IntraAlpha
Create free account Start free

GSI Technology Common Stock GSIT

i

Market dataready · fetched 2026-11-11T13:54:31.787Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T13:06:24.259764275Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:51:30.148875+00:00

Share price$3.45
1D
Price history unavailable.

GSI Technology Common Stock options

Live interpolated GSIT call and put midpoint premiums by absolute delta.GSI Technology Common Stock$0.16$1.47$2.77$4.08$5.39$-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 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGSIT PRICE$0.30$0.48$0.65$0.83$1.00$1.18$1.35$1.53$1.70$1.91$3.17$5.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.75126.9%29.0%
25Δ3.00132.2%26.8%
30Δ3.25137.5%24.6%
35Δ3.50142.9%22.4%
40Δ3.75148.2%20.3%
45Δ4.00153.5%18.1%
50Δ4.25158.9%15.9%
55Δ4.51164.2%13.7%
60Δ4.76169.5%11.5%
65Δ5.03175.5%9.4%
70Δ6.34206.4%8.3%
75Δ8.21248.0%7.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.75
IV
126.9%
B/E move
29.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
132.2%
B/E move
26.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
137.5%
B/E move
24.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
142.9%
B/E move
22.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
148.2%
B/E move
20.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
153.5%
B/E move
18.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
158.9%
B/E move
15.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.51
IV
164.2%
B/E move
13.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.76
IV
169.5%
B/E move
11.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.03
IV
175.5%
B/E move
9.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.34
IV
206.4%
B/E move
8.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.21
IV
248.0%
B/E move
7.2%

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations