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Global-E Online Ltd GLBE

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-22T11:10:55.205Z

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 · 2026-10-22T09:42:54.84768707Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:10:53.441851+00:00

Share price$40.80
1D
Price history unavailable.

Global-E Online Ltd options

Live interpolated GLBE call and put midpoint premiums by absolute delta.Global-E Online Ltd$0.55$2.58$4.61$6.63$8.66$32.20$36.79$41.38$45.98$50.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLBE spot · $40.80GLBE PRICE$0.83$1.01$1.19$1.56$1.98$2.39$2.81$3.23$3.79$4.71$5.63$6.54$8.07$0.77$0.99$1.20$1.42$1.63$2.13$2.66$3.19$3.72$4.24$4.77
PutsCheap0.84×
CallsExpensive1.17×
SkewBullish-19.47 pp
Implied moveBullish±$5.47
TiltBullish24.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.1373.9%27.4%36.0055.4%13.6%
25Δ48.3566.8%21.0%36.9853.1%11.8%
30Δ45.5659.6%14.6%37.9650.7%9.9%
35Δ44.2759.5%12.3%38.9448.4%8.0%
40Δ43.3761.1%11.1%39.9146.1%6.2%
45Δ42.4662.7%9.9%40.7246.6%5.4%
50Δ41.5564.4%8.7%41.5147.4%4.8%
55Δ40.6466.0%7.5%42.3048.2%4.1%
60Δ39.6468.2%6.4%43.0849.1%3.5%
65Δ38.3971.9%5.6%43.8749.9%2.9%
70Δ37.1475.6%4.8%44.6650.7%2.2%
75Δ35.9079.3%4.0%
80Δ34.0988.7%3.3%

20Δ

Calls
Pseudo strike
51.13
IV
73.9%
B/E move
27.4%
Puts
Pseudo strike
36.00
IV
55.4%
B/E move
13.6%

25Δ

Calls
Pseudo strike
48.35
IV
66.8%
B/E move
21.0%
Puts
Pseudo strike
36.98
IV
53.1%
B/E move
11.8%

30Δ

Calls
Pseudo strike
45.56
IV
59.6%
B/E move
14.6%
Puts
Pseudo strike
37.96
IV
50.7%
B/E move
9.9%

35Δ

Calls
Pseudo strike
44.27
IV
59.5%
B/E move
12.3%
Puts
Pseudo strike
38.94
IV
48.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
43.37
IV
61.1%
B/E move
11.1%
Puts
Pseudo strike
39.91
IV
46.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
42.46
IV
62.7%
B/E move
9.9%
Puts
Pseudo strike
40.72
IV
46.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
41.55
IV
64.4%
B/E move
8.7%
Puts
Pseudo strike
41.51
IV
47.4%
B/E move
4.8%

55Δ

Calls
Pseudo strike
40.64
IV
66.0%
B/E move
7.5%
Puts
Pseudo strike
42.30
IV
48.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
39.64
IV
68.2%
B/E move
6.4%
Puts
Pseudo strike
43.08
IV
49.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
38.39
IV
71.9%
B/E move
5.6%
Puts
Pseudo strike
43.87
IV
49.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
37.14
IV
75.6%
B/E move
4.8%
Puts
Pseudo strike
44.66
IV
50.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
35.90
IV
79.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.09
IV
88.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations