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Gloo Holdings, Inc. Class A Common Stock GLOO

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Market dataready · fetched 2026-11-12T00:50:37.023Z

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 · 2026-11-12T00:29:07.937768295Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T00:50:36.673569+00:00

Share price$3.10
1D+1.8%
AH$3.05$3.11$3.17$3.24$3.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLOO
Sold putSold callAH

Gloo Holdings, Inc. Class A Common Stock options

Live interpolated GLOO call and put midpoint premiums by absolute delta.Gloo Holdings, Inc. Class A Common Stock$0.09$0.48$0.86$1.25$1.64$2.39$2.82$3.24$3.66$4.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GLOO spot · $3.10GLOO PRICE$0.13$0.18$0.22$0.26$0.30$0.34$0.39$0.43$0.47$0.51$0.56$0.60$0.64$0.33$0.45$0.57$0.69$0.81$0.93$1.05$1.17$1.28$1.40$1.52
Puts——
CallsExpensive1.33×
Skew——
Implied moveBearish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.58182.9%51.9%
25Δ4.42180.8%48.1%2.50337.4%29.9%
30Δ4.25178.8%44.2%2.69327.0%27.7%
35Δ4.09176.7%40.4%2.88316.7%25.5%
40Δ3.93174.7%36.5%3.06306.3%23.3%
45Δ3.77172.6%32.6%3.25295.9%21.2%
50Δ3.61170.6%28.8%3.44285.5%19.0%
55Δ3.45168.5%24.9%3.63275.1%16.8%
60Δ3.28166.5%21.1%3.81264.7%14.6%
65Δ3.12164.4%17.2%4.00254.3%12.5%
70Δ2.96162.4%13.3%4.19243.9%10.3%
75Δ2.80160.3%9.5%4.37233.5%8.1%
80Δ2.64158.3%5.6%

20Δ

Calls
Pseudo strike
4.58
IV
182.9%
B/E move
51.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.42
IV
180.8%
B/E move
48.1%
Puts
Pseudo strike
2.50
IV
337.4%
B/E move
29.9%

30Δ

Calls
Pseudo strike
4.25
IV
178.8%
B/E move
44.2%
Puts
Pseudo strike
2.69
IV
327.0%
B/E move
27.7%

35Δ

Calls
Pseudo strike
4.09
IV
176.7%
B/E move
40.4%
Puts
Pseudo strike
2.88
IV
316.7%
B/E move
25.5%

40Δ

Calls
Pseudo strike
3.93
IV
174.7%
B/E move
36.5%
Puts
Pseudo strike
3.06
IV
306.3%
B/E move
23.3%

45Δ

Calls
Pseudo strike
3.77
IV
172.6%
B/E move
32.6%
Puts
Pseudo strike
3.25
IV
295.9%
B/E move
21.2%

50Δ

Calls
Pseudo strike
3.61
IV
170.6%
B/E move
28.8%
Puts
Pseudo strike
3.44
IV
285.5%
B/E move
19.0%

55Δ

Calls
Pseudo strike
3.45
IV
168.5%
B/E move
24.9%
Puts
Pseudo strike
3.63
IV
275.1%
B/E move
16.8%

60Δ

Calls
Pseudo strike
3.28
IV
166.5%
B/E move
21.1%
Puts
Pseudo strike
3.81
IV
264.7%
B/E move
14.6%

65Δ

Calls
Pseudo strike
3.12
IV
164.4%
B/E move
17.2%
Puts
Pseudo strike
4.00
IV
254.3%
B/E move
12.5%

70Δ

Calls
Pseudo strike
2.96
IV
162.4%
B/E move
13.3%
Puts
Pseudo strike
4.19
IV
243.9%
B/E move
10.3%

75Δ

Calls
Pseudo strike
2.80
IV
160.3%
B/E move
9.5%
Puts
Pseudo strike
4.37
IV
233.5%
B/E move
8.1%

80Δ

Calls
Pseudo strike
2.64
IV
158.3%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend115.56%
Daily close
GLOO112.2%136.6%161.0%2026-08-27: 157.61%2026-09-21: 115.56%Aug 27Sep 21
2 observations2026-08-27 — 2026-09-21
Table
DateIV (%)
157.61%
115.56%