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GH Research PLC Ordinary Shares GHRS

i

Market datapartial · fetched 2026-11-13T02:53:59.343Z

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 · 2026-11-12T21:00:03.688716963Z

FundamentalsAlpha Vantage · unavailable

Share price$18.49
1D-1.0%
AH$17.90$18.17$18.44$18.71$18.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGHRS
Sold putSold callAH

GH Research PLC Ordinary Shares options

Live interpolated GHRS call and put midpoint premiums by absolute delta.GH Research PLC Ordinary Shares$2.43$2.62$2.80$2.99$3.18$15.46$16.94$18.42$19.91$21.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GHRS spot · $18.49GHRS PRICE$2.45$2.45$2.45$2.47$2.49$2.56$2.75$2.94$3.12$2.45$2.47$2.48$2.49$2.50$2.51$2.53$2.54
Puts——
Calls——
Skew——
Implied moveBalanced±$4.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.73550.2%44.4%
25Δ13.65499.5%39.5%
30Δ14.58448.7%34.6%
35Δ15.50397.9%29.7%
40Δ29.07461.6%70.5%16.42347.2%24.7%
45Δ22.64355.1%35.7%17.34296.4%19.8%
50Δ20.32291.7%23.1%18.26245.7%14.9%
55Δ19.15249.6%16.9%19.19194.9%10.0%
60Δ18.16210.8%11.7%
65Δ17.36180.2%7.7%
70Δ16.93166.2%6.5%
75Δ16.51152.3%5.2%
80Δ16.08138.3%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.73
IV
550.2%
B/E move
44.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.65
IV
499.5%
B/E move
39.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.58
IV
448.7%
B/E move
34.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.50
IV
397.9%
B/E move
29.7%

40Δ

Calls
Pseudo strike
29.07
IV
461.6%
B/E move
70.5%
Puts
Pseudo strike
16.42
IV
347.2%
B/E move
24.7%

45Δ

Calls
Pseudo strike
22.64
IV
355.1%
B/E move
35.7%
Puts
Pseudo strike
17.34
IV
296.4%
B/E move
19.8%

50Δ

Calls
Pseudo strike
20.32
IV
291.7%
B/E move
23.1%
Puts
Pseudo strike
18.26
IV
245.7%
B/E move
14.9%

55Δ

Calls
Pseudo strike
19.15
IV
249.6%
B/E move
16.9%
Puts
Pseudo strike
19.19
IV
194.9%
B/E move
10.0%

60Δ

Calls
Pseudo strike
18.16
IV
210.8%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.36
IV
180.2%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.93
IV
166.2%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.51
IV
152.3%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.08
IV
138.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend84.39%
Daily close
GHRS56.8%147.1%237.4%2026-08-14: 82.70%2026-08-17: 90.84%2026-08-18: 95.00%2026-08-19: 110.69%2026-08-21: 71.00%2026-08-24: 76.01%2026-08-25: 70.00%2026-08-26: 72.28%2026-08-27: 72.51%2026-08-28: 76.10%2026-09-02: 80.67%2026-09-03: 88.36%2026-09-04: 81.21%2026-09-08: 90.80%2026-09-16: 134.19%2026-09-18: 73.02%2026-09-21: 71.96%2026-09-24: 76.79%2026-09-25: 69.23%2026-09-28: 79.67%2026-09-29: 76.50%2026-10-02: 88.34%2026-10-05: 90.91%2026-10-06: 90.67%2026-10-08: 102.51%2026-10-09: 111.27%2026-10-12: 124.01%2026-10-14: 173.97%2026-10-15: 224.93%2026-10-16: 92.35%2026-10-19: 92.00%2026-10-20: 83.96%2026-10-21: 90.90%2026-10-22: 92.43%2026-10-23: 95.89%2026-10-26: 99.41%2026-10-27: 98.60%2026-10-28: 97.54%2026-10-29: 91.36%2026-10-30: 84.39%Aug 14Sep 28Oct 30
40 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
82.70%
90.84%
95.00%
110.69%
71.00%
76.01%
70.00%
72.28%
72.51%
76.10%
80.67%
88.36%
81.21%
90.80%
134.19%
73.02%
71.96%
76.79%
69.23%
79.67%
76.50%
88.34%
90.91%
90.67%
102.51%
111.27%
124.01%
173.97%
224.93%
92.35%
92.00%
83.96%
90.90%
92.43%
95.89%
99.41%
98.60%
97.54%
91.36%
84.39%