IntraAlpha
Create free account Start free

Global Payments, Inc. GPN

i

Market dataready · fetched 2026-11-11T14:54:58.909Z

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 · 2026-11-11T14:54:47.468498067Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:54:58.369238+00:00

Share price$101.06
1D+0.2%
$100.50$100.64$100.78$100.91$101.055:30 AM6:30 AM9:00 AM1:00 PMGPN
Sold putSold call

Global Payments, Inc. options

Live interpolated GPN call and put midpoint premiums by absolute delta.Global Payments, Inc.$0.68$2.78$4.89$6.99$9.10$88.42$95.38$102.35$109.31$116.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPN spot · $101.06GPN PRICE$0.91$1.23$1.54$1.88$2.27$2.65$3.04$3.43$3.96$4.64$5.33$6.18$7.03$1.44$1.92$2.34$2.60$2.98$3.52$4.05$4.59$5.12$6.00$7.25$8.49
Puts——
CallsCheap0.64×
Skew——
Implied moveBearish±$6.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.5749.6%8.3%
25Δ107.3050.6%7.4%96.2552.0%6.2%
30Δ106.0251.6%6.4%97.0057.5%5.9%
35Δ104.7952.2%5.6%97.9459.6%5.4%
40Δ103.7351.3%4.9%99.2555.0%4.4%
45Δ102.6650.3%4.2%100.4452.0%3.6%
50Δ101.6049.4%3.5%101.4551.1%3.1%
55Δ100.5448.4%2.9%102.4650.3%2.6%
60Δ99.4848.3%2.4%103.4749.4%2.2%
65Δ98.4449.0%2.0%104.4848.6%1.7%
70Δ97.3849.7%1.6%105.7448.7%1.3%
75Δ96.2049.6%1.3%107.2549.7%1.0%
80Δ95.0349.5%1.0%108.7750.7%0.8%

20Δ

Calls
Pseudo strike
108.57
IV
49.6%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
107.30
IV
50.6%
B/E move
7.4%
Puts
Pseudo strike
96.25
IV
52.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
106.02
IV
51.6%
B/E move
6.4%
Puts
Pseudo strike
97.00
IV
57.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
104.79
IV
52.2%
B/E move
5.6%
Puts
Pseudo strike
97.94
IV
59.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
103.73
IV
51.3%
B/E move
4.9%
Puts
Pseudo strike
99.25
IV
55.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
102.66
IV
50.3%
B/E move
4.2%
Puts
Pseudo strike
100.44
IV
52.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
101.60
IV
49.4%
B/E move
3.5%
Puts
Pseudo strike
101.45
IV
51.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
100.54
IV
48.4%
B/E move
2.9%
Puts
Pseudo strike
102.46
IV
50.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
99.48
IV
48.3%
B/E move
2.4%
Puts
Pseudo strike
103.47
IV
49.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
98.44
IV
49.0%
B/E move
2.0%
Puts
Pseudo strike
104.48
IV
48.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
97.38
IV
49.7%
B/E move
1.6%
Puts
Pseudo strike
105.74
IV
48.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
96.20
IV
49.6%
B/E move
1.3%
Puts
Pseudo strike
107.25
IV
49.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
95.03
IV
49.5%
B/E move
1.0%
Puts
Pseudo strike
108.77
IV
50.7%
B/E move
0.8%

Options history

IV · four-Friday blend49.51%
Daily EOD
GPN41.1%45.6%50.1%2026-10-19: 42.16%2026-10-20: 42.54%2026-10-21: 42.44%2026-10-22: 41.70%2026-10-23: 43.28%2026-10-26: 43.92%2026-10-27: 43.98%2026-10-28: 44.00%2026-10-29: 46.15%2026-10-30: 49.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.16%
42.54%
42.44%
41.70%
43.28%
43.92%
43.98%
44.00%
46.15%
49.51%