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General Mills, Inc. GIS

i

Market dataready · fetched 2026-11-13T17:10:39.176Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T17:10:36.041016032Z

FundamentalsSEC EDGAR · ready · as of 2026-08-30 · fetched 2026-11-13T17:10:38.352190+00:00

Share price$34.18
1D+1.6%
$33.52$33.74$33.96$34.17$34.395:30 AM6:30 AM9:00 AM1:00 PMGIS
Sold putSold call

General Mills, Inc. options

Live interpolated GIS call and put midpoint premiums by absolute delta.General Mills, Inc.$0.11$1.07$2.04$3.01$3.97$31.62$32.85$34.09$35.32$36.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GIS spot · $34.17GIS PRICE$0.21$0.27$0.32$0.43$0.59$0.76$0.92$1.08$1.25$1.41$1.58$1.74$1.91$0.23$0.33$0.43$0.52$0.62$0.72$0.81$0.91$1.01$1.10$1.67$2.68$3.70
PutsCheap0.89×
CallsExpensive1.07×
SkewBullish-1.08 pp
Implied moveBullish±$1.73
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2840.8%6.8%32.7735.2%4.8%
25Δ35.7738.7%5.5%33.0035.2%4.4%
30Δ35.2736.6%4.1%33.2435.2%4.0%
35Δ34.8835.9%3.3%33.4735.2%3.6%
40Δ34.6236.8%3.0%33.7135.2%3.2%
45Δ34.3637.7%2.7%33.9435.2%2.8%
50Δ34.1038.6%2.5%34.1835.2%2.4%
55Δ33.8439.5%2.2%34.4135.2%2.0%
60Δ33.5740.4%1.9%34.6535.2%1.6%
65Δ33.3141.3%1.6%34.8935.2%1.1%
70Δ33.0542.2%1.3%35.5440.1%0.9%
75Δ32.7943.1%1.0%36.6049.7%0.8%
80Δ32.5344.0%0.8%37.6559.3%0.6%

20Δ

Calls
Pseudo strike
36.28
IV
40.8%
B/E move
6.8%
Puts
Pseudo strike
32.77
IV
35.2%
B/E move
4.8%

25Δ

Calls
Pseudo strike
35.77
IV
38.7%
B/E move
5.5%
Puts
Pseudo strike
33.00
IV
35.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
35.27
IV
36.6%
B/E move
4.1%
Puts
Pseudo strike
33.24
IV
35.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
34.88
IV
35.9%
B/E move
3.3%
Puts
Pseudo strike
33.47
IV
35.2%
B/E move
3.6%

40Δ

Calls
Pseudo strike
34.62
IV
36.8%
B/E move
3.0%
Puts
Pseudo strike
33.71
IV
35.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
34.36
IV
37.7%
B/E move
2.7%
Puts
Pseudo strike
33.94
IV
35.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
34.10
IV
38.6%
B/E move
2.5%
Puts
Pseudo strike
34.18
IV
35.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
33.84
IV
39.5%
B/E move
2.2%
Puts
Pseudo strike
34.41
IV
35.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
33.57
IV
40.4%
B/E move
1.9%
Puts
Pseudo strike
34.65
IV
35.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
33.31
IV
41.3%
B/E move
1.6%
Puts
Pseudo strike
34.89
IV
35.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.05
IV
42.2%
B/E move
1.3%
Puts
Pseudo strike
35.54
IV
40.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
32.79
IV
43.1%
B/E move
1.0%
Puts
Pseudo strike
36.60
IV
49.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
32.53
IV
44.0%
B/E move
0.8%
Puts
Pseudo strike
37.65
IV
59.3%
B/E move
0.6%

Options history

IV · four-Friday blend34.29%
Daily close
GIS29.3%33.6%37.9%2026-08-19: 32.95%2026-08-21: 29.88%2026-08-24: 30.93%2026-08-25: 30.94%2026-08-26: 30.91%2026-08-27: 31.26%2026-08-28: 31.12%2026-08-31: 31.09%2026-09-01: 31.19%2026-09-02: 30.14%2026-09-03: 32.55%2026-09-04: 31.30%2026-09-08: 37.33%2026-09-09: 34.67%2026-09-10: 35.83%2026-09-18: 34.64%2026-09-21: 33.78%2026-09-22: 33.26%2026-09-23: 32.13%2026-09-24: 30.48%2026-09-25: 31.87%2026-09-28: 32.58%2026-10-16: 33.41%2026-10-19: 32.70%2026-10-20: 32.58%2026-10-21: 33.46%2026-10-22: 34.08%2026-10-23: 33.95%2026-10-26: 33.20%2026-10-27: 33.90%2026-10-28: 33.37%2026-10-29: 33.91%2026-10-30: 34.29%Aug 19Sep 21Oct 30
33 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
32.95%
29.88%
30.93%
30.94%
30.91%
31.26%
31.12%
31.09%
31.19%
30.14%
32.55%
31.30%
37.33%
34.67%
35.83%
34.64%
33.78%
33.26%
32.13%
30.48%
31.87%
32.58%
33.41%
32.70%
32.58%
33.46%
34.08%
33.95%
33.20%
33.90%
33.37%
33.91%
34.29%