IntraAlpha
Create free account Start free

GRAIL, Inc. Common Stock GRAL

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-12T02:13:43.833Z

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 · 2026-11-11T21:00:02.474526877Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:13:43.431530+00:00

Share price$125.64
1D-2.8%
AH$125$126$128$130$1325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAL
Sold putSold callAH

GRAIL, Inc. Common Stock options

Live interpolated GRAL call and put midpoint premiums by absolute delta.GRAIL, Inc. Common Stock$1.49$6.02$10.55$15.07$19.60$89.06$105.85$122.65$139.44$156.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GRAL spot · $125.64GRAL PRICE$1.98$2.76$3.54$4.30$5.15$6.07$7.03$8.20$9.37$10.60$11.86$13.81$2.18$2.71$3.38$4.15$5.10$6.05$7.19$8.36$9.72$11.28$13.10$15.47$18.30
PutsCheap0.55×
Calls——
Skew——
Implied moveBearish±$13.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.1594.7%16.3%112.2992.7%12.4%
25Δ141.5099.5%14.8%115.8485.5%10.0%
30Δ118.3183.5%8.5%
35Δ133.1680.5%8.8%120.6582.3%7.3%
40Δ131.0081.5%7.7%122.7182.7%6.4%
45Δ128.9082.2%6.7%124.7783.2%5.5%
50Δ126.8482.6%5.8%126.8683.0%4.8%
55Δ124.7783.1%4.9%128.9482.9%4.0%
60Δ122.6883.3%4.2%131.1382.8%3.4%
65Δ120.5983.4%3.4%133.4382.9%2.8%
70Δ118.5281.9%2.8%135.9483.3%2.2%
75Δ116.4679.7%2.1%138.9084.7%1.8%
80Δ113.8280.8%1.6%142.2985.7%1.3%

20Δ

Calls
Pseudo strike
144.15
IV
94.7%
B/E move
16.3%
Puts
Pseudo strike
112.29
IV
92.7%
B/E move
12.4%

25Δ

Calls
Pseudo strike
141.50
IV
99.5%
B/E move
14.8%
Puts
Pseudo strike
115.84
IV
85.5%
B/E move
10.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.31
IV
83.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
133.16
IV
80.5%
B/E move
8.8%
Puts
Pseudo strike
120.65
IV
82.3%
B/E move
7.3%

40Δ

Calls
Pseudo strike
131.00
IV
81.5%
B/E move
7.7%
Puts
Pseudo strike
122.71
IV
82.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
128.90
IV
82.2%
B/E move
6.7%
Puts
Pseudo strike
124.77
IV
83.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
126.84
IV
82.6%
B/E move
5.8%
Puts
Pseudo strike
126.86
IV
83.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
124.77
IV
83.1%
B/E move
4.9%
Puts
Pseudo strike
128.94
IV
82.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
122.68
IV
83.3%
B/E move
4.2%
Puts
Pseudo strike
131.13
IV
82.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
120.59
IV
83.4%
B/E move
3.4%
Puts
Pseudo strike
133.43
IV
82.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
118.52
IV
81.9%
B/E move
2.8%
Puts
Pseudo strike
135.94
IV
83.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
116.46
IV
79.7%
B/E move
2.1%
Puts
Pseudo strike
138.90
IV
84.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
113.82
IV
80.8%
B/E move
1.6%
Puts
Pseudo strike
142.29
IV
85.7%
B/E move
1.3%

Options history

IV · four-Friday blend88.57%
Daily EOD
GRAL83.0%86.0%89.0%2026-10-19: 84.08%2026-10-20: 84.36%2026-10-21: 83.83%2026-10-22: 84.49%2026-10-23: 85.10%2026-10-26: 85.86%2026-10-27: 83.38%2026-10-28: 86.47%2026-10-29: 86.12%2026-10-30: 88.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
84.08%
84.36%
83.83%
84.49%
85.10%
85.86%
83.38%
86.47%
86.12%
88.57%