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GlaxoSmithKline PLC ADR GSK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T23:00:46.282Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.002051957Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T23:00:44.906965+00:00

Share price$49.51
1D+0.3%
AH$49.31$49.47$49.63$49.79$49.955:30 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$0.25$1.45$2.65$3.85$5.05$45.29$47.45$49.61$51.77$53.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSK spot · $49.51GSK PRICE$1.07$1.06$0.78$0.50$0.42$0.57$0.72$1.02$1.40$1.76$2.12$1.75$2.38$0.87$0.43$0.38$0.43$0.52$0.65$0.72$0.72$0.71$0.70$1.13$1.63$4.70
PutsExpensive1.79×
CallsExpensive1.69×
SkewBullish-18.60 pp
Implied moveBalanced±$1.44
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.67155.2%24.7%44.43104.7%12.0%
25Δ55.85114.2%14.9%47.7042.3%4.5%
30Δ53.5376.7%9.7%48.5528.8%2.7%
35Δ51.2039.2%4.4%48.8826.3%2.2%
40Δ49.9121.2%1.7%49.1425.9%1.8%
45Δ49.7423.9%1.6%49.3626.8%1.6%
50Δ49.5626.5%1.6%49.5526.2%1.4%
55Δ49.2832.4%1.6%49.6922.9%1.1%
60Δ48.9339.2%1.7%49.8419.6%0.8%
65Δ48.4842.3%1.5%49.9816.3%0.5%
70Δ48.0345.3%1.3%50.4221.3%0.4%
75Δ48.1131.4%0.7%50.9027.5%0.5%
80Δ47.4737.9%0.7%53.9455.0%0.6%

20Δ

Calls
Pseudo strike
60.67
IV
155.2%
B/E move
24.7%
Puts
Pseudo strike
44.43
IV
104.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
55.85
IV
114.2%
B/E move
14.9%
Puts
Pseudo strike
47.70
IV
42.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
53.53
IV
76.7%
B/E move
9.7%
Puts
Pseudo strike
48.55
IV
28.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
51.20
IV
39.2%
B/E move
4.4%
Puts
Pseudo strike
48.88
IV
26.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
49.91
IV
21.2%
B/E move
1.7%
Puts
Pseudo strike
49.14
IV
25.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
49.74
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
49.36
IV
26.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
49.56
IV
26.5%
B/E move
1.6%
Puts
Pseudo strike
49.55
IV
26.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
49.28
IV
32.4%
B/E move
1.6%
Puts
Pseudo strike
49.69
IV
22.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
48.93
IV
39.2%
B/E move
1.7%
Puts
Pseudo strike
49.84
IV
19.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
48.48
IV
42.3%
B/E move
1.5%
Puts
Pseudo strike
49.98
IV
16.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
48.03
IV
45.3%
B/E move
1.3%
Puts
Pseudo strike
50.42
IV
21.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
48.11
IV
31.4%
B/E move
0.7%
Puts
Pseudo strike
50.90
IV
27.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
47.47
IV
37.9%
B/E move
0.7%
Puts
Pseudo strike
53.94
IV
55.0%
B/E move
0.6%