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CGI Inc. GIB

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Market datapartial · fetched 2026-10-23T01:26:50.817Z

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 · 2026-10-22T23:00:00.002472755Z

FundamentalsAlpha Vantage · unavailable

Share price$82.15
1D+2.0%
AH$79.88$80.53$81.17$81.81$82.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGIB
Sold putSold callAH

CGI Inc. options

Live interpolated GIB call and put midpoint premiums by absolute delta.CGI Inc.$1.77$3.66$5.56$7.45$9.34$63.10$72.26$81.42$90.58$99.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GIB spot · $82.15GIB PRICE$1.97$2.43$2.41$2.38$2.35$2.47$2.61$2.74$2.88$3.02$3.15$4.97$7.70$2.45$2.53$2.61$2.70$2.95$3.41$3.87$4.33$4.79$5.74$6.70$7.67$8.80
PutsCheap0.93×
CallsCheap0.69×
SkewBearish+4.20 pp
Implied moveBearish±$6.47
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.1585.2%29.2%69.3484.9%18.6%
25Δ101.7785.7%26.8%72.6071.8%14.7%
30Δ96.3770.1%20.2%75.4760.2%11.3%
35Δ90.9654.5%13.6%78.3548.7%7.9%
40Δ85.5638.8%7.0%80.4841.5%5.6%
45Δ84.2834.6%5.6%81.6040.1%4.8%
50Δ83.4831.7%4.8%82.7238.6%4.0%
55Δ82.6828.8%4.0%83.8437.2%3.2%
60Δ81.8826.0%3.2%84.9635.8%2.4%
65Δ81.0823.1%2.4%86.2735.8%2.0%
70Δ80.2820.2%1.6%87.5735.9%1.6%
75Δ78.1122.3%1.1%88.8836.0%1.1%
80Δ75.1927.1%0.9%90.3436.2%0.7%

20Δ

Calls
Pseudo strike
104.15
IV
85.2%
B/E move
29.2%
Puts
Pseudo strike
69.34
IV
84.9%
B/E move
18.6%

25Δ

Calls
Pseudo strike
101.77
IV
85.7%
B/E move
26.8%
Puts
Pseudo strike
72.60
IV
71.8%
B/E move
14.7%

30Δ

Calls
Pseudo strike
96.37
IV
70.1%
B/E move
20.2%
Puts
Pseudo strike
75.47
IV
60.2%
B/E move
11.3%

35Δ

Calls
Pseudo strike
90.96
IV
54.5%
B/E move
13.6%
Puts
Pseudo strike
78.35
IV
48.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
85.56
IV
38.8%
B/E move
7.0%
Puts
Pseudo strike
80.48
IV
41.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
84.28
IV
34.6%
B/E move
5.6%
Puts
Pseudo strike
81.60
IV
40.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
83.48
IV
31.7%
B/E move
4.8%
Puts
Pseudo strike
82.72
IV
38.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
82.68
IV
28.8%
B/E move
4.0%
Puts
Pseudo strike
83.84
IV
37.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
81.88
IV
26.0%
B/E move
3.2%
Puts
Pseudo strike
84.96
IV
35.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
81.08
IV
23.1%
B/E move
2.4%
Puts
Pseudo strike
86.27
IV
35.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
80.28
IV
20.2%
B/E move
1.6%
Puts
Pseudo strike
87.57
IV
35.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
78.11
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
88.88
IV
36.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
75.19
IV
27.1%
B/E move
0.9%
Puts
Pseudo strike
90.34
IV
36.2%
B/E move
0.7%

Options history

No recorded observations