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Guardian Pharmacy Services, Inc. GRDN

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T02:45:18.002Z

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 · 2026-11-12T00:00:00.002654967Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:17.686982+00:00

Share price$49.98
1D+1.4%
AH$48.98$49.41$49.83$50.25$50.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRDN
Sold putSold callAH

Guardian Pharmacy Services, Inc. options

Live interpolated GRDN call and put midpoint premiums by absolute delta.Guardian Pharmacy Services, Inc.$0.97$1.93$2.89$3.86$4.82$36.78$42.52$48.27$54.01$59.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRDN spot · $49.98GRDN PRICE$1.07$1.17$1.29$1.40$1.52$1.64$1.75$2.07$2.53$2.99$3.45$3.91$4.37$1.12$1.20$1.33$1.45$1.58$1.70$1.95$2.38$2.81$3.25$3.68$4.11$4.54
PutsExpensive1.12×
CallsCheap0.81×
SkewBullish-9.05 pp
Implied moveBearish±$3.70
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.45138.3%25.1%43.16123.5%15.9%
25Δ58.69119.5%19.8%45.4299.3%11.5%
30Δ57.08108.1%16.8%46.4290.1%9.8%
35Δ55.4896.7%13.8%47.4280.9%8.0%
40Δ53.8885.3%10.8%48.4271.8%6.3%
45Δ52.2773.9%7.9%49.4162.6%4.5%
50Δ50.6762.5%4.9%50.2656.8%3.3%
55Δ49.6157.6%3.4%50.8956.0%3.0%
60Δ48.9457.3%3.0%51.5255.1%2.6%
65Δ48.2857.0%2.6%52.1554.3%2.2%
70Δ47.6156.7%2.2%52.7853.4%1.8%
75Δ46.9456.5%1.7%53.4152.5%1.4%
80Δ46.2756.2%1.3%54.0451.7%1.0%

20Δ

Calls
Pseudo strike
61.45
IV
138.3%
B/E move
25.1%
Puts
Pseudo strike
43.16
IV
123.5%
B/E move
15.9%

25Δ

Calls
Pseudo strike
58.69
IV
119.5%
B/E move
19.8%
Puts
Pseudo strike
45.42
IV
99.3%
B/E move
11.5%

30Δ

Calls
Pseudo strike
57.08
IV
108.1%
B/E move
16.8%
Puts
Pseudo strike
46.42
IV
90.1%
B/E move
9.8%

35Δ

Calls
Pseudo strike
55.48
IV
96.7%
B/E move
13.8%
Puts
Pseudo strike
47.42
IV
80.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
53.88
IV
85.3%
B/E move
10.8%
Puts
Pseudo strike
48.42
IV
71.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
52.27
IV
73.9%
B/E move
7.9%
Puts
Pseudo strike
49.41
IV
62.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
50.67
IV
62.5%
B/E move
4.9%
Puts
Pseudo strike
50.26
IV
56.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
49.61
IV
57.6%
B/E move
3.4%
Puts
Pseudo strike
50.89
IV
56.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
48.94
IV
57.3%
B/E move
3.0%
Puts
Pseudo strike
51.52
IV
55.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
48.28
IV
57.0%
B/E move
2.6%
Puts
Pseudo strike
52.15
IV
54.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
47.61
IV
56.7%
B/E move
2.2%
Puts
Pseudo strike
52.78
IV
53.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
46.94
IV
56.5%
B/E move
1.7%
Puts
Pseudo strike
53.41
IV
52.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
46.27
IV
56.2%
B/E move
1.3%
Puts
Pseudo strike
54.04
IV
51.7%
B/E move
1.0%

Options history

IV · four-Friday blend55.03%
Daily close
GRDN42.0%55.5%69.0%2026-08-13: 57.40%2026-08-14: 57.04%2026-08-21: 48.02%2026-08-24: 49.65%2026-08-25: 48.49%2026-08-26: 48.49%2026-08-27: 49.61%2026-08-28: 48.79%2026-08-31: 49.15%2026-09-01: 50.85%2026-09-02: 43.82%2026-09-03: 48.83%2026-09-04: 50.07%2026-09-08: 53.63%2026-09-09: 51.44%2026-09-10: 49.80%2026-09-11: 48.04%2026-09-18: 44.24%2026-09-21: 44.91%2026-09-22: 45.90%2026-09-23: 46.75%2026-09-28: 49.50%2026-09-29: 51.66%2026-09-30: 49.25%2026-10-01: 50.52%2026-10-02: 49.59%2026-10-12: 60.74%2026-10-13: 58.36%2026-10-14: 67.17%2026-10-16: 52.51%2026-10-19: 50.87%2026-10-20: 52.25%2026-10-21: 50.70%2026-10-22: 53.68%2026-10-23: 52.33%2026-10-26: 50.90%2026-10-27: 50.60%2026-10-28: 51.93%2026-10-29: 53.13%2026-10-30: 55.03%Aug 13Sep 22Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
57.40%
57.04%
48.02%
49.65%
48.49%
48.49%
49.61%
48.79%
49.15%
50.85%
43.82%
48.83%
50.07%
53.63%
51.44%
49.80%
48.04%
44.24%
44.91%
45.90%
46.75%
49.50%
51.66%
49.25%
50.52%
49.59%
60.74%
58.36%
67.17%
52.51%
50.87%
52.25%
50.70%
53.68%
52.33%
50.90%
50.60%
51.93%
53.13%
55.03%