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Glaukos Corporation GKOS

i

Market dataready · fetched 2026-11-12T00:54:13.665Z

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 · 2026-11-12T00:00:00.002335529Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:13.267113+00:00

Share price$247.16
1D+5.2%
AH$234$238$242$245$2495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGKOS
Sold putSold callAH

Glaukos Corporation options

Live interpolated GKOS call and put midpoint premiums by absolute delta.Glaukos Corporation$1.80$7.16$12.52$17.87$23.23$208.81$226.54$244.28$262.02$279.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GKOS spot · $247.16GKOS PRICE$2.38$3.06$3.81$4.91$6.00$7.10$8.52$10.18$11.84$13.58$15.96$18.34$21.20$2.79$3.63$4.50$5.38$6.60$7.81$9.02$10.44$12.21$13.98$15.76$18.57$21.68
PutsCheap0.90×
CallsCheap0.86×
SkewBullish-2.13 pp
Implied moveBearish±$17.55
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ268.2457.3%9.5%228.9561.6%8.5%
25Δ263.6755.0%7.9%232.9859.3%7.2%
30Δ259.4653.4%6.5%236.5457.6%6.1%
35Δ256.6954.3%5.8%240.0856.0%5.0%
40Δ253.9155.2%5.2%242.8055.5%4.4%
45Δ251.1456.1%4.5%245.5355.0%3.8%
50Δ248.3157.1%3.9%248.2654.5%3.2%
55Δ245.4358.1%3.4%251.0154.1%2.7%
60Δ242.5559.0%2.9%253.8053.7%2.3%
65Δ239.6159.9%2.4%256.5953.3%1.8%
70Δ236.2060.3%2.0%259.3853.0%1.4%
75Δ232.8060.6%1.6%262.9953.1%1.1%
80Δ228.9761.6%1.2%266.8353.3%0.8%

20Δ

Calls
Pseudo strike
268.24
IV
57.3%
B/E move
9.5%
Puts
Pseudo strike
228.95
IV
61.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
263.67
IV
55.0%
B/E move
7.9%
Puts
Pseudo strike
232.98
IV
59.3%
B/E move
7.2%

30Δ

Calls
Pseudo strike
259.46
IV
53.4%
B/E move
6.5%
Puts
Pseudo strike
236.54
IV
57.6%
B/E move
6.1%

35Δ

Calls
Pseudo strike
256.69
IV
54.3%
B/E move
5.8%
Puts
Pseudo strike
240.08
IV
56.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
253.91
IV
55.2%
B/E move
5.2%
Puts
Pseudo strike
242.80
IV
55.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
251.14
IV
56.1%
B/E move
4.5%
Puts
Pseudo strike
245.53
IV
55.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
248.31
IV
57.1%
B/E move
3.9%
Puts
Pseudo strike
248.26
IV
54.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
245.43
IV
58.1%
B/E move
3.4%
Puts
Pseudo strike
251.01
IV
54.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
242.55
IV
59.0%
B/E move
2.9%
Puts
Pseudo strike
253.80
IV
53.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
239.61
IV
59.9%
B/E move
2.4%
Puts
Pseudo strike
256.59
IV
53.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
236.20
IV
60.3%
B/E move
2.0%
Puts
Pseudo strike
259.38
IV
53.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
232.80
IV
60.6%
B/E move
1.6%
Puts
Pseudo strike
262.99
IV
53.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
228.97
IV
61.6%
B/E move
1.2%
Puts
Pseudo strike
266.83
IV
53.3%
B/E move
0.8%

Options history

IV · four-Friday blend48.45%
Daily close
GKOS39.1%54.1%69.2%2026-08-13: 43.03%2026-08-14: 41.17%2026-08-17: 43.24%2026-08-18: 44.41%2026-08-19: 44.65%2026-08-20: 50.58%2026-08-21: 46.45%2026-08-24: 46.01%2026-08-25: 46.75%2026-08-26: 46.61%2026-08-27: 46.86%2026-08-28: 46.55%2026-08-31: 45.84%2026-09-01: 47.93%2026-09-02: 48.20%2026-09-03: 46.80%2026-09-04: 47.86%2026-09-08: 50.13%2026-09-09: 49.54%2026-09-10: 50.23%2026-09-11: 49.89%2026-09-14: 52.18%2026-09-15: 51.60%2026-09-16: 52.79%2026-09-17: 56.18%2026-09-18: 50.92%2026-09-21: 51.15%2026-09-22: 50.98%2026-09-23: 51.83%2026-09-24: 50.25%2026-09-25: 51.97%2026-09-28: 54.63%2026-09-29: 54.64%2026-09-30: 55.12%2026-10-01: 55.72%2026-10-02: 56.43%2026-10-05: 58.92%2026-10-06: 58.60%2026-10-07: 53.47%2026-10-08: 58.19%2026-10-09: 56.20%2026-10-12: 57.98%2026-10-13: 58.70%2026-10-14: 62.02%2026-10-15: 62.96%2026-10-16: 59.96%2026-10-19: 60.14%2026-10-20: 59.19%2026-10-21: 59.33%2026-10-22: 60.63%2026-10-23: 60.19%2026-10-26: 62.14%2026-10-27: 61.97%2026-10-28: 67.09%2026-10-29: 48.55%2026-10-30: 48.45%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
43.03%
41.17%
43.24%
44.41%
44.65%
50.58%
46.45%
46.01%
46.75%
46.61%
46.86%
46.55%
45.84%
47.93%
48.20%
46.80%
47.86%
50.13%
49.54%
50.23%
49.89%
52.18%
51.60%
52.79%
56.18%
50.92%
51.15%
50.98%
51.83%
50.25%
51.97%
54.63%
54.64%
55.12%
55.72%
56.43%
58.92%
58.60%
53.47%
58.19%
56.20%
57.98%
58.70%
62.02%
62.96%
59.96%
60.14%
59.19%
59.33%
60.63%
60.19%
62.14%
61.97%
67.09%
48.55%
48.45%