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Gilead Sciences Inc GILD

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T22:21:07.653Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:18:37.064417267Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:21:07.106553+00:00

Share price$156.19
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$0.50$2.48$4.47$6.45$8.43$145.72$150.81$155.91$161.00$166.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GILD spot · $156.19GILD PRICE$0.71$0.99$1.26$1.65$2.04$2.44$2.83$3.22$3.62$4.06$4.50$5.27$6.96$0.95$1.23$1.51$1.79$2.07$2.46$2.91$3.36$4.00$4.69$5.55$6.75$7.86
PutsExpensive1.10×
CallsCheap0.86×
SkewBearish+2.64 pp
Implied moveBalanced±$5.74
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.6528.1%4.0%149.6338.1%4.8%
25Δ160.8529.7%3.6%151.0636.8%4.1%
30Δ160.0431.2%3.3%152.5035.6%3.3%
35Δ159.1732.3%3.0%153.5734.2%2.8%
40Δ158.3033.2%2.7%154.6432.7%2.3%
45Δ157.4234.1%2.3%155.5932.2%2.0%
50Δ156.5133.4%2.0%156.4732.3%1.7%
55Δ155.6032.7%1.7%157.3532.3%1.4%
60Δ154.7331.9%1.4%158.3332.8%1.2%
65Δ153.9130.9%1.1%159.3333.3%1.0%
70Δ153.1029.8%0.9%160.4834.3%0.8%
75Δ152.0330.2%0.7%161.9236.0%0.6%
80Δ150.2035.0%0.6%163.3136.1%0.5%

20Δ

Calls
Pseudo strike
161.65
IV
28.1%
B/E move
4.0%
Puts
Pseudo strike
149.63
IV
38.1%
B/E move
4.8%

25Δ

Calls
Pseudo strike
160.85
IV
29.7%
B/E move
3.6%
Puts
Pseudo strike
151.06
IV
36.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
160.04
IV
31.2%
B/E move
3.3%
Puts
Pseudo strike
152.50
IV
35.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
159.17
IV
32.3%
B/E move
3.0%
Puts
Pseudo strike
153.57
IV
34.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
158.30
IV
33.2%
B/E move
2.7%
Puts
Pseudo strike
154.64
IV
32.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
157.42
IV
34.1%
B/E move
2.3%
Puts
Pseudo strike
155.59
IV
32.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
156.51
IV
33.4%
B/E move
2.0%
Puts
Pseudo strike
156.47
IV
32.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
155.60
IV
32.7%
B/E move
1.7%
Puts
Pseudo strike
157.35
IV
32.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
154.73
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
158.33
IV
32.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
153.91
IV
30.9%
B/E move
1.1%
Puts
Pseudo strike
159.33
IV
33.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
153.10
IV
29.8%
B/E move
0.9%
Puts
Pseudo strike
160.48
IV
34.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
152.03
IV
30.2%
B/E move
0.7%
Puts
Pseudo strike
161.92
IV
36.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
150.20
IV
35.0%
B/E move
0.6%
Puts
Pseudo strike
163.31
IV
36.1%
B/E move
0.5%