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Grifols, S.A. American Depositary Shares GRFS

i

Market datapartial · fetched 2026-11-12T00:52:21.556Z

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 · 2026-11-11T21:00:07.772523703Z

FundamentalsAlpha Vantage · unavailable

Share price$8.84
1D+1.6%
AH$8.58$8.66$8.74$8.82$8.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRFS
Sold putSold callAH

Grifols, S.A. American Depositary Shares options

Live interpolated GRFS call and put midpoint premiums by absolute delta.Grifols, S.A. American Depositary Shares$0.40$0.69$0.98$1.27$1.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGRFS PRICE$0.57$0.44$0.47$0.51$0.52$0.60$0.65$0.68$0.72$0.76$0.89$1.02$1.15$1.28$1.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ15.17361.7%78.1%7.42216.6%22.0%
30Δ7.88196.0%17.7%
35Δ10.31161.4%21.6%8.20176.8%14.6%
40Δ9.87144.7%17.0%8.47158.1%11.9%
45Δ9.42128.1%12.3%8.74139.5%9.2%
50Δ9.01121.5%6.6%
55Δ9.22118.9%5.7%
60Δ9.43116.3%4.8%
65Δ9.64113.7%4.0%
70Δ9.85111.0%3.1%
75Δ10.12109.9%2.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
15.17
IV
361.7%
B/E move
78.1%
Puts
Pseudo strike
7.42
IV
216.6%
B/E move
22.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.88
IV
196.0%
B/E move
17.7%

35Δ

Calls
Pseudo strike
10.31
IV
161.4%
B/E move
21.6%
Puts
Pseudo strike
8.20
IV
176.8%
B/E move
14.6%

40Δ

Calls
Pseudo strike
9.87
IV
144.7%
B/E move
17.0%
Puts
Pseudo strike
8.47
IV
158.1%
B/E move
11.9%

45Δ

Calls
Pseudo strike
9.42
IV
128.1%
B/E move
12.3%
Puts
Pseudo strike
8.74
IV
139.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.01
IV
121.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.22
IV
118.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.43
IV
116.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.64
IV
113.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.85
IV
111.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.12
IV
109.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.91%
Daily close
GRFS33.3%102.7%172.0%2026-08-13: 59.73%2026-08-20: 61.89%2026-08-21: 58.06%2026-08-24: 53.22%2026-08-25: 73.53%2026-08-26: 47.18%2026-08-27: 61.54%2026-08-28: 42.85%2026-09-02: 54.77%2026-09-03: 44.86%2026-09-04: 52.85%2026-09-11: 74.34%2026-09-14: 98.91%2026-09-15: 99.86%2026-09-17: 162.48%2026-09-23: 54.77%2026-09-24: 67.18%2026-09-29: 66.88%2026-09-30: 64.00%2026-10-01: 65.77%2026-10-02: 66.99%2026-10-13: 113.31%2026-10-14: 123.66%2026-10-19: 54.76%2026-10-20: 55.64%2026-10-22: 62.47%2026-10-23: 59.62%2026-10-26: 51.45%2026-10-27: 56.33%2026-10-28: 49.61%2026-10-29: 43.95%2026-10-30: 55.91%Aug 13Sep 23Oct 30
32 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
59.73%
61.89%
58.06%
53.22%
73.53%
47.18%
61.54%
42.85%
54.77%
44.86%
52.85%
74.34%
98.91%
99.86%
162.48%
54.77%
67.18%
66.88%
64.00%
65.77%
66.99%
113.31%
123.66%
54.76%
55.64%
62.47%
59.62%
51.45%
56.33%
49.61%
43.95%
55.91%