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GLOBANT S.A. GLOB

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Market datapartial · fetched 2026-10-22T21:16:02.413Z

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 · 2026-10-22T21:10:12.965878943Z

FundamentalsAlpha Vantage · unavailable

Share price$45.57
1D+6.7%
AH$42.67$43.50$44.34$45.18$46.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLOB
Sold putSold callAH

GLOBANT S.A. options

Live interpolated GLOB call and put midpoint premiums by absolute delta.GLOBANT S.A.$0.63$4.23$7.83$11.43$15.04$30.72$37.61$44.50$51.39$58.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLOB spot · $45.57GLOB PRICE$1.02$1.34$1.70$2.06$2.50$3.01$3.56$4.14$4.83$5.59$6.36$7.13$7.88$1.77$1.72$2.31$2.91$3.52$4.33$5.38$6.25$7.11$8.81$10.51$12.24$14.00
PutsExpensive1.52×
CallsExpensive1.18×
SkewBearish+9.53 pp
Implied moveBearish±$8.94
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.5677.9%26.4%37.25104.8%22.1%
25Δ54.3277.1%22.1%40.3279.1%15.3%
30Δ52.6076.4%19.2%41.6181.9%13.8%
35Δ50.8975.7%16.2%42.9183.6%12.2%
40Δ49.4076.2%13.9%44.2783.0%10.6%
45Δ48.1477.9%12.2%45.6984.5%9.2%
50Δ46.8678.9%10.7%47.1988.5%8.3%
55Δ45.5779.3%9.1%48.6387.8%7.0%
60Δ44.2780.3%7.7%50.0886.1%5.7%
65Δ42.9481.7%6.5%52.1789.0%4.8%
70Δ41.6281.1%5.3%54.2791.9%4.0%
75Δ40.2979.5%4.1%56.4191.7%3.1%
80Δ39.0775.7%3.0%58.5889.8%2.2%

20Δ

Calls
Pseudo strike
56.56
IV
77.9%
B/E move
26.4%
Puts
Pseudo strike
37.25
IV
104.8%
B/E move
22.1%

25Δ

Calls
Pseudo strike
54.32
IV
77.1%
B/E move
22.1%
Puts
Pseudo strike
40.32
IV
79.1%
B/E move
15.3%

30Δ

Calls
Pseudo strike
52.60
IV
76.4%
B/E move
19.2%
Puts
Pseudo strike
41.61
IV
81.9%
B/E move
13.8%

35Δ

Calls
Pseudo strike
50.89
IV
75.7%
B/E move
16.2%
Puts
Pseudo strike
42.91
IV
83.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
49.40
IV
76.2%
B/E move
13.9%
Puts
Pseudo strike
44.27
IV
83.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
48.14
IV
77.9%
B/E move
12.2%
Puts
Pseudo strike
45.69
IV
84.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
46.86
IV
78.9%
B/E move
10.7%
Puts
Pseudo strike
47.19
IV
88.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
45.57
IV
79.3%
B/E move
9.1%
Puts
Pseudo strike
48.63
IV
87.8%
B/E move
7.0%

60Δ

Calls
Pseudo strike
44.27
IV
80.3%
B/E move
7.7%
Puts
Pseudo strike
50.08
IV
86.1%
B/E move
5.7%

65Δ

Calls
Pseudo strike
42.94
IV
81.7%
B/E move
6.5%
Puts
Pseudo strike
52.17
IV
89.0%
B/E move
4.8%

70Δ

Calls
Pseudo strike
41.62
IV
81.1%
B/E move
5.3%
Puts
Pseudo strike
54.27
IV
91.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
40.29
IV
79.5%
B/E move
4.1%
Puts
Pseudo strike
56.41
IV
91.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
39.07
IV
75.7%
B/E move
3.0%
Puts
Pseudo strike
58.58
IV
89.8%
B/E move
2.2%

Options history

No recorded observations