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Grab Holdings Limited Class A Ordinary Shares GRAB

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Market datapartial · fetched 2026-11-07T21:12:34.250Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:06.350299173Z

FundamentalsAlpha Vantage · unavailable

Share price$3.42
1D+1.2%
AH$3.36$3.41$3.46$3.52$3.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAB
Sold putSold callAH

Grab Holdings Limited Class A Ordinary Shares options

Live interpolated GRAB call and put midpoint premiums by absolute delta.Grab Holdings Limited Class A Ordinary Shares$0.00$0.34$0.68$1.02$1.36$2.59$2.95$3.31$3.67$4.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRAB spot · $3.42GRAB PRICE$0.04$0.05$0.06$0.07$0.08$0.11$0.15$0.19$0.23$0.26$0.30$0.34$0.38$0.06$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.37$0.60$0.83$1.06$1.26
PutsExpensive1.70×
CallsCheap0.70×
SkewBearish+42.44 pp
Implied moveBearish±$0.32
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.8174.8%12.5%3.1280.3%10.5%
25Δ3.7473.1%10.7%3.1780.8%9.5%
30Δ3.6771.5%8.9%3.2281.3%8.5%
35Δ3.5969.9%7.1%3.2881.7%7.5%
40Δ3.5268.3%5.4%3.3382.2%6.5%
45Δ3.4669.4%4.5%3.3882.6%5.5%
50Δ3.4171.8%4.1%3.4383.1%4.5%
55Δ3.3674.1%3.6%3.4983.5%3.5%
60Δ3.3076.4%3.2%3.68109.9%3.2%
65Δ3.2578.7%2.8%3.91144.4%3.2%
70Δ3.2081.1%2.3%4.14178.9%3.2%
75Δ3.1483.4%1.9%4.37213.4%3.2%
80Δ3.0985.7%1.5%4.58228.0%2.8%

20Δ

Calls
Pseudo strike
3.81
IV
74.8%
B/E move
12.5%
Puts
Pseudo strike
3.12
IV
80.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
3.74
IV
73.1%
B/E move
10.7%
Puts
Pseudo strike
3.17
IV
80.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
3.67
IV
71.5%
B/E move
8.9%
Puts
Pseudo strike
3.22
IV
81.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
3.59
IV
69.9%
B/E move
7.1%
Puts
Pseudo strike
3.28
IV
81.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
3.52
IV
68.3%
B/E move
5.4%
Puts
Pseudo strike
3.33
IV
82.2%
B/E move
6.5%

45Δ

Calls
Pseudo strike
3.46
IV
69.4%
B/E move
4.5%
Puts
Pseudo strike
3.38
IV
82.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
3.41
IV
71.8%
B/E move
4.1%
Puts
Pseudo strike
3.43
IV
83.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
3.36
IV
74.1%
B/E move
3.6%
Puts
Pseudo strike
3.49
IV
83.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
3.30
IV
76.4%
B/E move
3.2%
Puts
Pseudo strike
3.68
IV
109.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
3.25
IV
78.7%
B/E move
2.8%
Puts
Pseudo strike
3.91
IV
144.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
3.20
IV
81.1%
B/E move
2.3%
Puts
Pseudo strike
4.14
IV
178.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
3.14
IV
83.4%
B/E move
1.9%
Puts
Pseudo strike
4.37
IV
213.4%
B/E move
3.2%

80Δ

Calls
Pseudo strike
3.09
IV
85.7%
B/E move
1.5%
Puts
Pseudo strike
4.58
IV
228.0%
B/E move
2.8%

Options history

IV · four-Friday blend246.65%
Daily close
GRAB74.4%166.9%259.4%2026-08-19: 93.31%2026-08-24: 87.18%2026-09-09: 213.72%2026-09-11: 99.43%2026-09-14: 246.65%Aug 19Sep 9Sep 14
5 observations2026-08-19 — 2026-09-14
Table
DateIV (%)
93.31%
87.18%
213.72%
99.43%
246.65%