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Globalstar, Inc. Common Stock GSAT

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-11T13:53:01.696Z

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: 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 · 2026-11-11T00:30:55.586925287Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:53:01.147373+00:00

Share price$86.77
1D+0.1%
AH$85.85$86.04$86.23$86.41$86.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSAT
Sold putSold callAH

Globalstar, Inc. Common Stock options

Live interpolated GSAT call and put midpoint premiums by absolute delta.Globalstar, Inc. Common Stock$1.65$2.15$2.65$3.15$3.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGSAT PRICE$2.45$1.70$1.73$1.75$1.79$1.85$1.95$2.06$2.17$2.43$2.70$2.97$3.24$3.50
PutsExpensive1.34×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.43180.6%35.9%76.72102.0%13.5%
25Δ80.0181.0%9.8%
30Δ82.7563.5%6.7%
35Δ84.2753.1%4.9%
40Δ85.3845.8%3.7%
45Δ86.1041.5%3.0%
50Δ86.8237.2%2.3%
55Δ87.5333.0%1.6%
60Δ88.0231.6%1.4%
65Δ88.5030.2%1.1%
70Δ88.9928.8%0.9%
75Δ89.4827.4%0.6%
80Δ89.9626.0%0.4%

20Δ

Calls
Pseudo strike
115.43
IV
180.6%
B/E move
35.9%
Puts
Pseudo strike
76.72
IV
102.0%
B/E move
13.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.01
IV
81.0%
B/E move
9.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.75
IV
63.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.27
IV
53.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.38
IV
45.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.10
IV
41.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.82
IV
37.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.53
IV
33.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.02
IV
31.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.50
IV
30.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.99
IV
28.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.48
IV
27.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.96
IV
26.0%
B/E move
0.4%

Options history

IV · four-Friday blend20.63%
Daily EOD
GSAT13.3%17.4%21.4%2026-10-19: 13.90%2026-10-20: 16.55%2026-10-21: 15.71%2026-10-22: 17.04%2026-10-23: 16.87%2026-10-26: 17.71%2026-10-27: 20.88%2026-10-29: 19.55%2026-10-30: 20.63%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.90%
16.55%
15.71%
17.04%
16.87%
17.71%
20.88%
19.55%
20.63%