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Glass House Brands Inc. GLAS

i

Market datapartial · fetched 2026-11-11T13:44:41.266Z

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 · 2026-11-11T13:13:07.346459366Z

FundamentalsAlpha Vantage · unavailable

Share price$2.04
1D
Price history unavailable.

Glass House Brands Inc. options

Live interpolated GLAS call and put midpoint premiums by absolute delta.Glass House Brands Inc.$0.24$0.33$0.43$0.52$0.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICEGLAS PRICE$0.34$0.39$0.44$0.49$0.54$0.59$0.25$0.32$0.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.07178.4%11.0%
50Δ2.16183.8%9.8%
55Δ2.16298.4%22.7%2.26189.2%8.6%
60Δ2.03301.5%18.5%
65Δ1.91292.4%15.3%
70Δ1.80279.9%12.3%
75Δ1.69267.4%9.4%
80Δ1.58254.9%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
178.4%
B/E move
11.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
183.8%
B/E move
9.8%

55Δ

Calls
Pseudo strike
2.16
IV
298.4%
B/E move
22.7%
Puts
Pseudo strike
2.26
IV
189.2%
B/E move
8.6%

60Δ

Calls
Pseudo strike
2.03
IV
301.5%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.91
IV
292.4%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.80
IV
279.9%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.69
IV
267.4%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.58
IV
254.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend163.83%
Daily EOD
GLAS103.7%158.7%213.6%2026-10-19: 161.65%2026-10-20: 111.32%2026-10-21: 157.62%2026-10-22: 164.11%2026-10-23: 174.71%2026-10-26: 193.47%2026-10-27: 206.07%2026-10-28: 144.86%2026-10-29: 156.16%2026-10-30: 163.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
161.65%
111.32%
157.62%
164.11%
174.71%
193.47%
206.07%
144.86%
156.16%
163.83%