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Gildan Activewear Inc. GIL

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Market datapartial · fetched 2026-10-22T16:21:02.915Z

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 · 2026-10-22T16:20:54.780719014Z

FundamentalsAlpha Vantage · unavailable

Share price$40.78
1D+1.9%
$39.93$40.19$40.44$40.70$40.965:30 AM6:30 AM9:00 AM1:00 PMGIL
Sold putSold call

Gildan Activewear Inc. options

Live interpolated GIL call and put midpoint premiums by absolute delta.Gildan Activewear Inc.$0.64$2.59$4.55$6.50$8.45$32.74$36.60$40.46$44.31$48.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GIL spot · $40.77GIL PRICE$1.18$1.00$0.99$1.22$1.44$1.74$2.06$2.38$2.69$2.93$3.17$3.41$3.64$0.85$1.09$1.30$1.48$1.67$2.13$2.63$3.13$3.94$5.01$5.90$6.64$7.88
PutsFair0.98×
CallsExpensive1.37×
SkewBearish+4.46 pp
Implied moveBearish±$4.69
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.60106.5%39.3%35.8261.2%14.3%
25Δ47.3565.2%18.6%37.0558.4%11.8%
30Δ44.3847.9%11.3%38.0754.9%9.8%
35Δ43.5447.6%9.8%38.9751.1%8.1%
40Δ42.7147.3%8.3%39.8747.3%6.3%
45Δ41.9847.4%7.2%40.6548.4%5.5%
50Δ41.2847.6%6.3%41.4150.2%4.9%
55Δ40.5847.7%5.4%42.1652.1%4.3%
60Δ39.9247.5%4.5%43.1955.7%3.7%
65Δ39.3844.6%3.8%44.4360.7%3.3%
70Δ38.8541.7%3.1%45.5562.1%2.7%
75Δ38.3238.8%2.3%46.5960.3%2.0%
80Δ37.7936.0%1.6%48.0861.5%1.4%

20Δ

Calls
Pseudo strike
55.60
IV
106.5%
B/E move
39.3%
Puts
Pseudo strike
35.82
IV
61.2%
B/E move
14.3%

25Δ

Calls
Pseudo strike
47.35
IV
65.2%
B/E move
18.6%
Puts
Pseudo strike
37.05
IV
58.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
44.38
IV
47.9%
B/E move
11.3%
Puts
Pseudo strike
38.07
IV
54.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
43.54
IV
47.6%
B/E move
9.8%
Puts
Pseudo strike
38.97
IV
51.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
42.71
IV
47.3%
B/E move
8.3%
Puts
Pseudo strike
39.87
IV
47.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
41.98
IV
47.4%
B/E move
7.2%
Puts
Pseudo strike
40.65
IV
48.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
41.28
IV
47.6%
B/E move
6.3%
Puts
Pseudo strike
41.41
IV
50.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
40.58
IV
47.7%
B/E move
5.4%
Puts
Pseudo strike
42.16
IV
52.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
39.92
IV
47.5%
B/E move
4.5%
Puts
Pseudo strike
43.19
IV
55.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
39.38
IV
44.6%
B/E move
3.8%
Puts
Pseudo strike
44.43
IV
60.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
38.85
IV
41.7%
B/E move
3.1%
Puts
Pseudo strike
45.55
IV
62.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
38.32
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
46.59
IV
60.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
37.79
IV
36.0%
B/E move
1.6%
Puts
Pseudo strike
48.08
IV
61.5%
B/E move
1.4%

Options history

No recorded observations