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GSI Technology Common Stock GSIT

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Market datapartial · fetched 2026-10-22T20:27:53.185Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:14:27.528996183Z

FundamentalsAlpha Vantage · unavailable

Share price$3.89
1D-1.9%
AH$3.79$3.86$3.93$3.99$4.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSIT
Sold putSold callAH

GSI Technology Common Stock options

Live interpolated GSIT call and put midpoint premiums by absolute delta.GSI Technology Common Stock$0.03$0.64$1.26$1.87$2.48$2.11$3.13$4.14$5.16$6.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSIT spot · $3.89GSIT PRICE$0.10$0.19$0.27$0.36$0.45$0.54$0.63$0.71$0.80$0.89$0.98$1.06$1.15$0.26$0.34$0.42$0.50$0.58$0.66$0.74$0.82$0.90$0.98$1.06$1.14$2.30
PutsExpensive1.34×
CallsExpensive1.14×
SkewBearish+30.77 pp
Implied moveBearish±$1.36
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.0892.8%33.0%2.81154.7%34.4%
25Δ4.8491.6%29.1%3.00149.6%31.7%
30Δ4.6792.4%27.1%3.18144.4%29.0%
35Δ4.5193.1%25.1%3.37139.2%26.3%
40Δ4.3493.9%23.1%3.56134.0%23.5%
45Δ4.1794.7%21.1%3.74128.8%20.8%
50Δ4.0195.4%19.0%3.93123.6%18.1%
55Δ3.8496.2%17.0%4.11118.4%15.4%
60Δ3.6896.9%15.0%4.30113.2%12.7%
65Δ3.5197.7%13.0%4.48108.1%10.0%
70Δ3.3598.4%11.0%4.67102.9%7.3%
75Δ3.1899.2%9.0%4.8597.7%4.5%
80Δ3.0199.9%7.0%6.09127.7%2.7%

20Δ

Calls
Pseudo strike
5.08
IV
92.8%
B/E move
33.0%
Puts
Pseudo strike
2.81
IV
154.7%
B/E move
34.4%

25Δ

Calls
Pseudo strike
4.84
IV
91.6%
B/E move
29.1%
Puts
Pseudo strike
3.00
IV
149.6%
B/E move
31.7%

30Δ

Calls
Pseudo strike
4.67
IV
92.4%
B/E move
27.1%
Puts
Pseudo strike
3.18
IV
144.4%
B/E move
29.0%

35Δ

Calls
Pseudo strike
4.51
IV
93.1%
B/E move
25.1%
Puts
Pseudo strike
3.37
IV
139.2%
B/E move
26.3%

40Δ

Calls
Pseudo strike
4.34
IV
93.9%
B/E move
23.1%
Puts
Pseudo strike
3.56
IV
134.0%
B/E move
23.5%

45Δ

Calls
Pseudo strike
4.17
IV
94.7%
B/E move
21.1%
Puts
Pseudo strike
3.74
IV
128.8%
B/E move
20.8%

50Δ

Calls
Pseudo strike
4.01
IV
95.4%
B/E move
19.0%
Puts
Pseudo strike
3.93
IV
123.6%
B/E move
18.1%

55Δ

Calls
Pseudo strike
3.84
IV
96.2%
B/E move
17.0%
Puts
Pseudo strike
4.11
IV
118.4%
B/E move
15.4%

60Δ

Calls
Pseudo strike
3.68
IV
96.9%
B/E move
15.0%
Puts
Pseudo strike
4.30
IV
113.2%
B/E move
12.7%

65Δ

Calls
Pseudo strike
3.51
IV
97.7%
B/E move
13.0%
Puts
Pseudo strike
4.48
IV
108.1%
B/E move
10.0%

70Δ

Calls
Pseudo strike
3.35
IV
98.4%
B/E move
11.0%
Puts
Pseudo strike
4.67
IV
102.9%
B/E move
7.3%

75Δ

Calls
Pseudo strike
3.18
IV
99.2%
B/E move
9.0%
Puts
Pseudo strike
4.85
IV
97.7%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.01
IV
99.9%
B/E move
7.0%
Puts
Pseudo strike
6.09
IV
127.7%
B/E move
2.7%

Options history

No recorded observations