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Gloo Holdings, Inc. Class A Common Stock GLOO

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Market datapartial · fetched 2026-10-22T23:41:49.855Z

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 · 2026-10-22T23:21:05.456527155Z

FundamentalsAlpha Vantage · unavailable

Share price$3.01
1D-1.4%
AH$3.04$3.07$3.09$3.12$3.145:30 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$0.01$1.22$2.42$3.63$4.84$0.39$1.68$2.97$4.26$5.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLOO spot · $3.01GLOO PRICE$0.14$0.19$0.25$0.31$0.36$0.42$0.47$0.53$0.59$0.64$0.70$0.59$1.24$1.89$2.54$3.19$3.84$4.49
PutsExpensive2.04×
CallsExpensive1.18×
SkewBearish+107.61 pp
Implied moveBearish±$4.32
TiltBearish59.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.77142.1%62.9%
25Δ4.56142.3%57.9%2.97132.5%20.9%
30Δ4.35142.6%52.9%3.63172.0%20.5%
35Δ4.15142.9%47.9%4.29211.5%20.2%
40Δ3.94143.1%42.9%4.95251.0%19.9%
45Δ3.73143.4%37.8%5.61290.5%19.5%
50Δ3.52143.6%32.8%6.28329.9%19.2%
55Δ3.32143.9%27.8%6.94369.4%18.9%
60Δ3.11144.1%22.8%
65Δ2.90144.4%17.8%
70Δ2.70144.6%12.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
4.77
IV
142.1%
B/E move
62.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.56
IV
142.3%
B/E move
57.9%
Puts
Pseudo strike
2.97
IV
132.5%
B/E move
20.9%

30Δ

Calls
Pseudo strike
4.35
IV
142.6%
B/E move
52.9%
Puts
Pseudo strike
3.63
IV
172.0%
B/E move
20.5%

35Δ

Calls
Pseudo strike
4.15
IV
142.9%
B/E move
47.9%
Puts
Pseudo strike
4.29
IV
211.5%
B/E move
20.2%

40Δ

Calls
Pseudo strike
3.94
IV
143.1%
B/E move
42.9%
Puts
Pseudo strike
4.95
IV
251.0%
B/E move
19.9%

45Δ

Calls
Pseudo strike
3.73
IV
143.4%
B/E move
37.8%
Puts
Pseudo strike
5.61
IV
290.5%
B/E move
19.5%

50Δ

Calls
Pseudo strike
3.52
IV
143.6%
B/E move
32.8%
Puts
Pseudo strike
6.28
IV
329.9%
B/E move
19.2%

55Δ

Calls
Pseudo strike
3.32
IV
143.9%
B/E move
27.8%
Puts
Pseudo strike
6.94
IV
369.4%
B/E move
18.9%

60Δ

Calls
Pseudo strike
3.11
IV
144.1%
B/E move
22.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.90
IV
144.4%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.70
IV
144.6%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations