IntraAlpha
Create free account Start free

Global-E Online Ltd. Ordinary Shares GLBE

i

Market datapartial · fetched 2026-10-22T16:21:00.186Z

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 · 2026-10-22T16:20:52.248530115Z

FundamentalsAlpha Vantage · unavailable

Share price$41.04
1D+0.7%
$40.22$40.50$40.79$41.07$41.355:30 AM6:30 AM9:00 AM1:00 PMGLBE
Sold putSold call

Global-E Online Ltd. Ordinary Shares options

Live interpolated GLBE call and put midpoint premiums by absolute delta.Global-E Online Ltd. Ordinary Shares$0.55$2.46$4.38$6.30$8.21$32.27$36.69$41.11$45.53$49.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLBE spot · $41.03GLBE PRICE$0.75$1.00$1.26$1.55$1.93$2.31$2.69$3.08$3.46$4.21$4.95$5.69$6.43$0.97$1.29$1.61$1.93$2.25$2.75$3.26$3.77$4.28$4.80$5.53$6.59$7.66
PutsFair1.01×
CallsFair1.03×
SkewBullish-1.34 pp
Implied moveBearish±$5.96
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2758.5%19.5%35.5967.2%15.6%
25Δ47.0559.5%17.1%36.6965.8%13.7%
30Δ45.8260.5%14.7%37.7964.3%11.8%
35Δ44.6961.3%12.7%38.8962.9%9.9%
40Δ43.7561.5%11.3%39.9961.5%8.0%
45Δ42.8161.7%10.0%40.8960.8%7.1%
50Δ41.8761.9%8.6%41.7860.1%6.1%
55Δ40.9262.1%7.2%42.6859.4%5.2%
60Δ39.9862.4%5.9%43.5758.7%4.3%
65Δ38.9063.3%5.1%44.4658.0%3.3%
70Δ37.8364.1%4.2%45.5257.5%2.5%
75Δ36.7565.0%3.4%46.8257.3%2.0%
80Δ35.6765.9%2.6%48.1257.0%1.4%

20Δ

Calls
Pseudo strike
48.27
IV
58.5%
B/E move
19.5%
Puts
Pseudo strike
35.59
IV
67.2%
B/E move
15.6%

25Δ

Calls
Pseudo strike
47.05
IV
59.5%
B/E move
17.1%
Puts
Pseudo strike
36.69
IV
65.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
45.82
IV
60.5%
B/E move
14.7%
Puts
Pseudo strike
37.79
IV
64.3%
B/E move
11.8%

35Δ

Calls
Pseudo strike
44.69
IV
61.3%
B/E move
12.7%
Puts
Pseudo strike
38.89
IV
62.9%
B/E move
9.9%

40Δ

Calls
Pseudo strike
43.75
IV
61.5%
B/E move
11.3%
Puts
Pseudo strike
39.99
IV
61.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
42.81
IV
61.7%
B/E move
10.0%
Puts
Pseudo strike
40.89
IV
60.8%
B/E move
7.1%

50Δ

Calls
Pseudo strike
41.87
IV
61.9%
B/E move
8.6%
Puts
Pseudo strike
41.78
IV
60.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
40.92
IV
62.1%
B/E move
7.2%
Puts
Pseudo strike
42.68
IV
59.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
39.98
IV
62.4%
B/E move
5.9%
Puts
Pseudo strike
43.57
IV
58.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
38.90
IV
63.3%
B/E move
5.1%
Puts
Pseudo strike
44.46
IV
58.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
37.83
IV
64.1%
B/E move
4.2%
Puts
Pseudo strike
45.52
IV
57.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
36.75
IV
65.0%
B/E move
3.4%
Puts
Pseudo strike
46.82
IV
57.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
35.67
IV
65.9%
B/E move
2.6%
Puts
Pseudo strike
48.12
IV
57.0%
B/E move
1.4%

Options history

No recorded observations