IntraAlpha
Create free account Start free

Global Industrial Company GIC

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market dataready · fetched 2026-11-12T02:58:06.808Z

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 · 2026-11-12T00:00:00.001737127Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:58:06.434119+00:00

Share price$47.15
1D+0.3%
AH$46.84$47.03$47.21$47.40$47.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGIC
Sold putSold callAH

Global Industrial Company options

Live interpolated GIC call and put midpoint premiums by absolute delta.Global Industrial Company$0.99$2.04$3.08$4.13$5.17$38.67$43.19$47.70$52.22$56.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GIC spot · $47.15GIC PRICE$2.46$2.48$2.51$2.53$2.55$2.57$2.59$3.16$1.11$1.52$1.93$2.34$2.54$2.67$2.79$2.92$3.05$3.17$3.30$3.65$4.87
PutsExpensive1.56×
Calls——
Skew——
Implied moveBearish±$5.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.11116.0%15.2%
25Δ42.30117.5%13.5%
30Δ43.49119.1%11.9%
35Δ44.67120.6%10.2%
40Δ45.48114.6%8.9%
45Δ49.55115.7%10.3%46.15105.6%7.8%
50Δ48.86104.3%8.9%46.8196.6%6.6%
55Δ48.1693.0%7.5%47.4887.7%5.5%
60Δ47.4781.7%6.0%48.1478.7%4.4%
65Δ46.7770.4%4.6%48.8169.8%3.2%
70Δ46.0859.0%3.2%49.4760.8%2.1%
75Δ45.3847.7%1.7%50.2754.3%1.1%
80Δ44.4043.6%0.9%51.6257.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.11
IV
116.0%
B/E move
15.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.30
IV
117.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.49
IV
119.1%
B/E move
11.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.67
IV
120.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.48
IV
114.6%
B/E move
8.9%

45Δ

Calls
Pseudo strike
49.55
IV
115.7%
B/E move
10.3%
Puts
Pseudo strike
46.15
IV
105.6%
B/E move
7.8%

50Δ

Calls
Pseudo strike
48.86
IV
104.3%
B/E move
8.9%
Puts
Pseudo strike
46.81
IV
96.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
48.16
IV
93.0%
B/E move
7.5%
Puts
Pseudo strike
47.48
IV
87.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
47.47
IV
81.7%
B/E move
6.0%
Puts
Pseudo strike
48.14
IV
78.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
46.77
IV
70.4%
B/E move
4.6%
Puts
Pseudo strike
48.81
IV
69.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
46.08
IV
59.0%
B/E move
3.2%
Puts
Pseudo strike
49.47
IV
60.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
45.38
IV
47.7%
B/E move
1.7%
Puts
Pseudo strike
50.27
IV
54.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
44.40
IV
43.6%
B/E move
0.9%
Puts
Pseudo strike
51.62
IV
57.4%
B/E move
0.9%

Options history

IV · four-Friday blend47.80%
Daily close
GIC33.9%68.7%103.5%2026-08-19: 98.67%2026-08-21: 44.55%2026-08-24: 41.49%2026-08-25: 41.27%2026-08-26: 38.70%2026-08-27: 44.58%2026-08-28: 45.10%2026-09-02: 46.37%2026-09-04: 44.00%2026-09-08: 44.74%2026-09-09: 47.26%2026-09-14: 63.79%2026-09-15: 68.18%2026-09-16: 83.73%2026-09-18: 46.45%2026-09-21: 49.95%2026-09-24: 47.06%2026-10-06: 52.78%2026-10-16: 39.43%2026-10-19: 41.08%2026-10-20: 42.50%2026-10-21: 43.33%2026-10-22: 44.29%2026-10-23: 41.22%2026-10-26: 42.43%2026-10-27: 43.20%2026-10-28: 41.24%2026-10-29: 43.83%2026-10-30: 47.80%Aug 19Sep 18Oct 30
29 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
98.67%
44.55%
41.49%
41.27%
38.70%
44.58%
45.10%
46.37%
44.00%
44.74%
47.26%
63.79%
68.18%
83.73%
46.45%
49.95%
47.06%
52.78%
39.43%
41.08%
42.50%
43.33%
44.29%
41.22%
42.43%
43.20%
41.24%
43.83%
47.80%