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Genmab AS GMAB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T03:00:26.025Z

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 · 2026-10-22T20:00:03.102714992Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:25.400305+00:00

Share price$40.00
1D+1.4%
AH$39.41$39.60$39.80$39.99$40.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGMAB
Sold putSold callAH

Genmab AS options

Live interpolated GMAB call and put midpoint premiums by absolute delta.Genmab AS$0.61$2.83$5.05$7.27$9.49$30.74$35.31$39.88$44.46$49.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GMAB spot · $40.00GMAB PRICE$1.10$0.85$1.24$1.63$2.02$2.41$2.80$3.20$3.68$4.16$4.64$5.12$5.61$0.88$1.32$1.77$2.21$2.65$3.09$3.65$4.22$4.80$5.37$5.94$7.30$8.85
PutsExpensive1.66×
CallsExpensive1.23×
SkewBearish+2.06 pp
Implied moveBearish±$6.45
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.05100.0%35.4%35.0763.4%14.5%
25Δ44.9053.2%14.4%36.0465.0%13.2%
30Δ44.0755.9%13.3%37.0166.5%11.9%
35Δ43.2458.5%12.2%37.9868.0%10.6%
40Δ42.4161.2%11.1%38.9569.5%9.2%
45Δ41.5863.8%10.0%39.9271.0%7.9%
50Δ40.7566.5%8.9%40.9069.7%6.9%
55Δ39.9168.7%7.8%41.8868.2%5.9%
60Δ39.0066.7%6.7%42.8666.7%4.8%
65Δ38.0964.8%5.6%43.8365.2%3.8%
70Δ37.1862.8%4.6%44.8163.7%2.8%
75Δ36.2860.9%3.5%46.4465.0%2.2%
80Δ35.3758.9%2.4%48.2266.9%1.6%

20Δ

Calls
Pseudo strike
53.05
IV
100.0%
B/E move
35.4%
Puts
Pseudo strike
35.07
IV
63.4%
B/E move
14.5%

25Δ

Calls
Pseudo strike
44.90
IV
53.2%
B/E move
14.4%
Puts
Pseudo strike
36.04
IV
65.0%
B/E move
13.2%

30Δ

Calls
Pseudo strike
44.07
IV
55.9%
B/E move
13.3%
Puts
Pseudo strike
37.01
IV
66.5%
B/E move
11.9%

35Δ

Calls
Pseudo strike
43.24
IV
58.5%
B/E move
12.2%
Puts
Pseudo strike
37.98
IV
68.0%
B/E move
10.6%

40Δ

Calls
Pseudo strike
42.41
IV
61.2%
B/E move
11.1%
Puts
Pseudo strike
38.95
IV
69.5%
B/E move
9.2%

45Δ

Calls
Pseudo strike
41.58
IV
63.8%
B/E move
10.0%
Puts
Pseudo strike
39.92
IV
71.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
40.75
IV
66.5%
B/E move
8.9%
Puts
Pseudo strike
40.90
IV
69.7%
B/E move
6.9%

55Δ

Calls
Pseudo strike
39.91
IV
68.7%
B/E move
7.8%
Puts
Pseudo strike
41.88
IV
68.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
39.00
IV
66.7%
B/E move
6.7%
Puts
Pseudo strike
42.86
IV
66.7%
B/E move
4.8%

65Δ

Calls
Pseudo strike
38.09
IV
64.8%
B/E move
5.6%
Puts
Pseudo strike
43.83
IV
65.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
37.18
IV
62.8%
B/E move
4.6%
Puts
Pseudo strike
44.81
IV
63.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
36.28
IV
60.9%
B/E move
3.5%
Puts
Pseudo strike
46.44
IV
65.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
35.37
IV
58.9%
B/E move
2.4%
Puts
Pseudo strike
48.22
IV
66.9%
B/E move
1.6%

Options history

No recorded observations