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Guardant Health Inc GH

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T20:35:03.021Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:46.156672575Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:01.820157+00:00

Share price$166.00
1D+2.5%
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$0.66$2.13$3.59$5.06$6.53$159.27$163.00$166.72$170.45$174.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $166.00OPTION PRICELive GH spot · $166.00GH PRICE$1.04$1.08$1.22$1.50$1.79$2.07$2.36$2.64$3.13$3.87$4.61$5.36$6.10$0.82$1.00$1.18$1.36$1.54$1.84$2.20$2.55$2.91$3.27$3.62$3.98$4.33
PutsExpensive1.27×
CallsExpensive1.30×
SkewBullish-16.82 pp
Implied moveBullish±$4.55
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.37148.6%9.9%160.1383.3%4.0%
25Δ174.17101.9%5.6%161.2677.9%3.5%
30Δ169.6574.1%2.9%162.3972.4%2.9%
35Δ168.8172.5%2.6%163.5167.0%2.3%
40Δ167.9870.9%2.3%164.6461.6%1.7%
45Δ167.1469.3%1.9%165.4359.1%1.5%
50Δ166.3167.7%1.6%166.0657.8%1.3%
55Δ165.4766.1%1.3%166.6956.6%1.1%
60Δ164.5766.0%1.0%167.3255.4%1.0%
65Δ163.5967.8%0.9%167.9554.2%0.8%
70Δ162.6169.6%0.7%168.5853.0%0.6%
75Δ161.6371.4%0.6%169.2151.8%0.5%
80Δ160.6573.2%0.5%169.8450.6%0.3%

20Δ

Calls
Pseudo strike
181.37
IV
148.6%
B/E move
9.9%
Puts
Pseudo strike
160.13
IV
83.3%
B/E move
4.0%

25Δ

Calls
Pseudo strike
174.17
IV
101.9%
B/E move
5.6%
Puts
Pseudo strike
161.26
IV
77.9%
B/E move
3.5%

30Δ

Calls
Pseudo strike
169.65
IV
74.1%
B/E move
2.9%
Puts
Pseudo strike
162.39
IV
72.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
168.81
IV
72.5%
B/E move
2.6%
Puts
Pseudo strike
163.51
IV
67.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
167.98
IV
70.9%
B/E move
2.3%
Puts
Pseudo strike
164.64
IV
61.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
167.14
IV
69.3%
B/E move
1.9%
Puts
Pseudo strike
165.43
IV
59.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
166.31
IV
67.7%
B/E move
1.6%
Puts
Pseudo strike
166.06
IV
57.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
165.47
IV
66.1%
B/E move
1.3%
Puts
Pseudo strike
166.69
IV
56.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
164.57
IV
66.0%
B/E move
1.0%
Puts
Pseudo strike
167.32
IV
55.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
163.59
IV
67.8%
B/E move
0.9%
Puts
Pseudo strike
167.95
IV
54.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
162.61
IV
69.6%
B/E move
0.7%
Puts
Pseudo strike
168.58
IV
53.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
161.63
IV
71.4%
B/E move
0.6%
Puts
Pseudo strike
169.21
IV
51.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
160.65
IV
73.2%
B/E move
0.5%
Puts
Pseudo strike
169.84
IV
50.6%
B/E move
0.3%