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GH Research PLC Ordinary Shares GHRS

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Market datapartial · fetched 2026-10-23T19:38:37.424Z

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 · 2026-10-23T19:38:16.900361533Z

FundamentalsAlpha Vantage · unavailable

Share price$18.06
1D-2.3%
$17.69$17.91$18.13$18.34$18.565:30 AM6:30 AM9:00 AM1:00 PMGHRS
Sold putSold call

GH Research PLC Ordinary Shares options

Live interpolated GHRS call and put midpoint premiums by absolute delta.GH Research PLC Ordinary Shares$2.38$3.00$3.63$4.25$4.87$9.15$13.91$18.66$23.41$28.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GHRS spot · $18.06GHRS PRICE$2.45$2.45$2.45$2.45$2.57$2.68$3.15$3.66$4.17$4.69$2.45$2.45$2.47$2.50$2.54$2.57$2.60$2.64$2.67$2.76$3.26$3.75$4.25
PutsExpensive1.59×
CallsExpensive2.17×
SkewBullish-24.02 pp
Implied moveBearish±$5.06
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.70285.0%43.2%
25Δ14.36232.2%34.0%
30Δ15.41200.8%28.3%
35Δ38.11315.8%124.6%16.08182.6%24.8%
40Δ28.21245.7%69.8%16.75164.4%21.3%
45Δ22.94196.4%40.6%17.41146.2%17.8%
50Δ19.96158.0%24.1%18.08128.0%14.3%
55Δ18.81141.1%18.4%18.75109.8%10.8%
60Δ17.65124.3%12.6%19.4291.6%7.3%
65Δ16.79120.5%10.4%20.0875.5%4.1%
70Δ15.98118.7%8.7%20.7274.5%3.3%
75Δ15.16117.0%7.1%21.3573.4%2.5%
80Δ14.34115.2%5.4%21.9972.4%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.70
IV
285.0%
B/E move
43.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.36
IV
232.2%
B/E move
34.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
200.8%
B/E move
28.3%

35Δ

Calls
Pseudo strike
38.11
IV
315.8%
B/E move
124.6%
Puts
Pseudo strike
16.08
IV
182.6%
B/E move
24.8%

40Δ

Calls
Pseudo strike
28.21
IV
245.7%
B/E move
69.8%
Puts
Pseudo strike
16.75
IV
164.4%
B/E move
21.3%

45Δ

Calls
Pseudo strike
22.94
IV
196.4%
B/E move
40.6%
Puts
Pseudo strike
17.41
IV
146.2%
B/E move
17.8%

50Δ

Calls
Pseudo strike
19.96
IV
158.0%
B/E move
24.1%
Puts
Pseudo strike
18.08
IV
128.0%
B/E move
14.3%

55Δ

Calls
Pseudo strike
18.81
IV
141.1%
B/E move
18.4%
Puts
Pseudo strike
18.75
IV
109.8%
B/E move
10.8%

60Δ

Calls
Pseudo strike
17.65
IV
124.3%
B/E move
12.6%
Puts
Pseudo strike
19.42
IV
91.6%
B/E move
7.3%

65Δ

Calls
Pseudo strike
16.79
IV
120.5%
B/E move
10.4%
Puts
Pseudo strike
20.08
IV
75.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
15.98
IV
118.7%
B/E move
8.7%
Puts
Pseudo strike
20.72
IV
74.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
15.16
IV
117.0%
B/E move
7.1%
Puts
Pseudo strike
21.35
IV
73.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.34
IV
115.2%
B/E move
5.4%
Puts
Pseudo strike
21.99
IV
72.4%
B/E move
1.8%

Options history

No recorded observations