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Global-E Online Ltd. Ordinary Shares GLBE

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-11-11T14:05:47.820Z

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 · 2026-11-11T12:10:47.971006464Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:05:46.770187+00:00

Share price$42.05
1D
Price history unavailable.

Global-E Online Ltd. Ordinary Shares options

Live interpolated GLBE call and put midpoint premiums by absolute delta.Global-E Online Ltd. Ordinary Shares$0.47$3.36$6.24$9.13$12.01$31.58$36.53$41.48$46.44$51.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLBE spot · $42.05GLBE PRICE$0.79$1.07$1.36$1.65$1.96$2.36$2.76$3.16$3.56$3.96$4.64$5.33$6.01$1.02$1.37$1.71$2.05$2.73$3.45$4.18$4.90$5.71$6.67$7.62$8.57$11.18
PutsExpensive1.95×
CallsExpensive1.80×
SkewBearish+16.86 pp
Implied moveBearish±$6.94
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.84114.9%20.4%36.41117.0%15.9%
25Δ48.56114.8%18.0%37.55117.4%13.9%
30Δ47.28114.7%15.7%38.70117.7%12.0%
35Δ46.00114.6%13.3%39.85118.1%10.1%
40Δ44.79114.2%11.2%40.97121.7%9.1%
45Δ43.83113.1%9.8%42.08125.9%8.1%
50Δ42.87111.9%8.5%43.20130.0%7.2%
55Δ41.91110.8%7.2%44.31134.1%6.3%
60Δ40.95109.6%5.8%45.51136.1%5.4%
65Δ39.99108.4%4.5%46.83134.4%4.5%
70Δ39.00106.1%3.8%48.15132.8%3.6%
75Δ38.01103.8%3.0%49.48131.2%2.7%
80Δ37.01101.5%2.3%52.35141.2%2.1%

20Δ

Calls
Pseudo strike
49.84
IV
114.9%
B/E move
20.4%
Puts
Pseudo strike
36.41
IV
117.0%
B/E move
15.9%

25Δ

Calls
Pseudo strike
48.56
IV
114.8%
B/E move
18.0%
Puts
Pseudo strike
37.55
IV
117.4%
B/E move
13.9%

30Δ

Calls
Pseudo strike
47.28
IV
114.7%
B/E move
15.7%
Puts
Pseudo strike
38.70
IV
117.7%
B/E move
12.0%

35Δ

Calls
Pseudo strike
46.00
IV
114.6%
B/E move
13.3%
Puts
Pseudo strike
39.85
IV
118.1%
B/E move
10.1%

40Δ

Calls
Pseudo strike
44.79
IV
114.2%
B/E move
11.2%
Puts
Pseudo strike
40.97
IV
121.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
43.83
IV
113.1%
B/E move
9.8%
Puts
Pseudo strike
42.08
IV
125.9%
B/E move
8.1%

50Δ

Calls
Pseudo strike
42.87
IV
111.9%
B/E move
8.5%
Puts
Pseudo strike
43.20
IV
130.0%
B/E move
7.2%

55Δ

Calls
Pseudo strike
41.91
IV
110.8%
B/E move
7.2%
Puts
Pseudo strike
44.31
IV
134.1%
B/E move
6.3%

60Δ

Calls
Pseudo strike
40.95
IV
109.6%
B/E move
5.8%
Puts
Pseudo strike
45.51
IV
136.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
39.99
IV
108.4%
B/E move
4.5%
Puts
Pseudo strike
46.83
IV
134.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
39.00
IV
106.1%
B/E move
3.8%
Puts
Pseudo strike
48.15
IV
132.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
38.01
IV
103.8%
B/E move
3.0%
Puts
Pseudo strike
49.48
IV
131.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
37.01
IV
101.5%
B/E move
2.3%
Puts
Pseudo strike
52.35
IV
141.2%
B/E move
2.1%

Options history

IV · four-Friday blend55.34%
Daily EOD
GLBE49.7%52.7%55.8%2026-10-19: 50.83%2026-10-20: 50.33%2026-10-21: 50.19%2026-10-22: 50.71%2026-10-23: 50.18%2026-10-26: 51.69%2026-10-27: 51.56%2026-10-28: 52.38%2026-10-29: 50.11%2026-10-30: 55.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.83%
50.33%
50.19%
50.71%
50.18%
51.69%
51.56%
52.38%
50.11%
55.34%