IntraAlpha
Create free account Start free

Gloo Holdings, Inc. Class A Common Stock GLOO

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T21:15:04.663Z

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 · 2026-10-22T20:00:00.59493259Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T21:15:03.409362+00:00

Share price$3.06
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$0.00$1.30$2.59$3.89$5.18$0.12$1.49$2.85$4.21$5.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLOO spot · $3.06GLOO PRICE$0.13$0.19$0.24$0.30$0.35$0.40$0.46$0.51$0.57$0.62$0.67$0.73$0.73$1.39$2.06$2.72$3.38$4.05$4.71$4.81$4.31$3.81$3.32$2.82
PutsExpensive2.29×
CallsExpensive1.10×
SkewBearish+145.73 pp
Implied moveBearish±$4.50
TiltBearish76.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.78137.2%60.6%
25Δ4.58136.6%55.8%3.12145.6%22.1%
30Δ4.38136.1%51.0%3.79186.4%21.8%
35Δ4.18135.5%46.3%4.46227.2%21.4%
40Δ3.98134.9%41.5%5.13267.9%21.1%
45Δ3.78134.4%36.8%5.81308.7%20.8%
50Δ3.58133.8%32.0%6.48349.5%20.4%
55Δ3.38133.2%27.2%7.15390.3%20.1%
60Δ3.18132.6%22.5%7.30388.8%18.5%
65Δ2.98132.1%17.7%6.90342.6%15.4%
70Δ2.78131.5%13.0%6.49296.4%12.4%
75Δ2.58130.9%8.2%6.09250.2%9.3%
80Δ5.69204.0%6.3%

20Δ

Calls
Pseudo strike
4.78
IV
137.2%
B/E move
60.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.58
IV
136.6%
B/E move
55.8%
Puts
Pseudo strike
3.12
IV
145.6%
B/E move
22.1%

30Δ

Calls
Pseudo strike
4.38
IV
136.1%
B/E move
51.0%
Puts
Pseudo strike
3.79
IV
186.4%
B/E move
21.8%

35Δ

Calls
Pseudo strike
4.18
IV
135.5%
B/E move
46.3%
Puts
Pseudo strike
4.46
IV
227.2%
B/E move
21.4%

40Δ

Calls
Pseudo strike
3.98
IV
134.9%
B/E move
41.5%
Puts
Pseudo strike
5.13
IV
267.9%
B/E move
21.1%

45Δ

Calls
Pseudo strike
3.78
IV
134.4%
B/E move
36.8%
Puts
Pseudo strike
5.81
IV
308.7%
B/E move
20.8%

50Δ

Calls
Pseudo strike
3.58
IV
133.8%
B/E move
32.0%
Puts
Pseudo strike
6.48
IV
349.5%
B/E move
20.4%

55Δ

Calls
Pseudo strike
3.38
IV
133.2%
B/E move
27.2%
Puts
Pseudo strike
7.15
IV
390.3%
B/E move
20.1%

60Δ

Calls
Pseudo strike
3.18
IV
132.6%
B/E move
22.5%
Puts
Pseudo strike
7.30
IV
388.8%
B/E move
18.5%

65Δ

Calls
Pseudo strike
2.98
IV
132.1%
B/E move
17.7%
Puts
Pseudo strike
6.90
IV
342.6%
B/E move
15.4%

70Δ

Calls
Pseudo strike
2.78
IV
131.5%
B/E move
13.0%
Puts
Pseudo strike
6.49
IV
296.4%
B/E move
12.4%

75Δ

Calls
Pseudo strike
2.58
IV
130.9%
B/E move
8.2%
Puts
Pseudo strike
6.09
IV
250.2%
B/E move
9.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.69
IV
204.0%
B/E move
6.3%

Options history

No recorded observations