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Glaukos Corp GKOS

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T14:28:34.263Z

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 · 2026-10-22T14:28:05.091148217Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:28:32.286761+00:00

Share price$177.31
1D+0.0%
$175.91$176.53$177.15$177.77$178.395:30 AM6:30 AM9:00 AM1:00 PMGKOS
Sold putSold call

Glaukos Corp options

Live interpolated GKOS call and put midpoint premiums by absolute delta.Glaukos Corp$2.47$12.90$23.32$33.75$44.18$132.40$154.97$177.54$200.12$222.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GKOS spot · $177.31GKOS PRICE$3.60$4.73$6.02$7.53$9.26$10.72$12.65$14.91$17.44$20.27$23.35$26.81$31.84$4.56$6.19$7.85$9.90$11.83$13.65$15.93$18.68$22.28$25.91$30.13$34.89$41.17
PutsExpensive1.26×
CallsExpensive1.28×
SkewBullish-0.93 pp
Implied moveBearish±$28.58
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ214.7970.6%23.2%152.5973.5%16.5%
25Δ206.9969.2%19.4%157.8474.2%14.5%
30Δ201.0869.6%16.8%162.9773.5%12.5%
35Δ196.0170.9%14.8%167.7474.2%11.0%
40Δ191.3072.6%13.1%172.3673.4%9.5%
45Δ186.1270.9%11.0%176.9470.9%7.9%
50Δ181.5071.4%9.5%181.3870.1%6.7%
55Δ177.0172.7%8.2%185.9670.1%5.7%
60Δ172.3974.1%7.1%191.0671.5%4.8%
65Δ167.6075.3%6.0%196.2471.6%3.9%
70Δ162.6276.0%4.9%201.8971.5%3.1%
75Δ157.3876.4%3.9%208.0071.3%2.4%
80Δ150.9279.8%3.1%215.4971.7%1.7%

20Δ

Calls
Pseudo strike
214.79
IV
70.6%
B/E move
23.2%
Puts
Pseudo strike
152.59
IV
73.5%
B/E move
16.5%

25Δ

Calls
Pseudo strike
206.99
IV
69.2%
B/E move
19.4%
Puts
Pseudo strike
157.84
IV
74.2%
B/E move
14.5%

30Δ

Calls
Pseudo strike
201.08
IV
69.6%
B/E move
16.8%
Puts
Pseudo strike
162.97
IV
73.5%
B/E move
12.5%

35Δ

Calls
Pseudo strike
196.01
IV
70.9%
B/E move
14.8%
Puts
Pseudo strike
167.74
IV
74.2%
B/E move
11.0%

40Δ

Calls
Pseudo strike
191.30
IV
72.6%
B/E move
13.1%
Puts
Pseudo strike
172.36
IV
73.4%
B/E move
9.5%

45Δ

Calls
Pseudo strike
186.12
IV
70.9%
B/E move
11.0%
Puts
Pseudo strike
176.94
IV
70.9%
B/E move
7.9%

50Δ

Calls
Pseudo strike
181.50
IV
71.4%
B/E move
9.5%
Puts
Pseudo strike
181.38
IV
70.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
177.01
IV
72.7%
B/E move
8.2%
Puts
Pseudo strike
185.96
IV
70.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
172.39
IV
74.1%
B/E move
7.1%
Puts
Pseudo strike
191.06
IV
71.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
167.60
IV
75.3%
B/E move
6.0%
Puts
Pseudo strike
196.24
IV
71.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
162.62
IV
76.0%
B/E move
4.9%
Puts
Pseudo strike
201.89
IV
71.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
157.38
IV
76.4%
B/E move
3.9%
Puts
Pseudo strike
208.00
IV
71.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
150.92
IV
79.8%
B/E move
3.1%
Puts
Pseudo strike
215.49
IV
71.7%
B/E move
1.7%

Options history

No recorded observations