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CGI Inc. GIB

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Market datapartial · fetched 2026-10-22T19:25:44.094Z

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 · 2026-10-22T19:25:32.244986165Z

FundamentalsAlpha Vantage · unavailable

Share price$82.29
1D+2.1%
$79.89$80.52$81.15$81.77$82.405:30 AM6:30 AM9:00 AM1:00 PMGIB
Sold putSold call

CGI Inc. options

Live interpolated GIB call and put midpoint premiums by absolute delta.CGI Inc.$1.28$3.52$5.76$8.00$10.25$63.09$72.29$81.50$90.71$99.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GIB spot · $82.29GIB PRICE$1.52$2.49$2.56$2.64$2.71$2.78$2.85$2.92$3.00$3.07$3.14$3.89$8.07$2.45$2.53$2.62$2.71$2.99$3.46$3.94$4.41$4.97$5.97$6.97$7.97$9.60
PutsCheap0.95×
CallsCheap0.86×
SkewBullish-5.34 pp
Implied moveBearish±$6.79
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.4262.8%20.2%69.5084.3%18.5%
25Δ103.5989.9%28.9%72.7171.5%14.7%
30Δ101.1982.6%26.1%75.6459.9%11.3%
35Δ98.7975.3%23.3%78.5848.3%7.8%
40Δ96.3967.9%20.4%80.5942.0%5.7%
45Δ93.9960.6%17.6%81.7440.6%4.9%
50Δ91.6053.3%14.8%82.8939.2%4.1%
55Δ89.2045.9%11.9%84.0437.8%3.2%
60Δ86.8038.6%9.1%85.2236.7%2.5%
65Δ84.4031.3%6.3%86.5837.0%2.0%
70Δ82.0024.0%3.5%87.9337.3%1.6%
75Δ79.2819.4%1.1%89.2837.5%1.2%
80Δ74.9428.8%0.9%91.2238.7%0.8%

20Δ

Calls
Pseudo strike
97.42
IV
62.8%
B/E move
20.2%
Puts
Pseudo strike
69.50
IV
84.3%
B/E move
18.5%

25Δ

Calls
Pseudo strike
103.59
IV
89.9%
B/E move
28.9%
Puts
Pseudo strike
72.71
IV
71.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
101.19
IV
82.6%
B/E move
26.1%
Puts
Pseudo strike
75.64
IV
59.9%
B/E move
11.3%

35Δ

Calls
Pseudo strike
98.79
IV
75.3%
B/E move
23.3%
Puts
Pseudo strike
78.58
IV
48.3%
B/E move
7.8%

40Δ

Calls
Pseudo strike
96.39
IV
67.9%
B/E move
20.4%
Puts
Pseudo strike
80.59
IV
42.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
93.99
IV
60.6%
B/E move
17.6%
Puts
Pseudo strike
81.74
IV
40.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
91.60
IV
53.3%
B/E move
14.8%
Puts
Pseudo strike
82.89
IV
39.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
89.20
IV
45.9%
B/E move
11.9%
Puts
Pseudo strike
84.04
IV
37.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
86.80
IV
38.6%
B/E move
9.1%
Puts
Pseudo strike
85.22
IV
36.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
84.40
IV
31.3%
B/E move
6.3%
Puts
Pseudo strike
86.58
IV
37.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
82.00
IV
24.0%
B/E move
3.5%
Puts
Pseudo strike
87.93
IV
37.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
79.28
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
89.28
IV
37.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
74.94
IV
28.8%
B/E move
0.9%
Puts
Pseudo strike
91.22
IV
38.7%
B/E move
0.8%

Options history

No recorded observations