.1%0.6%
75Δ161.3275.7%0.6%168.8948.6%0.5%
80Δ160.3178.1%0.5%169.4947.1%0.3%

20Δ

Calls
Pseudo strike
181.13
IV
146.8%
B/E move
9.8%
Puts
Pseudo strike
160.09
IV
82.5%
B/E move
4.0%

25Δ

Calls
Pseudo strike
173.82
IV
100.3%
B/E move
5.4%
Puts
Pseudo strike
161.18
IV
77.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
169.59
IV
75.2%
B/E move
3.0%
Puts
Pseudo strike
162.28
IV
71.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
168.74
IV
73.8%
B/E move
2.6%
Puts
Pseudo strike
163.38
IV
66.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
167.88
IV
72.3%
B/E move
2.3%
Puts
Pseudo strike
164.48
IV
60.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
167.02
IV
70.8%
B/E move
2.0%
Puts
Pseudo strike
165.31
IV
57.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
166.17
IV
69.3%
B/E move
1.6%
Puts
Pseudo strike
165.91
IV
56.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
165.31
IV
67.8%
B/E move
1.3%
Puts
Pseudo strike
166.51
IV
54.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
164.36
IV
68.8%
B/E move
1.1%
Puts
Pseudo strike
167.10
IV
53.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
163.35
IV
71.1%
B/E move
0.9%
Puts
Pseudo strike
167.70
IV
51.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
162.34
IV
73.4%
B/E move
0.8%
Puts
Pseudo strike
168.29
IV
50.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
161.32
IV
75.7%
B/E move
0.6%
Puts
Pseudo strike
168.89
IV
48.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
160.31
IV
78.1%
B/E move
0.5%
Puts
Pseudo strike
169.49
IV
47.1%
B/E move
0.3%