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GH Research PLC Ordinary Shares GHRS

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Market datapartial · fetched 2026-10-22T23:11:23.317Z

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 · 2026-10-22T20:13:29.488698817Z

FundamentalsAlpha Vantage · unavailable

Share price$18.30
1D-2.7%
AH$18.25$18.43$18.61$18.79$18.985:30 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$2.39$2.96$3.54$4.11$4.68$9.86$14.46$19.06$23.66$28.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GHRS spot · $18.30GHRS PRICE$2.45$2.45$2.45$2.45$2.55$2.65$2.96$3.42$3.88$4.52$2.45$2.45$2.45$2.45$2.48$2.54$2.61$2.67$2.74$2.99$3.24$3.49$3.74
PutsExpensive1.45×
CallsExpensive2.09×
SkewBullish-29.52 pp
Implied moveBearish±$5.06
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.86279.3%43.1%
25Δ14.59225.6%33.7%
30Δ15.85189.3%26.8%
35Δ36.60301.3%113.4%16.97158.4%20.7%
40Δ27.22234.1%62.1%17.79136.6%16.3%
45Δ23.11190.3%39.7%18.35123.1%13.6%
50Δ20.23153.1%23.9%18.91109.7%10.9%
55Δ19.02135.4%17.9%19.4796.2%8.2%
60Δ17.96119.2%12.6%20.0283.2%5.6%
65Δ17.06112.6%9.4%20.4378.2%4.7%
70Δ16.30113.2%7.8%20.8473.1%3.8%
75Δ15.53113.8%6.1%21.2568.1%2.9%
80Δ14.62117.3%4.6%21.6763.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.86
IV
279.3%
B/E move
43.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.59
IV
225.6%
B/E move
33.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.85
IV
189.3%
B/E move
26.8%

35Δ

Calls
Pseudo strike
36.60
IV
301.3%
B/E move
113.4%
Puts
Pseudo strike
16.97
IV
158.4%
B/E move
20.7%

40Δ

Calls
Pseudo strike
27.22
IV
234.1%
B/E move
62.1%
Puts
Pseudo strike
17.79
IV
136.6%
B/E move
16.3%

45Δ

Calls
Pseudo strike
23.11
IV
190.3%
B/E move
39.7%
Puts
Pseudo strike
18.35
IV
123.1%
B/E move
13.6%

50Δ

Calls
Pseudo strike
20.23
IV
153.1%
B/E move
23.9%
Puts
Pseudo strike
18.91
IV
109.7%
B/E move
10.9%

55Δ

Calls
Pseudo strike
19.02
IV
135.4%
B/E move
17.9%
Puts
Pseudo strike
19.47
IV
96.2%
B/E move
8.2%

60Δ

Calls
Pseudo strike
17.96
IV
119.2%
B/E move
12.6%
Puts
Pseudo strike
20.02
IV
83.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
17.06
IV
112.6%
B/E move
9.4%
Puts
Pseudo strike
20.43
IV
78.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
16.30
IV
113.2%
B/E move
7.8%
Puts
Pseudo strike
20.84
IV
73.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
15.53
IV
113.8%
B/E move
6.1%
Puts
Pseudo strike
21.25
IV
68.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
14.62
IV
117.3%
B/E move
4.6%
Puts
Pseudo strike
21.67
IV
63.1%
B/E move
2.0%

Options history

No recorded observations