IntraAlpha
Create free account Start free

GLOBANT S.A. GLOB

i

Market datapartial · fetched 2026-10-22T16:03:58.133Z

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 · 2026-10-22T16:03:45.231719244Z

FundamentalsAlpha Vantage · unavailable

Share price$44.70
1D+4.1%
$42.74$43.32$43.90$44.48$45.065:30 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.$0.55$4.59$8.64$12.68$16.73$30.66$37.29$43.93$50.56$57.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLOB spot · $44.70GLOB PRICE$0.98$1.33$1.68$2.03$2.45$2.90$3.45$4.03$4.74$5.48$6.28$7.22$8.37$1.47$1.80$2.32$3.00$3.72$4.46$5.36$6.32$7.41$9.03$10.94$13.11$15.56
PutsExpensive1.52×
CallsExpensive1.19×
SkewBearish+12.19 pp
Implied moveBearish±$8.81
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.1477.1%25.6%37.3191.2%19.8%
25Δ53.3577.0%22.3%39.2184.8%16.3%
30Δ51.6176.9%19.2%40.7683.5%14.0%
35Δ49.8976.7%16.2%42.0686.7%12.6%
40Δ48.5076.4%14.0%43.4388.3%11.2%
45Δ47.1576.5%12.0%44.8388.9%9.7%
50Δ45.9277.5%10.4%46.3189.6%8.4%
55Δ44.6878.7%9.0%47.8290.2%7.1%
60Δ43.4180.3%7.7%49.4390.4%6.0%
65Δ42.1281.5%6.5%51.4892.7%5.0%
70Δ40.7981.6%5.3%53.7996.2%4.1%
75Δ39.3581.4%4.2%56.3598.6%3.3%
80Δ37.7880.7%3.3%59.2099.7%2.4%

20Δ

Calls
Pseudo strike
55.14
IV
77.1%
B/E move
25.6%
Puts
Pseudo strike
37.31
IV
91.2%
B/E move
19.8%

25Δ

Calls
Pseudo strike
53.35
IV
77.0%
B/E move
22.3%
Puts
Pseudo strike
39.21
IV
84.8%
B/E move
16.3%

30Δ

Calls
Pseudo strike
51.61
IV
76.9%
B/E move
19.2%
Puts
Pseudo strike
40.76
IV
83.5%
B/E move
14.0%

35Δ

Calls
Pseudo strike
49.89
IV
76.7%
B/E move
16.2%
Puts
Pseudo strike
42.06
IV
86.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
48.50
IV
76.4%
B/E move
14.0%
Puts
Pseudo strike
43.43
IV
88.3%
B/E move
11.2%

45Δ

Calls
Pseudo strike
47.15
IV
76.5%
B/E move
12.0%
Puts
Pseudo strike
44.83
IV
88.9%
B/E move
9.7%

50Δ

Calls
Pseudo strike
45.92
IV
77.5%
B/E move
10.4%
Puts
Pseudo strike
46.31
IV
89.6%
B/E move
8.4%

55Δ

Calls
Pseudo strike
44.68
IV
78.7%
B/E move
9.0%
Puts
Pseudo strike
47.82
IV
90.2%
B/E move
7.1%

60Δ

Calls
Pseudo strike
43.41
IV
80.3%
B/E move
7.7%
Puts
Pseudo strike
49.43
IV
90.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
42.12
IV
81.5%
B/E move
6.5%
Puts
Pseudo strike
51.48
IV
92.7%
B/E move
5.0%

70Δ

Calls
Pseudo strike
40.79
IV
81.6%
B/E move
5.3%
Puts
Pseudo strike
53.79
IV
96.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
39.35
IV
81.4%
B/E move
4.2%
Puts
Pseudo strike
56.35
IV
98.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
37.78
IV
80.7%
B/E move
3.3%
Puts
Pseudo strike
59.20
IV
99.7%
B/E move
2.4%

Options history

No recorded observations