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Globe Life Inc. GL

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-11-11T13:46:51.970Z

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 · 2026-11-11T10:41:30.611205939Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:46:51.473826+00:00

Share price$163.14
1D
Price history unavailable.

Globe Life Inc. options

Live interpolated GL call and put midpoint premiums by absolute delta.Globe Life Inc.$0.54$3.27$6.00$8.73$11.46$155.38$160.00$164.62$169.23$173.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GL spot · $163.14GL PRICE$0.84$1.26$1.68$2.10$2.52$2.97$3.49$4.01$4.53$5.05$6.57$8.49$10.67$1.20$1.31$1.42$1.68$1.98$2.27$2.57$2.86$3.16
Puts——
CallsExpensive1.33×
Skew——
Implied moveBullish±$6.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ169.5727.3%4.5%155.0540.2%5.7%
25Δ168.6028.9%4.1%157.2734.5%4.4%
30Δ167.6330.6%3.8%159.4928.9%3.1%
35Δ166.6732.3%3.4%160.6426.9%2.6%
40Δ165.7034.0%3.1%161.4826.0%2.2%
45Δ164.7035.0%2.8%162.3125.1%1.9%
50Δ163.6034.4%2.4%163.1524.2%1.6%
55Δ162.5133.9%2.1%163.9823.2%1.2%
60Δ161.4133.3%1.7%164.8222.3%0.9%
65Δ160.3132.7%1.4%
70Δ158.4936.2%1.2%
75Δ156.3941.2%1.1%
80Δ153.9645.8%0.9%

20Δ

Calls
Pseudo strike
169.57
IV
27.3%
B/E move
4.5%
Puts
Pseudo strike
155.05
IV
40.2%
B/E move
5.7%

25Δ

Calls
Pseudo strike
168.60
IV
28.9%
B/E move
4.1%
Puts
Pseudo strike
157.27
IV
34.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
167.63
IV
30.6%
B/E move
3.8%
Puts
Pseudo strike
159.49
IV
28.9%
B/E move
3.1%

35Δ

Calls
Pseudo strike
166.67
IV
32.3%
B/E move
3.4%
Puts
Pseudo strike
160.64
IV
26.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
165.70
IV
34.0%
B/E move
3.1%
Puts
Pseudo strike
161.48
IV
26.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
164.70
IV
35.0%
B/E move
2.8%
Puts
Pseudo strike
162.31
IV
25.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
163.60
IV
34.4%
B/E move
2.4%
Puts
Pseudo strike
163.15
IV
24.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
162.51
IV
33.9%
B/E move
2.1%
Puts
Pseudo strike
163.98
IV
23.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
161.41
IV
33.3%
B/E move
1.7%
Puts
Pseudo strike
164.82
IV
22.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
160.31
IV
32.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
158.49
IV
36.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
156.39
IV
41.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
153.96
IV
45.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.72%
Daily close
GL21.3%24.7%28.1%2026-08-13: 23.51%2026-08-14: 22.46%2026-08-17: 24.55%2026-08-18: 25.88%2026-08-19: 27.66%2026-08-21: 22.41%2026-08-24: 22.62%2026-08-25: 23.52%2026-08-26: 22.63%2026-08-27: 21.81%2026-08-28: 22.40%2026-08-31: 22.57%2026-09-01: 23.50%2026-09-02: 22.18%2026-09-03: 22.59%2026-09-04: 22.27%2026-09-08: 24.05%2026-09-09: 24.38%2026-09-10: 23.41%2026-09-11: 22.51%2026-09-15: 24.65%2026-09-16: 26.84%2026-09-18: 23.73%2026-09-21: 24.43%2026-09-22: 23.66%2026-09-23: 24.39%2026-09-24: 23.92%2026-09-25: 24.39%2026-09-28: 24.68%2026-09-29: 24.82%2026-09-30: 24.28%2026-10-01: 23.90%2026-10-02: 23.76%2026-10-05: 24.04%2026-10-06: 24.23%2026-10-07: 23.89%2026-10-08: 24.23%2026-10-09: 24.53%2026-10-13: 25.80%2026-10-16: 24.69%2026-10-19: 24.84%2026-10-20: 25.22%2026-10-21: 25.40%2026-10-22: 22.03%2026-10-23: 23.12%2026-10-26: 23.01%2026-10-27: 23.47%2026-10-28: 22.23%2026-10-29: 22.54%2026-10-30: 22.72%Aug 13Sep 22Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.51%
22.46%
24.55%
25.88%
27.66%
22.41%
22.62%
23.52%
22.63%
21.81%
22.40%
22.57%
23.50%
22.18%
22.59%
22.27%
24.05%
24.38%
23.41%
22.51%
24.65%
26.84%
23.73%
24.43%
23.66%
24.39%
23.92%
24.39%
24.68%
24.82%
24.28%
23.90%
23.76%
24.04%
24.23%
23.89%
24.23%
24.53%
25.80%
24.69%
24.84%
25.22%
25.40%
22.03%
23.12%
23.01%
23.47%
22.23%
22.54%
22.72%