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GlaxoSmithKline PLC ADR GSK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:03:36.987Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.098375993Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:36.597147+00:00

Share price$49.02
1D+0.3%
AH$48.78$49.04$49.31$49.58$49.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSK
Sold putSold callAH

GlaxoSmithKline PLC ADR options

Live interpolated GSK call and put midpoint premiums by absolute delta.GlaxoSmithKline PLC ADR$0.11$0.53$0.95$1.37$1.79$47.29$48.41$49.53$50.65$51.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $49.02OPTION PRICELive GSK spot · $49.02GSK PRICE$1.07$0.69$0.22$0.23$0.29$0.35$0.41$0.51$0.63$0.75$0.96$1.22$1.67$0.76$0.18$0.16$0.20$0.24$0.27$0.32$0.37$0.42$0.47$0.52$0.57$0.62
PutsExpensive2.06×
CallsExpensive1.73×
SkewBullish-39.79 pp
Implied moveBullish±$0.72
TiltBullish27.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.26415.1%25.1%43.49283.3%12.8%
25Δ54.96238.7%13.5%48.0653.6%2.3%
30Δ49.9853.2%2.4%48.6031.4%1.2%
35Δ49.3936.5%1.2%48.7131.1%1.0%
40Δ49.2737.6%1.1%48.8230.9%0.9%
45Δ49.1538.8%1.0%48.9330.7%0.8%
50Δ49.0340.0%0.9%49.0330.3%0.6%
55Δ48.8842.2%0.8%49.1229.6%0.5%
60Δ48.7244.8%0.7%49.2228.9%0.5%
65Δ48.5647.5%0.6%49.3128.2%0.4%
70Δ48.3252.5%0.5%49.4027.5%0.3%
75Δ48.0358.9%0.5%49.5026.8%0.2%
80Δ47.5669.9%0.4%49.5926.0%0.1%

20Δ

Calls
Pseudo strike
60.26
IV
415.1%
B/E move
25.1%
Puts
Pseudo strike
43.49
IV
283.3%
B/E move
12.8%

25Δ

Calls
Pseudo strike
54.96
IV
238.7%
B/E move
13.5%
Puts
Pseudo strike
48.06
IV
53.6%
B/E move
2.3%

30Δ

Calls
Pseudo strike
49.98
IV
53.2%
B/E move
2.4%
Puts
Pseudo strike
48.60
IV
31.4%
B/E move
1.2%

35Δ

Calls
Pseudo strike
49.39
IV
36.5%
B/E move
1.2%
Puts
Pseudo strike
48.71
IV
31.1%
B/E move
1.0%

40Δ

Calls
Pseudo strike
49.27
IV
37.6%
B/E move
1.1%
Puts
Pseudo strike
48.82
IV
30.9%
B/E move
0.9%

45Δ

Calls
Pseudo strike
49.15
IV
38.8%
B/E move
1.0%
Puts
Pseudo strike
48.93
IV
30.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
49.03
IV
40.0%
B/E move
0.9%
Puts
Pseudo strike
49.03
IV
30.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
48.88
IV
42.2%
B/E move
0.8%
Puts
Pseudo strike
49.12
IV
29.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
48.72
IV
44.8%
B/E move
0.7%
Puts
Pseudo strike
49.22
IV
28.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
48.56
IV
47.5%
B/E move
0.6%
Puts
Pseudo strike
49.31
IV
28.2%
B/E move
0.4%

70Δ

Calls
Pseudo strike
48.32
IV
52.5%
B/E move
0.5%
Puts
Pseudo strike
49.40
IV
27.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
48.03
IV
58.9%
B/E move
0.5%
Puts
Pseudo strike
49.50
IV
26.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
47.56
IV
69.9%
B/E move
0.4%
Puts
Pseudo strike
49.59
IV
26.0%
B/E move
0.1%