Share price$7.45
1D+0.1%
Sold putSold callAH
Grifols SA ADR GRFS
HEALTHCARE · DRUG MANUFACTURERS - GENERALi
Market dataready · fetched 2026-10-22T21:15:53.305Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.829474468Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:15:52.739315+00:00
Grifols SA ADR options
PutsExpensive2.23×
CallsExpensive3.74×
SkewBullish-69.54 pp
Implied moveBullish±$1.10
TiltBullish17.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.64 | 163.6% | 30.3% | |||
| 25Δ | 15.49 | 251.1% | 115.7% | 6.66 | 71.9% | 13.6% |
| 30Δ | 11.39 | 186.2% | 60.7% | 7.08 | 41.4% | 7.6% |
| 35Δ | 9.69 | 147.4% | 37.8% | 7.19 | 41.3% | 6.8% |
| 40Δ | 8.88 | 123.3% | 27.2% | 7.31 | 41.3% | 6.1% |
| 45Δ | 8.08 | 99.1% | 16.5% | 7.42 | 41.2% | 5.4% |
| 50Δ | 7.78 | 93.4% | 13.4% | 7.54 | 41.2% | 4.6% |
| 55Δ | 7.53 | 89.6% | 11.1% | 7.65 | 41.1% | 3.9% |
| 60Δ | 7.28 | 85.9% | 8.9% | 7.77 | 41.1% | 3.2% |
| 65Δ | 7.03 | 82.1% | 6.6% | 7.88 | 41.0% | 2.4% |
| 70Δ | 6.56 | 101.4% | 6.0% | 8.00 | 41.0% | 1.7% |
| 75Δ | 6.07 | 123.9% | 5.6% | 8.61 | 61.5% | 1.9% |
| 80Δ | 5.57 | 146.3% | 5.2% | 9.55 | 85.7% | 1.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.64
- IV
- 163.6%
- B/E move
- 30.3%
25Δ
- Pseudo strike
- 15.49
- IV
- 251.1%
- B/E move
- 115.7%
- Pseudo strike
- 6.66
- IV
- 71.9%
- B/E move
- 13.6%
30Δ
- Pseudo strike
- 11.39
- IV
- 186.2%
- B/E move
- 60.7%
- Pseudo strike
- 7.08
- IV
- 41.4%
- B/E move
- 7.6%
35Δ
- Pseudo strike
- 9.69
- IV
- 147.4%
- B/E move
- 37.8%
- Pseudo strike
- 7.19
- IV
- 41.3%
- B/E move
- 6.8%
40Δ
- Pseudo strike
- 8.88
- IV
- 123.3%
- B/E move
- 27.2%
- Pseudo strike
- 7.31
- IV
- 41.3%
- B/E move
- 6.1%
45Δ
- Pseudo strike
- 8.08
- IV
- 99.1%
- B/E move
- 16.5%
- Pseudo strike
- 7.42
- IV
- 41.2%
- B/E move
- 5.4%
50Δ
- Pseudo strike
- 7.78
- IV
- 93.4%
- B/E move
- 13.4%
- Pseudo strike
- 7.54
- IV
- 41.2%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 7.53
- IV
- 89.6%
- B/E move
- 11.1%
- Pseudo strike
- 7.65
- IV
- 41.1%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 7.28
- IV
- 85.9%
- B/E move
- 8.9%
- Pseudo strike
- 7.77
- IV
- 41.1%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 7.03
- IV
- 82.1%
- B/E move
- 6.6%
- Pseudo strike
- 7.88
- IV
- 41.0%
- B/E move
- 2.4%
70Δ
- Pseudo strike
- 6.56
- IV
- 101.4%
- B/E move
- 6.0%
- Pseudo strike
- 8.00
- IV
- 41.0%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 6.07
- IV
- 123.9%
- B/E move
- 5.6%
- Pseudo strike
- 8.61
- IV
- 61.5%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 5.57
- IV
- 146.3%
- B/E move
- 5.2%
- Pseudo strike
- 9.55
- IV
- 85.7%
- B/E move
- 1.9%
Options history
No recorded observations