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GLOBUS MEDICAL INC GMED

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Market datapartial · fetched 2026-10-22T23:10:40.841Z

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 · 2026-10-22T23:00:00.003523283Z

FundamentalsAlpha Vantage · unavailable

Share price$81.66
1D+3.4%
AH$78.78$79.57$80.35$81.14$81.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGMED
Sold putSold callAH

GLOBUS MEDICAL INC options

Live interpolated GMED call and put midpoint premiums by absolute delta.GLOBUS MEDICAL INC$0.81$4.33$7.85$11.37$14.89$66.89$73.65$80.41$87.17$93.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GMED spot · $81.66GMED PRICE$1.19$1.46$1.82$2.18$2.55$3.14$3.73$4.39$5.05$5.37$5.68$6.29$7.23$1.63$2.21$2.64$3.04$3.57$4.22$4.98$6.26$7.37$8.40$9.42$11.28$13.87
PutsExpensive1.58×
CallsExpensive1.16×
SkewBearish+10.88 pp
Implied moveBearish±$8.71
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.2849.6%15.7%72.2558.5%13.5%
25Δ89.9845.1%12.0%74.2458.8%11.8%
30Δ88.3043.8%10.3%76.3255.5%9.8%
35Δ86.6142.6%8.7%78.2451.6%7.9%
40Δ84.9541.4%7.2%79.8250.0%6.6%
45Δ83.7542.6%6.4%81.2749.3%5.6%
50Δ82.5443.8%5.6%82.7349.3%4.8%
55Δ81.2644.1%4.9%84.4252.5%4.3%
60Δ79.9944.3%4.1%86.0552.9%3.7%
65Δ79.0140.9%3.3%87.6551.9%2.9%
70Δ78.0237.4%2.5%89.2550.8%2.2%
75Δ76.9035.5%1.9%91.5751.9%1.7%
80Δ75.6335.5%1.5%94.5254.9%1.2%

20Δ

Calls
Pseudo strike
93.28
IV
49.6%
B/E move
15.7%
Puts
Pseudo strike
72.25
IV
58.5%
B/E move
13.5%

25Δ

Calls
Pseudo strike
89.98
IV
45.1%
B/E move
12.0%
Puts
Pseudo strike
74.24
IV
58.8%
B/E move
11.8%

30Δ

Calls
Pseudo strike
88.30
IV
43.8%
B/E move
10.3%
Puts
Pseudo strike
76.32
IV
55.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
86.61
IV
42.6%
B/E move
8.7%
Puts
Pseudo strike
78.24
IV
51.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
84.95
IV
41.4%
B/E move
7.2%
Puts
Pseudo strike
79.82
IV
50.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
83.75
IV
42.6%
B/E move
6.4%
Puts
Pseudo strike
81.27
IV
49.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
82.54
IV
43.8%
B/E move
5.6%
Puts
Pseudo strike
82.73
IV
49.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
81.26
IV
44.1%
B/E move
4.9%
Puts
Pseudo strike
84.42
IV
52.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
79.99
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
86.05
IV
52.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
79.01
IV
40.9%
B/E move
3.3%
Puts
Pseudo strike
87.65
IV
51.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
78.02
IV
37.4%
B/E move
2.5%
Puts
Pseudo strike
89.25
IV
50.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
76.90
IV
35.5%
B/E move
1.9%
Puts
Pseudo strike
91.57
IV
51.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
75.63
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
94.52
IV
54.9%
B/E move
1.2%

Options history

No recorded observations