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Gilead Sciences Inc GILD

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T21:49:55.947Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:38:47.280918045Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:55.508475+00:00

Share price$156.82
1D-1.0%
AH$155$156$158$159$1605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGILD
Sold putSold callAH

Gilead Sciences Inc options

Live interpolated GILD call and put midpoint premiums by absolute delta.Gilead Sciences Inc$0.37$2.96$5.55$8.14$10.72$145.64$150.94$156.24$161.54$166.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GILD spot · $156.82GILD PRICE$0.65$0.91$1.17$1.49$1.85$2.22$2.57$2.91$3.24$3.58$3.91$4.23$4.56$1.00$1.30$1.60$1.91$2.26$2.76$3.25$3.92$4.69$5.68$6.99$8.29$9.98
PutsExpensive1.26×
CallsCheap0.75×
SkewBearish+11.52 pp
Implied moveBearish±$5.82
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.8325.6%3.6%149.9139.9%5.0%
25Δ161.0726.9%3.3%151.4438.8%4.3%
30Δ160.3128.2%3.0%152.8737.7%3.5%
35Δ159.5329.1%2.7%154.0536.3%3.0%
40Δ158.7229.8%2.4%155.1935.3%2.5%
45Δ157.9130.5%2.1%156.1735.7%2.2%
50Δ157.1130.3%1.8%157.1436.1%1.9%
55Δ156.3229.3%1.5%158.2137.0%1.6%
60Δ155.5428.3%1.3%159.3338.2%1.4%
65Δ154.8127.2%1.0%160.6340.0%1.2%
70Δ154.2025.6%0.8%162.2242.8%1.0%
75Δ153.5924.0%0.6%163.8543.8%0.8%
80Δ152.9922.4%0.5%165.8645.4%0.6%

20Δ

Calls
Pseudo strike
161.83
IV
25.6%
B/E move
3.6%
Puts
Pseudo strike
149.91
IV
39.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
161.07
IV
26.9%
B/E move
3.3%
Puts
Pseudo strike
151.44
IV
38.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
160.31
IV
28.2%
B/E move
3.0%
Puts
Pseudo strike
152.87
IV
37.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
159.53
IV
29.1%
B/E move
2.7%
Puts
Pseudo strike
154.05
IV
36.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
158.72
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
155.19
IV
35.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
157.91
IV
30.5%
B/E move
2.1%
Puts
Pseudo strike
156.17
IV
35.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
157.11
IV
30.3%
B/E move
1.8%
Puts
Pseudo strike
157.14
IV
36.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
156.32
IV
29.3%
B/E move
1.5%
Puts
Pseudo strike
158.21
IV
37.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
155.54
IV
28.3%
B/E move
1.3%
Puts
Pseudo strike
159.33
IV
38.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
154.81
IV
27.2%
B/E move
1.0%
Puts
Pseudo strike
160.63
IV
40.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
154.20
IV
25.6%
B/E move
0.8%
Puts
Pseudo strike
162.22
IV
42.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
153.59
IV
24.0%
B/E move
0.6%
Puts
Pseudo strike
163.85
IV
43.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
152.99
IV
22.4%
B/E move
0.5%
Puts
Pseudo strike
165.86
IV
45.4%
B/E move
0.6%