Share price$8.17
1D+6.6%
Sold putSold call
Gorilla Technology Group Inc. GRRR
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:52:51.460Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:16.592288719Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:53.325426+00:00
Gorilla Technology Group Inc. options
PutsExpensive1.22×
CallsExpensive1.47×
SkewBullish-47.31 pp
Implied moveBearish±$0.63
TiltBearish28.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.03 | 718.6% | 89.7% | 7.56 | 129.3% | 8.6% |
| 25Δ | 11.81 | 550.1% | 49.8% | 7.67 | 131.2% | 7.7% |
| 30Δ | 9.73 | 269.2% | 22.1% | 7.78 | 133.1% | 6.8% |
| 35Δ | 8.44 | 106.5% | 5.3% | 7.89 | 135.0% | 6.0% |
| 40Δ | 8.36 | 108.9% | 4.8% | 8.00 | 136.9% | 5.1% |
| 45Δ | 8.27 | 111.3% | 4.2% | 8.10 | 134.3% | 4.5% |
| 50Δ | 8.19 | 113.7% | 3.7% | 8.20 | 131.8% | 3.9% |
| 55Δ | 8.10 | 116.1% | 3.2% | 8.30 | 129.2% | 3.3% |
| 60Δ | 8.02 | 118.5% | 2.7% | 8.40 | 126.6% | 2.6% |
| 65Δ | 7.89 | 125.4% | 2.3% | 8.50 | 124.1% | 2.0% |
| 70Δ | 7.76 | 133.4% | 2.0% | 8.69 | 137.7% | 1.8% |
| 75Δ | 7.62 | 141.4% | 1.7% | 8.89 | 151.9% | 1.5% |
| 80Δ | 7.47 | 153.0% | 1.3% | 12.75 | 550.1% | 3.9% |
20Δ
- Pseudo strike
- 15.03
- IV
- 718.6%
- B/E move
- 89.7%
- Pseudo strike
- 7.56
- IV
- 129.3%
- B/E move
- 8.6%
25Δ
- Pseudo strike
- 11.81
- IV
- 550.1%
- B/E move
- 49.8%
- Pseudo strike
- 7.67
- IV
- 131.2%
- B/E move
- 7.7%
30Δ
- Pseudo strike
- 9.73
- IV
- 269.2%
- B/E move
- 22.1%
- Pseudo strike
- 7.78
- IV
- 133.1%
- B/E move
- 6.8%
35Δ
- Pseudo strike
- 8.44
- IV
- 106.5%
- B/E move
- 5.3%
- Pseudo strike
- 7.89
- IV
- 135.0%
- B/E move
- 6.0%
40Δ
- Pseudo strike
- 8.36
- IV
- 108.9%
- B/E move
- 4.8%
- Pseudo strike
- 8.00
- IV
- 136.9%
- B/E move
- 5.1%
45Δ
- Pseudo strike
- 8.27
- IV
- 111.3%
- B/E move
- 4.2%
- Pseudo strike
- 8.10
- IV
- 134.3%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 8.19
- IV
- 113.7%
- B/E move
- 3.7%
- Pseudo strike
- 8.20
- IV
- 131.8%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 8.10
- IV
- 116.1%
- B/E move
- 3.2%
- Pseudo strike
- 8.30
- IV
- 129.2%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 8.02
- IV
- 118.5%
- B/E move
- 2.7%
- Pseudo strike
- 8.40
- IV
- 126.6%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 7.89
- IV
- 125.4%
- B/E move
- 2.3%
- Pseudo strike
- 8.50
- IV
- 124.1%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 7.76
- IV
- 133.4%
- B/E move
- 2.0%
- Pseudo strike
- 8.69
- IV
- 137.7%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 7.62
- IV
- 141.4%
- B/E move
- 1.7%
- Pseudo strike
- 8.89
- IV
- 151.9%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 7.47
- IV
- 153.0%
- B/E move
- 1.3%
- Pseudo strike
- 12.75
- IV
- 550.1%
- B/E move
- 3.9%
Options history
Table
| Date | IV |
|---|---|
| 139.37% | |
| 162.46% |