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Gilat Satellite Networks Ltd. Ordinary Shares GILT

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Market datapartial · fetched 2026-10-22T23:53:23.867Z

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 · 2026-10-22T22:28:35.710785919Z

FundamentalsAlpha Vantage · unavailable

Share price$7.49
1D-4.5%
AH$7.40$7.50$7.61$7.72$7.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGILT
Sold putSold callAH

Gilat Satellite Networks Ltd. Ordinary Shares options

Live interpolated GILT call and put midpoint premiums by absolute delta.Gilat Satellite Networks Ltd. Ordinary Shares$0.13$0.72$1.31$1.91$2.50$4.78$6.33$7.88$9.44$10.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GILT spot · $7.49GILT PRICE$0.19$0.25$0.30$0.36$0.42$0.47$0.53$0.63$0.93$1.24$1.54$1.85$2.16$0.42$0.47$0.51$0.56$0.60$0.65$0.88$1.12$1.36$1.60$1.85$2.09$2.33
PutsExpensive1.45×
CallsExpensive1.40×
SkewBearish+13.06 pp
Implied moveBearish±$1.41
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.7689.3%32.9%5.43164.6%33.1%
25Δ9.4386.1%29.2%5.84147.5%28.2%
30Δ9.1083.0%25.5%6.25130.5%23.4%
35Δ8.7779.8%21.9%6.66113.4%18.5%
40Δ8.4476.6%18.2%7.0796.3%13.7%
45Δ8.1173.5%14.5%7.4879.2%8.8%
50Δ7.7870.3%10.9%7.7979.1%7.7%
55Δ7.4469.4%7.7%8.1080.0%6.8%
60Δ7.0880.1%7.0%8.4181.0%5.9%
65Δ6.7290.8%6.2%8.7281.9%5.0%
70Δ6.36101.4%5.5%9.0382.9%4.0%
75Δ6.00112.1%4.8%9.3483.8%3.1%
80Δ5.64122.8%4.1%9.6584.8%2.2%

20Δ

Calls
Pseudo strike
9.76
IV
89.3%
B/E move
32.9%
Puts
Pseudo strike
5.43
IV
164.6%
B/E move
33.1%

25Δ

Calls
Pseudo strike
9.43
IV
86.1%
B/E move
29.2%
Puts
Pseudo strike
5.84
IV
147.5%
B/E move
28.2%

30Δ

Calls
Pseudo strike
9.10
IV
83.0%
B/E move
25.5%
Puts
Pseudo strike
6.25
IV
130.5%
B/E move
23.4%

35Δ

Calls
Pseudo strike
8.77
IV
79.8%
B/E move
21.9%
Puts
Pseudo strike
6.66
IV
113.4%
B/E move
18.5%

40Δ

Calls
Pseudo strike
8.44
IV
76.6%
B/E move
18.2%
Puts
Pseudo strike
7.07
IV
96.3%
B/E move
13.7%

45Δ

Calls
Pseudo strike
8.11
IV
73.5%
B/E move
14.5%
Puts
Pseudo strike
7.48
IV
79.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
7.78
IV
70.3%
B/E move
10.9%
Puts
Pseudo strike
7.79
IV
79.1%
B/E move
7.7%

55Δ

Calls
Pseudo strike
7.44
IV
69.4%
B/E move
7.7%
Puts
Pseudo strike
8.10
IV
80.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
7.08
IV
80.1%
B/E move
7.0%
Puts
Pseudo strike
8.41
IV
81.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
6.72
IV
90.8%
B/E move
6.2%
Puts
Pseudo strike
8.72
IV
81.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
6.36
IV
101.4%
B/E move
5.5%
Puts
Pseudo strike
9.03
IV
82.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
6.00
IV
112.1%
B/E move
4.8%
Puts
Pseudo strike
9.34
IV
83.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.64
IV
122.8%
B/E move
4.1%
Puts
Pseudo strike
9.65
IV
84.8%
B/E move
2.2%

Options history

No recorded observations