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GH Research PLC Ordinary Shares GHRS

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Market datapartial · fetched 2026-10-22T18:29:30.580Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T18:29:25.918100714Z

FundamentalsAlpha Vantage · unavailable

Share price$18.53
1D-1.1%
$18.44$18.57$18.70$18.83$18.965:30 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$1.47$7.26$13.05$18.84$24.63$5.16$12.88$20.60$28.32$36.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GHRS spot · $18.52GHRS PRICE$2.66$3.21$3.77$4.32$4.88$5.43$5.99$6.54$7.10$2.09$3.99$5.89$7.79$9.68$11.58$13.48$15.37$17.27$19.17$21.07$22.96
PutsExpensive1.52×
CallsExpensive1.62×
SkewBullish-4.21 pp
Implied moveBearish±$15.35
TiltBearish54.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ15.05113.7%30.0%
30Δ17.39114.2%27.7%
35Δ19.72114.6%25.3%
40Δ28.76138.2%69.6%22.05115.0%23.0%
45Δ27.07133.7%63.4%24.38115.4%20.6%
50Δ25.37129.2%57.3%26.72115.8%18.3%
55Δ23.67124.7%51.1%29.05116.3%15.9%
60Δ21.98120.3%45.0%31.38116.7%13.6%
65Δ20.28115.8%38.8%33.72117.1%11.2%
70Δ18.59111.3%32.7%36.05117.5%8.9%
75Δ16.89106.9%26.5%38.38118.0%6.5%
80Δ15.20102.4%20.3%40.71118.4%4.2%

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
15.05
IV
113.7%
B/E move
30.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.39
IV
114.2%
B/E move
27.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.72
IV
114.6%
B/E move
25.3%

40Δ

Calls
Pseudo strike
28.76
IV
138.2%
B/E move
69.6%
Puts
Pseudo strike
22.05
IV
115.0%
B/E move
23.0%

45Δ

Calls
Pseudo strike
27.07
IV
133.7%
B/E move
63.4%
Puts
Pseudo strike
24.38
IV
115.4%
B/E move
20.6%

50Δ

Calls
Pseudo strike
25.37
IV
129.2%
B/E move
57.3%
Puts
Pseudo strike
26.72
IV
115.8%
B/E move
18.3%

55Δ

Calls
Pseudo strike
23.67
IV
124.7%
B/E move
51.1%
Puts
Pseudo strike
29.05
IV
116.3%
B/E move
15.9%

60Δ

Calls
Pseudo strike
21.98
IV
120.3%
B/E move
45.0%
Puts
Pseudo strike
31.38
IV
116.7%
B/E move
13.6%

65Δ

Calls
Pseudo strike
20.28
IV
115.8%
B/E move
38.8%
Puts
Pseudo strike
33.72
IV
117.1%
B/E move
11.2%

70Δ

Calls
Pseudo strike
18.59
IV
111.3%
B/E move
32.7%
Puts
Pseudo strike
36.05
IV
117.5%
B/E move
8.9%

75Δ

Calls
Pseudo strike
16.89
IV
106.9%
B/E move
26.5%
Puts
Pseudo strike
38.38
IV
118.0%
B/E move
6.5%

80Δ

Calls
Pseudo strike
15.20
IV
102.4%
B/E move
20.3%
Puts
Pseudo strike
40.71
IV
118.4%
B/E move
4.2%

Options history

No recorded observations