Share price$3.12
1D+0.5%
Sold putSold call
Gloo Holdings, Inc. Class A Common Stock GLOO
i
Market datapartial · fetched 2026-10-22T16:15:28.556Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:12:57.824677158Z
FundamentalsAlpha Vantage · unavailable
Gloo Holdings, Inc. Class A Common Stock options
PutsExpensive1.49×
CallsExpensive1.24×
SkewBearish+22.41 pp
Implied move——
TiltBearish91.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.84 | 161.8% | 125.1% | |||
| 25Δ | 6.34 | 167.0% | 111.3% | 2.51 | 167.6% | 34.3% |
| 30Δ | 5.85 | 172.2% | 97.6% | 3.04 | 173.1% | 31.5% |
| 35Δ | 5.36 | 177.5% | 83.8% | 3.57 | 178.5% | 28.8% |
| 40Δ | 4.11 | 183.9% | 26.0% | |||
| 45Δ | 4.64 | 189.3% | 23.3% | |||
| 50Δ | 5.18 | 194.8% | 20.6% | |||
| 55Δ | 5.71 | 200.2% | 17.8% | |||
| 60Δ | 6.25 | 205.6% | 15.1% | |||
| 65Δ | 6.78 | 211.0% | 12.3% | |||
| 70Δ | 7.31 | 216.4% | 9.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 6.84
- IV
- 161.8%
- B/E move
- 125.1%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.34
- IV
- 167.0%
- B/E move
- 111.3%
- Pseudo strike
- 2.51
- IV
- 167.6%
- B/E move
- 34.3%
30Δ
- Pseudo strike
- 5.85
- IV
- 172.2%
- B/E move
- 97.6%
- Pseudo strike
- 3.04
- IV
- 173.1%
- B/E move
- 31.5%
35Δ
- Pseudo strike
- 5.36
- IV
- 177.5%
- B/E move
- 83.8%
- Pseudo strike
- 3.57
- IV
- 178.5%
- B/E move
- 28.8%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.11
- IV
- 183.9%
- B/E move
- 26.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.64
- IV
- 189.3%
- B/E move
- 23.3%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.18
- IV
- 194.8%
- B/E move
- 20.6%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.71
- IV
- 200.2%
- B/E move
- 17.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.25
- IV
- 205.6%
- B/E move
- 15.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.78
- IV
- 211.0%
- B/E move
- 12.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.31
- IV
- 216.4%
- B/E move
- 9.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations