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GLOBUS MEDICAL INC GMED

i

Market dataready · fetched 2026-11-11T15:39:28.379Z

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 · 2026-11-11T15:39:08.715434538Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:39:27.743427+00:00

Share price$74.74
1D-0.1%
$74.49$74.79$75.09$75.38$75.685:30 AM6:30 AM9:00 AM1:00 PMGMED
Sold putSold call

GLOBUS MEDICAL INC options

Live interpolated GMED call and put midpoint premiums by absolute delta.GLOBUS MEDICAL INC$0.27$2.83$5.38$7.94$10.49$60.82$68.20$75.59$82.97$90.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GMED spot · $74.74GMED PRICE$0.55$0.68$0.87$1.26$1.64$2.03$2.41$2.73$3.04$3.36$3.83$4.50$5.17$0.69$0.99$1.30$1.57$1.72$1.87$2.02$2.26$2.51$2.76$3.01$3.61$9.75
PutsCheap0.47×
CallsCheap0.58×
SkewBullish-2.93 pp
Implied moveBullish±$4.43
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.5543.1%7.2%70.6045.7%6.5%
25Δ78.3839.9%5.8%71.2749.0%6.0%
30Δ77.3638.4%4.7%71.9352.3%5.5%
35Δ76.7842.3%4.4%72.6254.4%4.9%
40Δ76.2146.1%4.2%73.4050.1%4.1%
45Δ75.6350.0%3.9%74.1845.7%3.3%
50Δ75.0653.9%3.7%74.9641.4%2.4%
55Δ74.3552.4%3.1%75.4839.5%2.0%
60Δ73.6250.4%2.6%76.0037.7%1.7%
65Δ72.9048.4%2.0%76.5136.0%1.3%
70Δ72.0947.5%1.6%77.0234.2%1.0%
75Δ71.2048.1%1.3%77.8633.6%0.6%
80Δ70.3048.7%1.0%84.1151.3%0.5%

20Δ

Calls
Pseudo strike
79.55
IV
43.1%
B/E move
7.2%
Puts
Pseudo strike
70.60
IV
45.7%
B/E move
6.5%

25Δ

Calls
Pseudo strike
78.38
IV
39.9%
B/E move
5.8%
Puts
Pseudo strike
71.27
IV
49.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
77.36
IV
38.4%
B/E move
4.7%
Puts
Pseudo strike
71.93
IV
52.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
76.78
IV
42.3%
B/E move
4.4%
Puts
Pseudo strike
72.62
IV
54.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
76.21
IV
46.1%
B/E move
4.2%
Puts
Pseudo strike
73.40
IV
50.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
75.63
IV
50.0%
B/E move
3.9%
Puts
Pseudo strike
74.18
IV
45.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
75.06
IV
53.9%
B/E move
3.7%
Puts
Pseudo strike
74.96
IV
41.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
74.35
IV
52.4%
B/E move
3.1%
Puts
Pseudo strike
75.48
IV
39.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
73.62
IV
50.4%
B/E move
2.6%
Puts
Pseudo strike
76.00
IV
37.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
72.90
IV
48.4%
B/E move
2.0%
Puts
Pseudo strike
76.51
IV
36.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
72.09
IV
47.5%
B/E move
1.6%
Puts
Pseudo strike
77.02
IV
34.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
71.20
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
77.86
IV
33.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
70.30
IV
48.7%
B/E move
1.0%
Puts
Pseudo strike
84.11
IV
51.3%
B/E move
0.5%

Options history

IV · four-Friday blend45.87%
Daily close
GMED32.5%39.7%46.9%2026-08-13: 35.89%2026-08-14: 34.66%2026-08-17: 36.76%2026-08-18: 35.87%2026-08-19: 37.89%2026-08-21: 34.46%2026-08-24: 33.92%2026-08-25: 33.53%2026-08-26: 34.43%2026-08-27: 34.41%2026-08-28: 34.18%2026-08-31: 35.23%2026-09-01: 34.96%2026-09-02: 35.04%2026-09-03: 34.01%2026-09-04: 33.98%2026-09-08: 35.51%2026-09-09: 35.88%2026-09-10: 35.53%2026-09-11: 34.61%2026-09-14: 36.36%2026-09-15: 37.96%2026-09-16: 41.78%2026-09-18: 37.55%2026-09-21: 36.24%2026-09-22: 36.14%2026-09-23: 36.06%2026-09-24: 35.99%2026-09-25: 36.31%2026-09-28: 38.32%2026-09-29: 37.67%2026-09-30: 36.56%2026-10-01: 36.98%2026-10-02: 34.54%2026-10-05: 36.33%2026-10-06: 37.63%2026-10-07: 39.57%2026-10-08: 39.56%2026-10-09: 35.35%2026-10-12: 41.20%2026-10-13: 41.61%2026-10-14: 44.19%2026-10-16: 39.60%2026-10-19: 39.80%2026-10-20: 40.03%2026-10-21: 39.52%2026-10-22: 41.38%2026-10-23: 41.99%2026-10-26: 41.48%2026-10-27: 42.52%2026-10-28: 40.25%2026-10-29: 41.51%2026-10-30: 45.87%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.89%
34.66%
36.76%
35.87%
37.89%
34.46%
33.92%
33.53%
34.43%
34.41%
34.18%
35.23%
34.96%
35.04%
34.01%
33.98%
35.51%
35.88%
35.53%
34.61%
36.36%
37.96%
41.78%
37.55%
36.24%
36.14%
36.06%
35.99%
36.31%
38.32%
37.67%
36.56%
36.98%
34.54%
36.33%
37.63%
39.57%
39.56%
35.35%
41.20%
41.61%
44.19%
39.60%
39.80%
40.03%
39.52%
41.38%
41.99%
41.48%
42.52%
40.25%
41.51%
45.87%