IntraAlpha
Create free account Start free

Grifols SA ADR GRFS

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-10-22T16:54:05.718Z

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 · 2026-10-22T16:53:56.556030416Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:54:04.170972+00:00

Share price$7.44
1D-0.1%
$7.38$7.41$7.44$7.46$7.495:30 AM6:30 AM9:00 AM1:00 PMGRFS
Sold putSold call

Grifols SA ADR options

Live interpolated GRFS call and put midpoint premiums by absolute delta.Grifols SA ADR$0.17$0.74$1.31$1.88$2.45$5.49$6.82$8.15$9.49$10.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRFS spot · $7.44GRFS PRICE$0.57$0.57$0.60$0.65$0.70$0.76$0.81$0.87$0.92$1.36$1.82$2.28$0.44$0.23$0.24$0.39$0.54$0.69$0.84$0.99$1.14$1.29$1.44$1.59$2.04
PutsExpensive2.59×
CallsExpensive4.02×
SkewBullish-68.05 pp
Implied moveBearish±$1.60
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.62164.5%30.5%
25Δ15.50250.8%116.1%6.6274.7%14.1%
30Δ11.39185.9%60.8%7.1242.8%7.6%
35Δ9.82152.2%40.0%7.3146.0%7.0%
40Δ9.35140.6%34.5%7.5049.1%6.4%
45Δ8.89129.1%29.0%7.7052.2%5.8%
50Δ8.42117.6%23.4%7.8955.4%5.2%
55Δ7.96106.0%17.9%8.0858.5%4.7%
60Δ7.4994.5%12.4%8.2761.6%4.1%
65Δ7.0383.0%6.9%8.4764.8%3.5%
70Δ6.54103.3%6.1%8.6667.9%2.9%
75Δ6.05125.8%5.7%8.8571.1%2.3%
80Δ5.55148.3%5.3%9.3580.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.62
IV
164.5%
B/E move
30.5%

25Δ

Calls
Pseudo strike
15.50
IV
250.8%
B/E move
116.1%
Puts
Pseudo strike
6.62
IV
74.7%
B/E move
14.1%

30Δ

Calls
Pseudo strike
11.39
IV
185.9%
B/E move
60.8%
Puts
Pseudo strike
7.12
IV
42.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
9.82
IV
152.2%
B/E move
40.0%
Puts
Pseudo strike
7.31
IV
46.0%
B/E move
7.0%

40Δ

Calls
Pseudo strike
9.35
IV
140.6%
B/E move
34.5%
Puts
Pseudo strike
7.50
IV
49.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
8.89
IV
129.1%
B/E move
29.0%
Puts
Pseudo strike
7.70
IV
52.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
8.42
IV
117.6%
B/E move
23.4%
Puts
Pseudo strike
7.89
IV
55.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
7.96
IV
106.0%
B/E move
17.9%
Puts
Pseudo strike
8.08
IV
58.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
7.49
IV
94.5%
B/E move
12.4%
Puts
Pseudo strike
8.27
IV
61.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
7.03
IV
83.0%
B/E move
6.9%
Puts
Pseudo strike
8.47
IV
64.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
6.54
IV
103.3%
B/E move
6.1%
Puts
Pseudo strike
8.66
IV
67.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
6.05
IV
125.8%
B/E move
5.7%
Puts
Pseudo strike
8.85
IV
71.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
5.55
IV
148.3%
B/E move
5.3%
Puts
Pseudo strike
9.35
IV
80.3%
B/E move
1.8%

Options history

No recorded observations