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Corning Incorporated GLW

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-15T20:33:17.444Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:28.769302167Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:17.050847+00:00

Share price$138.80
1D+2.3%
AH$133$135$136$138$1395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLW
Sold putSold callAH

Corning Incorporated options

Live interpolated GLW call and put midpoint premiums by absolute delta.Corning Incorporated$0.38$2.26$4.14$6.01$7.89$131.08$134.60$138.13$141.65$145.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $138.80OPTION PRICELive GLW spot · $138.80GLW PRICE$0.59$0.76$0.97$1.21$1.46$1.73$2.01$2.31$2.63$2.97$3.57$3.94$4.21$0.65$0.92$1.19$1.49$1.82$2.19$2.63$3.08$3.51$4.16$5.71$5.95$7.35
PutsFair1.02×
CallsFair1.03×
SkewBearish+18.72 pp
Implied moveBearish±$4.65
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.5073.3%3.8%134.3176.7%3.7%
25Δ142.4771.2%3.2%134.9582.7%3.4%
30Δ141.6470.8%2.7%135.7883.8%3.0%
35Δ140.9471.8%2.4%136.6084.6%2.7%
40Δ140.2571.7%2.1%137.3985.2%2.3%
45Δ139.5771.5%1.8%138.1886.0%2.0%
50Δ138.9171.1%1.5%138.9688.2%1.8%
55Δ138.2869.8%1.3%139.7788.2%1.5%
60Δ137.6568.6%1.1%140.5786.8%1.3%
65Δ137.0267.6%0.9%141.4988.7%1.1%
70Δ136.2470.3%0.7%143.13104.4%1.0%
75Δ135.6467.5%0.6%143.7794.6%0.7%
80Δ135.1362.3%0.4%145.37101.1%0.6%

20Δ

Calls
Pseudo strike
143.50
IV
73.3%
B/E move
3.8%
Puts
Pseudo strike
134.31
IV
76.7%
B/E move
3.7%

25Δ

Calls
Pseudo strike
142.47
IV
71.2%
B/E move
3.2%
Puts
Pseudo strike
134.95
IV
82.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
141.64
IV
70.8%
B/E move
2.7%
Puts
Pseudo strike
135.78
IV
83.8%
B/E move
3.0%

35Δ

Calls
Pseudo strike
140.94
IV
71.8%
B/E move
2.4%
Puts
Pseudo strike
136.60
IV
84.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
140.25
IV
71.7%
B/E move
2.1%
Puts
Pseudo strike
137.39
IV
85.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
139.57
IV
71.5%
B/E move
1.8%
Puts
Pseudo strike
138.18
IV
86.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
138.91
IV
71.1%
B/E move
1.5%
Puts
Pseudo strike
138.96
IV
88.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
138.28
IV
69.8%
B/E move
1.3%
Puts
Pseudo strike
139.77
IV
88.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
137.65
IV
68.6%
B/E move
1.1%
Puts
Pseudo strike
140.57
IV
86.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
137.02
IV
67.6%
B/E move
0.9%
Puts
Pseudo strike
141.49
IV
88.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
136.24
IV
70.3%
B/E move
0.7%
Puts
Pseudo strike
143.13
IV
104.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
135.64
IV
67.5%
B/E move
0.6%
Puts
Pseudo strike
143.77
IV
94.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
135.13
IV
62.3%
B/E move
0.4%
Puts
Pseudo strike
145.37
IV
101.1%
B/E move
0.6%