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Grab Holdings Ltd GRAB

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-20T06:04:42.926Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:57:33.413964243Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:42.286467+00:00

Share price$2.88
1D-2.8%
AH$2.85$2.88$2.91$2.94$2.975:30 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$0.46$0.92$1.37$1.83$2.09$2.49$2.88$3.27$3.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRAB spot · $2.88GRAB PRICE$0.05$0.07$0.08$0.10$0.12$0.15$0.21$0.28$0.34$0.41$0.47$0.57$0.95$0.05$0.07$0.08$0.10$0.11$0.13$0.14$0.16$0.17$1.38$1.70$1.45$1.21
PutsExpensive1.68×
CallsExpensive1.45×
SkewNeutral+0.16 pp
Implied moveBullish±$0.36
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.4157.1%20.2%2.5549.3%13.1%
25Δ3.3255.8%17.6%2.6147.5%11.8%
30Δ3.2354.5%15.1%2.6645.8%10.5%
35Δ3.1453.2%12.6%2.7144.0%9.2%
40Δ3.0552.0%10.0%2.7642.3%7.9%
45Δ2.9754.0%8.3%2.8140.5%6.6%
50Δ2.8961.0%7.8%2.8738.7%5.4%
55Δ2.8168.0%7.3%2.9237.0%4.1%
60Δ2.7375.0%6.7%2.9735.2%2.8%
65Δ2.6582.0%6.2%4.05156.0%7.4%
70Δ2.5789.0%5.7%4.36181.1%7.7%
75Δ2.46101.7%5.2%4.18146.6%5.2%
80Δ2.07170.6%5.1%4.01112.0%2.7%

20Δ

Calls
Pseudo strike
3.41
IV
57.1%
B/E move
20.2%
Puts
Pseudo strike
2.55
IV
49.3%
B/E move
13.1%

25Δ

Calls
Pseudo strike
3.32
IV
55.8%
B/E move
17.6%
Puts
Pseudo strike
2.61
IV
47.5%
B/E move
11.8%

30Δ

Calls
Pseudo strike
3.23
IV
54.5%
B/E move
15.1%
Puts
Pseudo strike
2.66
IV
45.8%
B/E move
10.5%

35Δ

Calls
Pseudo strike
3.14
IV
53.2%
B/E move
12.6%
Puts
Pseudo strike
2.71
IV
44.0%
B/E move
9.2%

40Δ

Calls
Pseudo strike
3.05
IV
52.0%
B/E move
10.0%
Puts
Pseudo strike
2.76
IV
42.3%
B/E move
7.9%

45Δ

Calls
Pseudo strike
2.97
IV
54.0%
B/E move
8.3%
Puts
Pseudo strike
2.81
IV
40.5%
B/E move
6.6%

50Δ

Calls
Pseudo strike
2.89
IV
61.0%
B/E move
7.8%
Puts
Pseudo strike
2.87
IV
38.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
2.81
IV
68.0%
B/E move
7.3%
Puts
Pseudo strike
2.92
IV
37.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
2.73
IV
75.0%
B/E move
6.7%
Puts
Pseudo strike
2.97
IV
35.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
2.65
IV
82.0%
B/E move
6.2%
Puts
Pseudo strike
4.05
IV
156.0%
B/E move
7.4%

70Δ

Calls
Pseudo strike
2.57
IV
89.0%
B/E move
5.7%
Puts
Pseudo strike
4.36
IV
181.1%
B/E move
7.7%

75Δ

Calls
Pseudo strike
2.46
IV
101.7%
B/E move
5.2%
Puts
Pseudo strike
4.18
IV
146.6%
B/E move
5.2%

80Δ

Calls
Pseudo strike
2.07
IV
170.6%
B/E move
5.1%
Puts
Pseudo strike
4.01
IV
112.0%
B/E move
2.7%

Options history

GRAB49.0249.0749.122026-10-19T19:58:48.492000+00:00: 49.07%Oct 19Oct 19
Table
ObservationIVSkewImplied move
49.07%-8.08 pp12.37%