IntraAlpha
Create free account Start free

GRAIL, LLC GRAL

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-23T03:19:51.652Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:51:19.322257163Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:16:45.410702+00:00

Share price$125.09
1D-3.5%
AH$123$126$129$132$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAL
Sold putSold callAH

GRAIL, LLC options

Live interpolated GRAL call and put midpoint premiums by absolute delta.GRAIL, LLC$2.46$10.15$17.83$25.52$33.20$76.77$101.47$126.17$150.88$175.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRAL spot · $125.09GRAL PRICE$3.30$4.39$5.44$6.96$8.82$10.02$11.78$13.75$15.99$18.60$21.64$25.43$30.12$3.95$5.28$6.73$8.43$10.14$11.70$13.76$15.93$18.32$21.05$24.21$27.50$30.98
PutsCheap0.76×
CallsCheap0.91×
SkewBullish-17.21 pp
Implied moveBearish±$25.54
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.6194.2%32.6%104.9088.6%19.3%
25Δ155.7094.7%28.0%109.4488.0%16.7%
30Δ148.5591.6%23.1%113.6587.3%14.5%
35Δ144.5596.4%21.1%117.6287.6%12.7%
40Δ140.69102.3%19.5%121.4786.9%11.0%
45Δ134.9597.9%15.9%125.2784.1%9.2%
50Δ130.4398.6%13.7%129.0183.5%7.9%
55Δ126.0099.6%11.7%132.7582.5%6.6%
60Δ121.56100.9%10.0%136.5981.5%5.4%
65Δ116.99102.9%8.4%140.6180.8%4.4%
70Δ112.17105.5%7.0%144.9480.2%3.5%
75Δ106.79109.6%5.7%149.3378.5%2.6%
80Δ100.62115.1%4.5%153.8376.0%1.8%

20Δ

Calls
Pseudo strike
162.61
IV
94.2%
B/E move
32.6%
Puts
Pseudo strike
104.90
IV
88.6%
B/E move
19.3%

25Δ

Calls
Pseudo strike
155.70
IV
94.7%
B/E move
28.0%
Puts
Pseudo strike
109.44
IV
88.0%
B/E move
16.7%

30Δ

Calls
Pseudo strike
148.55
IV
91.6%
B/E move
23.1%
Puts
Pseudo strike
113.65
IV
87.3%
B/E move
14.5%

35Δ

Calls
Pseudo strike
144.55
IV
96.4%
B/E move
21.1%
Puts
Pseudo strike
117.62
IV
87.6%
B/E move
12.7%

40Δ

Calls
Pseudo strike
140.69
IV
102.3%
B/E move
19.5%
Puts
Pseudo strike
121.47
IV
86.9%
B/E move
11.0%

45Δ

Calls
Pseudo strike
134.95
IV
97.9%
B/E move
15.9%
Puts
Pseudo strike
125.27
IV
84.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
130.43
IV
98.6%
B/E move
13.7%
Puts
Pseudo strike
129.01
IV
83.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
126.00
IV
99.6%
B/E move
11.7%
Puts
Pseudo strike
132.75
IV
82.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
121.56
IV
100.9%
B/E move
10.0%
Puts
Pseudo strike
136.59
IV
81.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
116.99
IV
102.9%
B/E move
8.4%
Puts
Pseudo strike
140.61
IV
80.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
112.17
IV
105.5%
B/E move
7.0%
Puts
Pseudo strike
144.94
IV
80.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
106.79
IV
109.6%
B/E move
5.7%
Puts
Pseudo strike
149.33
IV
78.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
100.62
IV
115.1%
B/E move
4.5%
Puts
Pseudo strike
153.83
IV
76.0%
B/E move
1.8%

Options history

No recorded observations