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Genmab A/S ADS GMAB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:10:49.228Z

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: 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 · 2026-11-13T18:10:37.814384776Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:05:05.917774+00:00

Share price$51.06
1D-0.4%
$50.73$50.90$51.08$51.25$51.425:30 AM6:30 AM9:00 AM1:00 PMGMAB
Sold putSold call

Genmab A/S ADS options

Live interpolated GMAB call and put midpoint premiums by absolute delta.Genmab A/S ADS$0.26$1.44$2.62$3.80$4.98$45.58$48.46$51.35$54.23$57.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GMAB spot · $51.05GMAB PRICE$0.42$0.57$0.72$0.87$1.02$1.18$1.33$1.48$1.63$1.78$2.68$3.66$4.64$0.39$0.49$0.59$0.75$1.15$1.55$1.94$2.34$2.74$3.14$3.53$3.93$4.33
PutsCheap0.80×
CallsFair1.04×
SkewBearish+0.79 pp
Implied moveBearish±$3.27
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5349.5%7.6%47.6247.6%7.5%
25Δ54.0448.7%7.0%48.4745.2%6.0%
30Δ53.5447.9%6.3%49.3142.8%4.6%
35Δ53.0447.1%5.6%50.1041.2%3.3%
40Δ52.5446.3%4.9%50.6443.2%3.1%
45Δ52.0545.4%4.2%51.1845.3%2.8%
50Δ51.5544.6%3.6%51.7347.3%2.5%
55Δ51.0543.8%2.9%52.2749.4%2.2%
60Δ50.5543.0%2.2%52.8151.4%1.9%
65Δ50.0542.2%1.5%53.3553.4%1.7%
70Δ49.0549.0%1.3%53.8955.5%1.4%
75Δ47.9856.8%1.1%54.4357.5%1.1%
80Δ46.9164.6%1.0%54.9759.6%0.8%

20Δ

Calls
Pseudo strike
54.53
IV
49.5%
B/E move
7.6%
Puts
Pseudo strike
47.62
IV
47.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
54.04
IV
48.7%
B/E move
7.0%
Puts
Pseudo strike
48.47
IV
45.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
53.54
IV
47.9%
B/E move
6.3%
Puts
Pseudo strike
49.31
IV
42.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
53.04
IV
47.1%
B/E move
5.6%
Puts
Pseudo strike
50.10
IV
41.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
52.54
IV
46.3%
B/E move
4.9%
Puts
Pseudo strike
50.64
IV
43.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
52.05
IV
45.4%
B/E move
4.2%
Puts
Pseudo strike
51.18
IV
45.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
51.55
IV
44.6%
B/E move
3.6%
Puts
Pseudo strike
51.73
IV
47.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
51.05
IV
43.8%
B/E move
2.9%
Puts
Pseudo strike
52.27
IV
49.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
50.55
IV
43.0%
B/E move
2.2%
Puts
Pseudo strike
52.81
IV
51.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
50.05
IV
42.2%
B/E move
1.5%
Puts
Pseudo strike
53.35
IV
53.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
49.05
IV
49.0%
B/E move
1.3%
Puts
Pseudo strike
53.89
IV
55.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
47.98
IV
56.8%
B/E move
1.1%
Puts
Pseudo strike
54.43
IV
57.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.91
IV
64.6%
B/E move
1.0%
Puts
Pseudo strike
54.97
IV
59.6%
B/E move
0.8%

Options history

IV · four-Friday blend48.15%
Daily EOD
GMAB42.2%50.0%57.9%2026-10-19: 54.20%2026-10-20: 50.83%2026-10-21: 54.12%2026-10-22: 56.81%2026-10-23: 54.39%2026-10-26: 50.13%2026-10-27: 49.00%2026-10-28: 48.37%2026-10-29: 43.26%2026-10-30: 48.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.20%
50.83%
54.12%
56.81%
54.39%
50.13%
49.00%
48.37%
43.26%
48.15%