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Grab Holdings Ltd GRAB

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T21:50:58.602Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:51.985284211Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:58.040160+00:00

Share price$2.94
1D-2.3%
AH$2.90$2.93$2.96$3.00$3.035:30 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$0.85$1.69$2.54$3.39$1.35$2.00$2.65$3.30$3.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRAB spot · $2.94GRAB PRICE$0.17$0.21$0.28$0.36$0.06$0.09$0.12$0.16$0.19$0.23$0.26$0.30$0.33$0.30$0.28$0.26$0.23$0.21$0.18$0.16$0.14$0.11$1.89$2.31$2.72$3.14
PutsExpensive6.96×
CallsExpensive4.80×
SkewBearish+144.15 pp
Implied moveBearish±$0.28
TiltBearish62.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.13459.0%114.3%2.03501.0%41.1%
25Δ5.54462.5%95.6%2.15446.9%36.4%
30Δ5.28493.0%89.2%2.26392.8%31.7%
35Δ5.06527.0%84.1%2.37338.6%27.1%
40Δ3.0049.3%3.9%2.49284.5%22.4%
45Δ2.9650.7%3.6%2.60230.4%17.7%
50Δ2.9152.2%3.3%2.72176.3%13.0%
55Δ2.8753.6%2.9%2.83122.2%8.4%
60Δ2.8255.1%2.6%2.9468.1%3.7%
65Δ2.7856.5%2.3%4.52447.9%10.6%
70Δ2.7458.0%1.9%4.99441.1%8.8%
75Δ2.6959.4%1.6%5.46434.2%7.0%
80Δ2.6560.9%1.3%5.93427.3%5.2%

20Δ

Calls
Pseudo strike
6.13
IV
459.0%
B/E move
114.3%
Puts
Pseudo strike
2.03
IV
501.0%
B/E move
41.1%

25Δ

Calls
Pseudo strike
5.54
IV
462.5%
B/E move
95.6%
Puts
Pseudo strike
2.15
IV
446.9%
B/E move
36.4%

30Δ

Calls
Pseudo strike
5.28
IV
493.0%
B/E move
89.2%
Puts
Pseudo strike
2.26
IV
392.8%
B/E move
31.7%

35Δ

Calls
Pseudo strike
5.06
IV
527.0%
B/E move
84.1%
Puts
Pseudo strike
2.37
IV
338.6%
B/E move
27.1%

40Δ

Calls
Pseudo strike
3.00
IV
49.3%
B/E move
3.9%
Puts
Pseudo strike
2.49
IV
284.5%
B/E move
22.4%

45Δ

Calls
Pseudo strike
2.96
IV
50.7%
B/E move
3.6%
Puts
Pseudo strike
2.60
IV
230.4%
B/E move
17.7%

50Δ

Calls
Pseudo strike
2.91
IV
52.2%
B/E move
3.3%
Puts
Pseudo strike
2.72
IV
176.3%
B/E move
13.0%

55Δ

Calls
Pseudo strike
2.87
IV
53.6%
B/E move
2.9%
Puts
Pseudo strike
2.83
IV
122.2%
B/E move
8.4%

60Δ

Calls
Pseudo strike
2.82
IV
55.1%
B/E move
2.6%
Puts
Pseudo strike
2.94
IV
68.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
2.78
IV
56.5%
B/E move
2.3%
Puts
Pseudo strike
4.52
IV
447.9%
B/E move
10.6%

70Δ

Calls
Pseudo strike
2.74
IV
58.0%
B/E move
1.9%
Puts
Pseudo strike
4.99
IV
441.1%
B/E move
8.8%

75Δ

Calls
Pseudo strike
2.69
IV
59.4%
B/E move
1.6%
Puts
Pseudo strike
5.46
IV
434.2%
B/E move
7.0%

80Δ

Calls
Pseudo strike
2.65
IV
60.9%
B/E move
1.3%
Puts
Pseudo strike
5.93
IV
427.3%
B/E move
5.2%