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Corning Incorporated GLW

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Market dataready · fetched 2026-11-06T20:55:29.528Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:27.796335119Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:28.818134+00:00

Share price$105.50
1D-3.8%
$104$106$108$110$1125:30 AM6:30 AM9:00 AM1:00 PMGLW
Sold putSold call

Corning Incorporated options

Live interpolated GLW call and put midpoint premiums by absolute delta.Corning Incorporated$0.90$4.27$7.65$11.02$14.40$86.51$98.38$110.25$122.12$134.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GLW spot · $105.50GLW PRICE$1.26$1.71$2.28$3.38$4.23$4.67$5.52$6.62$7.55$9.11$10.26$12.06$1.66$2.17$2.81$3.36$4.05$4.73$5.68$6.63$6.97$8.67$9.56$10.76$13.43
PutsCheap0.90×
Calls——
Skew——
Implied moveBearish±$10.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.8881.6%12.0%95.2995.6%11.3%
25Δ114.8582.9%10.5%97.6392.8%9.5%
30Δ113.3187.0%9.6%99.4694.1%8.4%
35Δ101.3990.9%7.1%
40Δ109.6786.9%7.2%103.1090.3%6.1%
45Δ108.1591.6%6.5%104.7788.4%5.2%
50Δ106.3486.1%5.2%106.4289.8%4.5%
55Δ104.7687.7%4.5%108.0889.8%3.8%
60Δ103.0891.5%4.0%109.3881.8%2.9%
65Δ101.3990.7%3.3%111.4587.3%2.6%
70Δ99.3796.1%2.8%112.9683.7%2.0%
75Δ97.5394.1%2.2%114.6881.5%1.5%
80Δ95.2196.5%1.7%117.6986.8%1.2%

20Δ

Calls
Pseudo strike
116.88
IV
81.6%
B/E move
12.0%
Puts
Pseudo strike
95.29
IV
95.6%
B/E move
11.3%

25Δ

Calls
Pseudo strike
114.85
IV
82.9%
B/E move
10.5%
Puts
Pseudo strike
97.63
IV
92.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
113.31
IV
87.0%
B/E move
9.6%
Puts
Pseudo strike
99.46
IV
94.1%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.39
IV
90.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
109.67
IV
86.9%
B/E move
7.2%
Puts
Pseudo strike
103.10
IV
90.3%
B/E move
6.1%

45Δ

Calls
Pseudo strike
108.15
IV
91.6%
B/E move
6.5%
Puts
Pseudo strike
104.77
IV
88.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
106.34
IV
86.1%
B/E move
5.2%
Puts
Pseudo strike
106.42
IV
89.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
104.76
IV
87.7%
B/E move
4.5%
Puts
Pseudo strike
108.08
IV
89.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
103.08
IV
91.5%
B/E move
4.0%
Puts
Pseudo strike
109.38
IV
81.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
101.39
IV
90.7%
B/E move
3.3%
Puts
Pseudo strike
111.45
IV
87.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
99.37
IV
96.1%
B/E move
2.8%
Puts
Pseudo strike
112.96
IV
83.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
97.53
IV
94.1%
B/E move
2.2%
Puts
Pseudo strike
114.68
IV
81.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
95.21
IV
96.5%
B/E move
1.7%
Puts
Pseudo strike
117.69
IV
86.8%
B/E move
1.2%

Options history

IV · four-Friday blend63.79%
Daily close
GLW51.8%66.0%80.2%2026-08-10: 73.99%2026-08-11: 71.91%2026-08-12: 71.50%2026-08-13: 71.48%2026-08-14: 63.08%2026-08-17: 70.05%2026-08-18: 69.93%2026-08-19: 67.20%2026-08-20: 64.66%2026-08-21: 59.89%2026-08-24: 62.16%2026-08-25: 64.07%2026-08-26: 67.19%2026-08-27: 61.27%2026-08-28: 54.38%2026-08-31: 57.02%2026-09-01: 59.36%2026-09-02: 58.25%2026-09-03: 53.76%2026-09-04: 56.24%2026-09-08: 67.71%2026-09-09: 63.90%2026-09-10: 62.28%2026-09-11: 55.90%2026-09-14: 62.85%2026-09-15: 61.03%2026-09-16: 61.73%2026-09-17: 55.44%2026-09-18: 56.21%2026-09-21: 60.53%2026-09-22: 60.87%2026-09-23: 58.79%2026-09-24: 56.56%2026-09-25: 54.22%2026-09-28: 56.22%2026-09-29: 59.48%2026-09-30: 57.36%2026-10-01: 58.36%2026-10-02: 56.62%2026-10-05: 56.70%2026-10-06: 59.61%2026-10-07: 57.44%2026-10-08: 59.51%2026-10-09: 57.15%2026-10-12: 59.77%2026-10-13: 63.95%2026-10-14: 68.25%2026-10-15: 69.47%2026-10-16: 67.66%2026-10-19: 68.44%2026-10-20: 69.74%2026-10-21: 70.84%2026-10-22: 76.62%2026-10-23: 70.52%2026-10-26: 78.27%2026-10-27: 65.53%2026-10-28: 66.23%2026-10-29: 62.76%2026-10-30: 63.79%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
73.99%
71.91%
71.50%
71.48%
63.08%
70.05%
69.93%
67.20%
64.66%
59.89%
62.16%
64.07%
67.19%
61.27%
54.38%
57.02%
59.36%
58.25%
53.76%
56.24%
67.71%
63.90%
62.28%
55.90%
62.85%
61.03%
61.73%
55.44%
56.21%
60.53%
60.87%
58.79%
56.56%
54.22%
56.22%
59.48%
57.36%
58.36%
56.62%
56.70%
59.61%
57.44%
59.51%
57.15%
59.77%
63.95%
68.25%
69.47%
67.66%
68.44%
69.74%
70.84%
76.62%
70.52%
78.27%
65.53%
66.23%
62.76%
63.79%