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Gorilla Technology Group Inc. Ordinary shares GRRR

i

Market datapartial · fetched 2026-11-10T22:34:58.577Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:19:44.538493709Z

FundamentalsAlpha Vantage · unavailable

Share price$7.54
1D+3.6%
AH$7.15$7.27$7.39$7.51$7.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRRR
Sold putSold callAH

Gorilla Technology Group Inc. Ordinary shares options

Live interpolated GRRR call and put midpoint premiums by absolute delta.Gorilla Technology Group Inc. Ordinary shares$0.15$0.19$0.23$0.26$0.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGRRR PRICE$0.26$0.28$0.16$0.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.59195.8%14.7%
25Δ6.85172.7%11.5%
30Δ
35Δ
40Δ
45Δ7.74125.6%6.2%
50Δ7.61113.8%4.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
195.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.85
IV
172.7%
B/E move
11.5%

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
7.74
IV
125.6%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.61
IV
113.8%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend192.71%
Daily close
GRRR78.7%144.2%209.6%2026-08-12: 142.54%2026-08-13: 129.16%2026-08-14: 123.15%2026-08-17: 129.10%2026-08-18: 124.12%2026-08-19: 119.35%2026-08-20: 132.36%2026-08-21: 133.58%2026-08-24: 134.36%2026-08-25: 90.61%2026-08-26: 97.73%2026-08-27: 91.42%2026-08-28: 93.82%2026-08-31: 91.86%2026-09-01: 98.04%2026-09-02: 93.58%2026-09-03: 91.95%2026-09-04: 89.52%2026-09-08: 104.39%2026-09-09: 102.75%2026-09-10: 98.19%2026-09-11: 98.85%2026-09-14: 97.10%2026-09-15: 94.49%2026-09-16: 108.62%2026-09-17: 118.60%2026-09-18: 91.82%2026-09-21: 92.00%2026-09-22: 98.42%2026-09-23: 101.34%2026-09-24: 108.63%2026-09-25: 87.70%2026-09-28: 94.36%2026-09-29: 95.29%2026-09-30: 94.93%2026-10-01: 115.53%2026-10-02: 89.31%2026-10-05: 94.74%2026-10-06: 95.45%2026-10-07: 97.02%2026-10-08: 110.00%2026-10-09: 99.12%2026-10-12: 102.04%2026-10-13: 101.02%2026-10-14: 125.90%2026-10-15: 188.57%2026-10-16: 133.69%2026-10-19: 136.55%2026-10-20: 155.63%2026-10-21: 122.27%2026-10-22: 200.60%2026-10-23: 143.74%2026-10-26: 139.96%2026-10-27: 166.92%2026-10-28: 193.08%2026-10-29: 156.65%2026-10-30: 192.71%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
142.54%
129.16%
123.15%
129.10%
124.12%
119.35%
132.36%
133.58%
134.36%
90.61%
97.73%
91.42%
93.82%
91.86%
98.04%
93.58%
91.95%
89.52%
104.39%
102.75%
98.19%
98.85%
97.10%
94.49%
108.62%
118.60%
91.82%
92.00%
98.42%
101.34%
108.63%
87.70%
94.36%
95.29%
94.93%
115.53%
89.31%
94.74%
95.45%
97.02%
110.00%
99.12%
102.04%
101.02%
125.90%
188.57%
133.69%
136.55%
155.63%
122.27%
200.60%
143.74%
139.96%
166.92%
193.08%
156.65%
192.71%