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Grab Holdings Ltd GRAB

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:05:30.835Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:05:16.91218198Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:26.354284+00:00

Share price$2.99
1D+3.8%
AH$2.86$2.91$2.95$3.00$3.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAB
Sold putSold callAH

Grab Holdings Ltd options

Live interpolated GRAB call and put midpoint premiums by absolute delta.Grab Holdings Ltd$0.00$0.20$0.40$0.60$0.79$2.79$2.98$3.18$3.37$3.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.99OPTION PRICELive GRAB spot · $2.99GRAB PRICE$0.16$0.14$0.12$0.10$0.08$0.06$0.09$0.20$0.31$0.41$0.52$0.63$0.74$0.02$0.02$0.03$0.03$0.04$0.04$0.05$0.05$0.06$0.06$0.07$0.07$0.08
PutsExpensive1.59×
CallsExpensive4.07×
SkewBullish-237.55 pp
Implied moveBullish±$0.14
TiltBullish70.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.87617.2%68.2%2.67157.4%11.5%
25Δ4.53520.2%56.3%2.72144.3%10.0%
30Δ4.19423.3%44.3%2.77131.3%8.4%
35Δ3.86326.3%32.3%2.82118.2%6.8%
40Δ3.52229.4%20.3%2.87105.1%5.3%
45Δ3.18132.4%8.4%2.9292.0%3.7%
50Δ2.95104.0%1.8%2.9778.9%2.2%
55Δ2.84158.2%1.7%3.0265.9%0.6%
60Δ2.73212.4%1.6%3.0852.8%0.9%
65Δ2.62266.5%1.5%3.1339.7%2.5%
70Δ2.51320.7%1.4%3.1826.6%4.1%
75Δ2.40374.8%1.3%3.2313.5%5.6%
80Δ2.29429.0%1.2%3.280.5%7.2%

20Δ

Calls
Pseudo strike
4.87
IV
617.2%
B/E move
68.2%
Puts
Pseudo strike
2.67
IV
157.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
4.53
IV
520.2%
B/E move
56.3%
Puts
Pseudo strike
2.72
IV
144.3%
B/E move
10.0%

30Δ

Calls
Pseudo strike
4.19
IV
423.3%
B/E move
44.3%
Puts
Pseudo strike
2.77
IV
131.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
3.86
IV
326.3%
B/E move
32.3%
Puts
Pseudo strike
2.82
IV
118.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
3.52
IV
229.4%
B/E move
20.3%
Puts
Pseudo strike
2.87
IV
105.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
3.18
IV
132.4%
B/E move
8.4%
Puts
Pseudo strike
2.92
IV
92.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
2.95
IV
104.0%
B/E move
1.8%
Puts
Pseudo strike
2.97
IV
78.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
2.84
IV
158.2%
B/E move
1.7%
Puts
Pseudo strike
3.02
IV
65.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
2.73
IV
212.4%
B/E move
1.6%
Puts
Pseudo strike
3.08
IV
52.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
2.62
IV
266.5%
B/E move
1.5%
Puts
Pseudo strike
3.13
IV
39.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
2.51
IV
320.7%
B/E move
1.4%
Puts
Pseudo strike
3.18
IV
26.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
2.40
IV
374.8%
B/E move
1.3%
Puts
Pseudo strike
3.23
IV
13.5%
B/E move
5.6%

80Δ

Calls
Pseudo strike
2.29
IV
429.0%
B/E move
1.2%
Puts
Pseudo strike
3.28
IV
0.5%
B/E move
7.2%