Share price$8.30
1D+8.5%
Sold putSold call
Gorilla Technology Group Inc. GRRR
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:01:36.104Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:53.381406282Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:35.681483+00:00
Gorilla Technology Group Inc. options
PutsExpensive2.40×
CallsExpensive1.63×
SkewBearish+96.71 pp
Implied moveBearish±$0.66
TiltBearish59.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.43 | 661.6% | 78.4% | 6.02 | 662.2% | 34.9% |
| 25Δ | 11.68 | 511.8% | 45.6% | 6.73 | 472.7% | 24.5% |
| 30Δ | 11.48 | 489.4% | 43.4% | 7.45 | 283.1% | 14.1% |
| 35Δ | 10.11 | 317.6% | 25.6% | 8.02 | 136.9% | 5.9% |
| 40Δ | 8.74 | 145.8% | 7.9% | 8.13 | 137.1% | 5.2% |
| 45Δ | 8.43 | 115.9% | 4.4% | 8.24 | 137.3% | 4.6% |
| 50Δ | 8.33 | 115.4% | 3.8% | 8.35 | 137.5% | 3.9% |
| 55Δ | 8.24 | 114.9% | 3.3% | 8.45 | 137.8% | 3.3% |
| 60Δ | 8.15 | 114.4% | 2.7% | 8.64 | 157.4% | 3.0% |
| 65Δ | 8.06 | 113.9% | 2.2% | 8.89 | 191.7% | 3.0% |
| 70Δ | 7.95 | 116.1% | 1.7% | 12.26 | 643.6% | 8.7% |
| 75Δ | 7.80 | 124.9% | 1.4% | 11.63 | 508.4% | 4.8% |
| 80Δ | 7.64 | 133.7% | 1.2% | 15.63 | 726.7% | 4.8% |
20Δ
- Pseudo strike
- 14.43
- IV
- 661.6%
- B/E move
- 78.4%
- Pseudo strike
- 6.02
- IV
- 662.2%
- B/E move
- 34.9%
25Δ
- Pseudo strike
- 11.68
- IV
- 511.8%
- B/E move
- 45.6%
- Pseudo strike
- 6.73
- IV
- 472.7%
- B/E move
- 24.5%
30Δ
- Pseudo strike
- 11.48
- IV
- 489.4%
- B/E move
- 43.4%
- Pseudo strike
- 7.45
- IV
- 283.1%
- B/E move
- 14.1%
35Δ
- Pseudo strike
- 10.11
- IV
- 317.6%
- B/E move
- 25.6%
- Pseudo strike
- 8.02
- IV
- 136.9%
- B/E move
- 5.9%
40Δ
- Pseudo strike
- 8.74
- IV
- 145.8%
- B/E move
- 7.9%
- Pseudo strike
- 8.13
- IV
- 137.1%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 8.43
- IV
- 115.9%
- B/E move
- 4.4%
- Pseudo strike
- 8.24
- IV
- 137.3%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 8.33
- IV
- 115.4%
- B/E move
- 3.8%
- Pseudo strike
- 8.35
- IV
- 137.5%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 8.24
- IV
- 114.9%
- B/E move
- 3.3%
- Pseudo strike
- 8.45
- IV
- 137.8%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 8.15
- IV
- 114.4%
- B/E move
- 2.7%
- Pseudo strike
- 8.64
- IV
- 157.4%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 8.06
- IV
- 113.9%
- B/E move
- 2.2%
- Pseudo strike
- 8.89
- IV
- 191.7%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 7.95
- IV
- 116.1%
- B/E move
- 1.7%
- Pseudo strike
- 12.26
- IV
- 643.6%
- B/E move
- 8.7%
75Δ
- Pseudo strike
- 7.80
- IV
- 124.9%
- B/E move
- 1.4%
- Pseudo strike
- 11.63
- IV
- 508.4%
- B/E move
- 4.8%
80Δ
- Pseudo strike
- 7.64
- IV
- 133.7%
- B/E move
- 1.2%
- Pseudo strike
- 15.63
- IV
- 726.7%
- B/E move
- 4.8%
Options history
Table
| Date | IV |
|---|---|
| 139.37% | |
| 162.46% |