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Glaukos Corporation GKOS

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Market datapartial · fetched 2026-10-22T21:08:31.249Z

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 · 2026-10-22T20:10:00.003028836Z

FundamentalsAlpha Vantage · unavailable

Share price$176.69
1D-0.3%
AH$174$175$176$177$1795:30 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$2.47$13.33$24.20$35.06$45.93$130.74$153.62$176.49$199.37$222.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GKOS spot · $176.69GKOS PRICE$3.64$4.84$6.13$7.62$9.28$10.92$12.69$15.19$17.52$19.89$23.14$26.95$31.30$4.75$6.44$8.28$10.17$12.04$14.29$16.67$19.27$22.86$26.42$30.99$36.07$42.80
PutsExpensive1.32×
CallsExpensive1.29×
SkewBearish+0.80 pp
Implied moveBearish±$29.36
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ214.5471.4%23.5%151.2876.4%17.1%
25Δ207.3671.4%20.1%156.6877.2%15.0%
30Δ201.0871.4%17.3%161.9077.2%13.1%
35Δ195.7672.3%15.1%166.8976.6%11.3%
40Δ190.7873.2%13.2%171.7974.6%9.6%
45Δ185.7372.6%11.3%176.4574.1%8.2%
50Δ180.9572.1%9.6%181.0573.2%7.0%
55Δ176.4374.6%8.5%185.6772.3%5.8%
60Δ171.8174.9%7.2%190.8473.4%4.9%
65Δ167.1474.0%5.9%196.0373.1%4.0%
70Δ162.1075.5%4.8%202.0173.5%3.2%
75Δ156.6677.2%3.9%208.4473.6%2.4%
80Δ150.7478.5%3.0%216.3974.3%1.8%

20Δ

Calls
Pseudo strike
214.54
IV
71.4%
B/E move
23.5%
Puts
Pseudo strike
151.28
IV
76.4%
B/E move
17.1%

25Δ

Calls
Pseudo strike
207.36
IV
71.4%
B/E move
20.1%
Puts
Pseudo strike
156.68
IV
77.2%
B/E move
15.0%

30Δ

Calls
Pseudo strike
201.08
IV
71.4%
B/E move
17.3%
Puts
Pseudo strike
161.90
IV
77.2%
B/E move
13.1%

35Δ

Calls
Pseudo strike
195.76
IV
72.3%
B/E move
15.1%
Puts
Pseudo strike
166.89
IV
76.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
190.78
IV
73.2%
B/E move
13.2%
Puts
Pseudo strike
171.79
IV
74.6%
B/E move
9.6%

45Δ

Calls
Pseudo strike
185.73
IV
72.6%
B/E move
11.3%
Puts
Pseudo strike
176.45
IV
74.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
180.95
IV
72.1%
B/E move
9.6%
Puts
Pseudo strike
181.05
IV
73.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
176.43
IV
74.6%
B/E move
8.5%
Puts
Pseudo strike
185.67
IV
72.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
171.81
IV
74.9%
B/E move
7.2%
Puts
Pseudo strike
190.84
IV
73.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
167.14
IV
74.0%
B/E move
5.9%
Puts
Pseudo strike
196.03
IV
73.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
162.10
IV
75.5%
B/E move
4.8%
Puts
Pseudo strike
202.01
IV
73.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
156.66
IV
77.2%
B/E move
3.9%
Puts
Pseudo strike
208.44
IV
73.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
150.74
IV
78.5%
B/E move
3.0%
Puts
Pseudo strike
216.39
IV
74.3%
B/E move
1.8%

Options history

No recorded observations