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Grifols, S.A. American Depositary Shares GRFS

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Market datapartial · fetched 2026-10-22T16:15:52.744Z

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 · 2026-10-22T16:13:15.103664446Z

FundamentalsAlpha Vantage · unavailable

Share price$7.46
1D+0.2%
$7.38$7.41$7.44$7.46$7.495:30 AM6:30 AM9:00 AM1:00 PMGRFS
Sold putSold call

Grifols, S.A. American Depositary Shares options

Live interpolated GRFS call and put midpoint premiums by absolute delta.Grifols, S.A. American Depositary Shares$0.49$1.29$2.10$2.90$3.70$3.13$5.12$7.10$9.08$11.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRFS spot · $7.46GRFS PRICE$0.57$0.57$0.60$0.65$0.70$0.76$0.81$0.86$0.92$1.31$1.78$2.24$0.72$0.95$1.18$1.41$1.64$1.87$2.10$2.33$2.55$2.78$3.01$3.24$3.47
PutsExpensive6.45×
CallsExpensive3.97×
SkewBearish+34.06 pp
Implied moveBearish±$2.85
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.28215.1%38.9%
25Δ15.49249.8%115.4%5.72207.4%36.0%
30Δ11.40185.2%60.5%6.17199.7%33.1%
35Δ9.83151.4%39.7%6.61192.0%30.2%
40Δ9.37139.9%34.3%7.06184.3%27.4%
45Δ8.91128.4%28.9%7.50176.6%24.5%
50Δ8.45117.0%23.4%7.94168.9%21.6%
55Δ7.99105.5%18.0%8.39161.2%18.7%
60Δ7.5494.0%12.6%8.83153.4%15.8%
65Δ7.0882.6%7.2%9.28145.7%13.0%
70Δ6.5999.1%5.9%9.72138.0%10.1%
75Δ6.09121.3%5.5%10.16130.3%7.2%
80Δ5.59143.5%5.1%10.61122.6%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.28
IV
215.1%
B/E move
38.9%

25Δ

Calls
Pseudo strike
15.49
IV
249.8%
B/E move
115.4%
Puts
Pseudo strike
5.72
IV
207.4%
B/E move
36.0%

30Δ

Calls
Pseudo strike
11.40
IV
185.2%
B/E move
60.5%
Puts
Pseudo strike
6.17
IV
199.7%
B/E move
33.1%

35Δ

Calls
Pseudo strike
9.83
IV
151.4%
B/E move
39.7%
Puts
Pseudo strike
6.61
IV
192.0%
B/E move
30.2%

40Δ

Calls
Pseudo strike
9.37
IV
139.9%
B/E move
34.3%
Puts
Pseudo strike
7.06
IV
184.3%
B/E move
27.4%

45Δ

Calls
Pseudo strike
8.91
IV
128.4%
B/E move
28.9%
Puts
Pseudo strike
7.50
IV
176.6%
B/E move
24.5%

50Δ

Calls
Pseudo strike
8.45
IV
117.0%
B/E move
23.4%
Puts
Pseudo strike
7.94
IV
168.9%
B/E move
21.6%

55Δ

Calls
Pseudo strike
7.99
IV
105.5%
B/E move
18.0%
Puts
Pseudo strike
8.39
IV
161.2%
B/E move
18.7%

60Δ

Calls
Pseudo strike
7.54
IV
94.0%
B/E move
12.6%
Puts
Pseudo strike
8.83
IV
153.4%
B/E move
15.8%

65Δ

Calls
Pseudo strike
7.08
IV
82.6%
B/E move
7.2%
Puts
Pseudo strike
9.28
IV
145.7%
B/E move
13.0%

70Δ

Calls
Pseudo strike
6.59
IV
99.1%
B/E move
5.9%
Puts
Pseudo strike
9.72
IV
138.0%
B/E move
10.1%

75Δ

Calls
Pseudo strike
6.09
IV
121.3%
B/E move
5.5%
Puts
Pseudo strike
10.16
IV
130.3%
B/E move
7.2%

80Δ

Calls
Pseudo strike
5.59
IV
143.5%
B/E move
5.1%
Puts
Pseudo strike
10.61
IV
122.6%
B/E move
4.3%

Options history

No recorded observations