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GLOBANT S.A. GLOB

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-11T13:56:37.905Z

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 · 2026-11-11T13:51:34.751911538Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:56:37.053517+00:00

Share price$48.45
1D+0.7%
$48.07$48.17$48.28$48.38$48.485:30 AM6:30 AM9:00 AM1:00 PMGLOB
Sold putSold call

GLOBANT S.A. options

Live interpolated GLOB call and put midpoint premiums by absolute delta.GLOBANT S.A.$0.57$3.54$6.51$9.48$12.45$36.28$42.18$48.08$53.97$59.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLOB spot · $48.45GLOB PRICE$0.89$1.19$1.50$1.83$2.29$2.77$3.29$3.82$4.54$5.56$6.13$6.30$6.46$1.25$1.61$1.93$2.47$3.07$3.66$4.25$5.23$6.62$7.24$7.84$10.34$11.59
PutsExpensive1.60×
CallsExpensive1.65×
SkewBearish+9.65 pp
Implied moveBearish±$7.54
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.27113.5%20.0%41.57131.8%16.8%
25Δ55.62113.6%17.3%43.15128.2%14.3%
30Δ54.12112.9%14.8%44.68120.5%11.8%
35Δ52.71111.7%12.6%45.91121.4%10.4%
40Δ51.58114.8%11.2%47.06124.7%9.2%
45Δ50.50118.6%10.0%48.23124.8%8.0%
50Δ49.38120.5%8.7%49.40122.9%6.8%
55Δ48.22120.8%7.4%50.81127.2%5.9%
60Δ46.99124.8%6.4%52.46138.1%5.4%
65Δ45.65134.6%5.7%53.59131.0%4.3%
70Δ44.61131.8%4.7%54.70123.6%3.3%
75Δ43.87117.1%3.5%57.44137.6%2.8%
80Δ43.12102.5%2.3%59.07130.9%2.0%

20Δ

Calls
Pseudo strike
57.27
IV
113.5%
B/E move
20.0%
Puts
Pseudo strike
41.57
IV
131.8%
B/E move
16.8%

25Δ

Calls
Pseudo strike
55.62
IV
113.6%
B/E move
17.3%
Puts
Pseudo strike
43.15
IV
128.2%
B/E move
14.3%

30Δ

Calls
Pseudo strike
54.12
IV
112.9%
B/E move
14.8%
Puts
Pseudo strike
44.68
IV
120.5%
B/E move
11.8%

35Δ

Calls
Pseudo strike
52.71
IV
111.7%
B/E move
12.6%
Puts
Pseudo strike
45.91
IV
121.4%
B/E move
10.4%

40Δ

Calls
Pseudo strike
51.58
IV
114.8%
B/E move
11.2%
Puts
Pseudo strike
47.06
IV
124.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
50.50
IV
118.6%
B/E move
10.0%
Puts
Pseudo strike
48.23
IV
124.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
49.38
IV
120.5%
B/E move
8.7%
Puts
Pseudo strike
49.40
IV
122.9%
B/E move
6.8%

55Δ

Calls
Pseudo strike
48.22
IV
120.8%
B/E move
7.4%
Puts
Pseudo strike
50.81
IV
127.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
46.99
IV
124.8%
B/E move
6.4%
Puts
Pseudo strike
52.46
IV
138.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
45.65
IV
134.6%
B/E move
5.7%
Puts
Pseudo strike
53.59
IV
131.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
44.61
IV
131.8%
B/E move
4.7%
Puts
Pseudo strike
54.70
IV
123.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
43.87
IV
117.1%
B/E move
3.5%
Puts
Pseudo strike
57.44
IV
137.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
43.12
IV
102.5%
B/E move
2.3%
Puts
Pseudo strike
59.07
IV
130.9%
B/E move
2.0%

Options history

IV · four-Friday blend75.40%
Daily EOD
GLOB67.9%73.2%78.4%2026-10-19: 70.05%2026-10-20: 68.65%2026-10-21: 71.07%2026-10-22: 71.81%2026-10-23: 68.87%2026-10-26: 70.54%2026-10-27: 71.49%2026-10-28: 77.67%2026-10-29: 73.78%2026-10-30: 75.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.05%
68.65%
71.07%
71.81%
68.87%
70.54%
71.49%
77.67%
73.78%
75.40%