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Glass House Brands Inc. GLAS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T08:59:44.232Z

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 · 2026-10-21T23:21:10.075797889Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:51:15.496691+00:00

Share price$2.37
1D-1.3%
AH$2.10$2.20$2.30$2.41$2.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLAS
Sold putSold callAH

Glass House Brands Inc. options

Live interpolated GLAS call and put midpoint premiums by absolute delta.Glass House Brands Inc.$0.00$3.96$7.93$11.89$15.85$-0.17$2.12$4.40$6.68$8.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLAS spot · $2.37GLAS PRICE$0.10$0.20$0.23$0.43$0.57$0.60$0.26$0.28$0.30$0.33$0.36$0.38$0.41$0.12$0.15$0.20$0.25$0.31$0.36$0.45$0.67$1.01$3.31$9.86$14.69$3.72
PutsCheap0.86×
CallsExpensive1.42×
SkewBullish-25.60 pp
Implied moveBearish±$0.71
TiltBearish77.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.93163.4%69.9%1.82139.1%28.6%
25Δ6.19284.9%169.5%1.99124.3%22.1%
30Δ7.77266.5%237.5%2.10123.7%19.8%
35Δ14.91507.5%547.0%2.21123.6%17.6%
40Δ18.92633.4%722.3%2.31123.5%15.3%
45Δ13.68549.8%502.5%2.42123.4%13.1%
50Δ2.61125.1%21.3%2.55128.3%11.3%
55Δ2.42106.8%14.0%2.78149.8%10.8%
60Δ2.35100.6%11.9%3.13178.6%10.5%
65Δ2.2794.4%9.8%5.36328.1%13.3%
70Δ2.2088.2%7.7%11.95447.0%12.1%
75Δ2.1282.1%5.6%16.79497.4%11.4%
80Δ2.0475.9%3.5%5.97259.0%5.1%

20Δ

Calls
Pseudo strike
3.93
IV
163.4%
B/E move
69.9%
Puts
Pseudo strike
1.82
IV
139.1%
B/E move
28.6%

25Δ

Calls
Pseudo strike
6.19
IV
284.9%
B/E move
169.5%
Puts
Pseudo strike
1.99
IV
124.3%
B/E move
22.1%

30Δ

Calls
Pseudo strike
7.77
IV
266.5%
B/E move
237.5%
Puts
Pseudo strike
2.10
IV
123.7%
B/E move
19.8%

35Δ

Calls
Pseudo strike
14.91
IV
507.5%
B/E move
547.0%
Puts
Pseudo strike
2.21
IV
123.6%
B/E move
17.6%

40Δ

Calls
Pseudo strike
18.92
IV
633.4%
B/E move
722.3%
Puts
Pseudo strike
2.31
IV
123.5%
B/E move
15.3%

45Δ

Calls
Pseudo strike
13.68
IV
549.8%
B/E move
502.5%
Puts
Pseudo strike
2.42
IV
123.4%
B/E move
13.1%

50Δ

Calls
Pseudo strike
2.61
IV
125.1%
B/E move
21.3%
Puts
Pseudo strike
2.55
IV
128.3%
B/E move
11.3%

55Δ

Calls
Pseudo strike
2.42
IV
106.8%
B/E move
14.0%
Puts
Pseudo strike
2.78
IV
149.8%
B/E move
10.8%

60Δ

Calls
Pseudo strike
2.35
IV
100.6%
B/E move
11.9%
Puts
Pseudo strike
3.13
IV
178.6%
B/E move
10.5%

65Δ

Calls
Pseudo strike
2.27
IV
94.4%
B/E move
9.8%
Puts
Pseudo strike
5.36
IV
328.1%
B/E move
13.3%

70Δ

Calls
Pseudo strike
2.20
IV
88.2%
B/E move
7.7%
Puts
Pseudo strike
11.95
IV
447.0%
B/E move
12.1%

75Δ

Calls
Pseudo strike
2.12
IV
82.1%
B/E move
5.6%
Puts
Pseudo strike
16.79
IV
497.4%
B/E move
11.4%

80Δ

Calls
Pseudo strike
2.04
IV
75.9%
B/E move
3.5%
Puts
Pseudo strike
5.97
IV
259.0%
B/E move
5.1%

Options history

No recorded observations