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General Mills, Inc. GIS

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Market datapartial · fetched 2026-10-23T03:51:17.557Z

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 · 2026-10-22T23:54:51.045207984Z

FundamentalsAlpha Vantage · unavailable

Share price$35.10
1D+6.6%
AH$32.69$33.36$34.03$34.69$35.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGIS
Sold putSold callAH

General Mills, Inc. options

Live interpolated GIS call and put midpoint premiums by absolute delta.General Mills, Inc.$0.02$3.24$6.46$9.67$12.89$30.20$32.50$34.81$37.11$39.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GIS spot · $35.10GIS PRICE$0.37$0.48$0.62$0.79$0.95$1.12$1.28$1.47$1.84$2.21$2.58$2.95$3.39$0.40$0.55$0.70$0.86$1.01$1.16$1.49$1.85$2.21$2.57$2.92$7.29$11.96
PutsExpensive1.23×
CallsExpensive1.07×
SkewBearish+5.96 pp
Implied moveBearish±$2.77
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4633.2%10.6%32.5934.3%8.3%
25Δ37.7733.6%9.0%33.0634.0%7.4%
30Δ37.2233.7%7.8%33.5333.6%6.5%
35Δ36.7733.7%7.0%34.0033.2%5.6%
40Δ36.3133.6%6.2%34.4732.9%4.7%
45Δ35.8633.6%5.3%34.9532.5%3.7%
50Δ35.4033.5%4.5%35.4533.4%3.3%
55Δ34.9433.6%3.7%35.9534.6%2.8%
60Δ34.4234.7%3.3%36.4535.7%2.4%
65Δ33.9035.8%2.9%36.9636.8%2.0%
70Δ33.3837.0%2.4%37.4637.9%1.6%
75Δ32.8638.1%2.0%41.8062.4%1.7%
80Δ32.2738.3%1.6%46.4488.8%1.8%

20Δ

Calls
Pseudo strike
38.46
IV
33.2%
B/E move
10.6%
Puts
Pseudo strike
32.59
IV
34.3%
B/E move
8.3%

25Δ

Calls
Pseudo strike
37.77
IV
33.6%
B/E move
9.0%
Puts
Pseudo strike
33.06
IV
34.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
37.22
IV
33.7%
B/E move
7.8%
Puts
Pseudo strike
33.53
IV
33.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
36.77
IV
33.7%
B/E move
7.0%
Puts
Pseudo strike
34.00
IV
33.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
36.31
IV
33.6%
B/E move
6.2%
Puts
Pseudo strike
34.47
IV
32.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
35.86
IV
33.6%
B/E move
5.3%
Puts
Pseudo strike
34.95
IV
32.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
35.40
IV
33.5%
B/E move
4.5%
Puts
Pseudo strike
35.45
IV
33.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
34.94
IV
33.6%
B/E move
3.7%
Puts
Pseudo strike
35.95
IV
34.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
34.42
IV
34.7%
B/E move
3.3%
Puts
Pseudo strike
36.45
IV
35.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
33.90
IV
35.8%
B/E move
2.9%
Puts
Pseudo strike
36.96
IV
36.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
33.38
IV
37.0%
B/E move
2.4%
Puts
Pseudo strike
37.46
IV
37.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
32.86
IV
38.1%
B/E move
2.0%
Puts
Pseudo strike
41.80
IV
62.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
32.27
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
46.44
IV
88.8%
B/E move
1.8%

Options history

No recorded observations