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Gilead Sciences Inc GILD

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-10-20T06:09:04.786Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:19:21.616615916Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:09:04.154514+00:00

Share price$153.33
1D-1.8%
AH$153$154$155$156$1575:30 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$1.17$5.38$9.59$13.80$18.01$132.41$142.77$153.13$163.49$173.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GILD spot · $153.33GILD PRICE$1.63$2.09$2.88$3.61$4.34$5.13$6.05$7.67$7.93$9.82$11.01$13.00$15.81$2.06$2.74$3.61$4.20$5.37$5.82$7.02$8.14$9.46$11.32$13.10$14.72$16.79
PutsExpensive1.26×
CallsExpensive1.25×
SkewBearish+0.88 pp
Implied moveBearish±$13.07
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ168.0333.9%10.6%140.6839.0%9.6%
25Δ164.7832.7%8.8%143.4438.8%8.2%
30Δ163.2035.3%8.3%145.7639.8%7.3%
35Δ161.1536.2%7.4%148.3737.5%6.0%
40Δ158.8836.0%6.4%150.3839.4%5.4%
45Δ156.7535.9%5.6%152.6736.0%4.2%
50Δ154.6636.0%4.8%154.7336.7%3.7%
55Δ152.6339.7%4.5%156.7936.4%3.1%
60Δ150.7735.5%3.5%158.9436.4%2.5%
65Δ148.2938.2%3.1%161.4737.5%2.1%
70Δ146.1837.3%2.5%163.9337.6%1.6%
75Δ143.5238.5%2.1%166.2836.6%1.2%
80Δ140.1540.9%1.7%168.9735.9%0.8%

20Δ

Calls
Pseudo strike
168.03
IV
33.9%
B/E move
10.6%
Puts
Pseudo strike
140.68
IV
39.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
164.78
IV
32.7%
B/E move
8.8%
Puts
Pseudo strike
143.44
IV
38.8%
B/E move
8.2%

30Δ

Calls
Pseudo strike
163.20
IV
35.3%
B/E move
8.3%
Puts
Pseudo strike
145.76
IV
39.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
161.15
IV
36.2%
B/E move
7.4%
Puts
Pseudo strike
148.37
IV
37.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
158.88
IV
36.0%
B/E move
6.4%
Puts
Pseudo strike
150.38
IV
39.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
156.75
IV
35.9%
B/E move
5.6%
Puts
Pseudo strike
152.67
IV
36.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
154.66
IV
36.0%
B/E move
4.8%
Puts
Pseudo strike
154.73
IV
36.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
152.63
IV
39.7%
B/E move
4.5%
Puts
Pseudo strike
156.79
IV
36.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
150.77
IV
35.5%
B/E move
3.5%
Puts
Pseudo strike
158.94
IV
36.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
148.29
IV
38.2%
B/E move
3.1%
Puts
Pseudo strike
161.47
IV
37.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
146.18
IV
37.3%
B/E move
2.5%
Puts
Pseudo strike
163.93
IV
37.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
143.52
IV
38.5%
B/E move
2.1%
Puts
Pseudo strike
166.28
IV
36.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
140.15
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
168.97
IV
35.9%
B/E move
0.8%

Options history

GILD35.7635.7935.832026-10-19T19:55:27.950000+00:00: 35.79%Oct 19Oct 19
Table
ObservationIVSkewImplied move
35.79%6.09 pp8.52%