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GlaxoSmithKline PLC ADR GSK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-20T06:06:53.668Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002197367Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:52.955131+00:00

Share price$49.46
1D-0.1%
AH$49.23$49.37$49.50$49.64$49.775:30 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$1.94$3.63$5.31$7.00$43.21$46.07$48.93$51.79$54.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSK spot · $49.46GSK PRICE$0.43$0.58$0.74$0.91$1.10$1.32$1.53$1.77$2.06$2.42$2.77$3.16$3.68$0.59$0.78$0.98$1.21$1.46$1.75$2.08$2.49$2.93$3.37$4.04$5.10$6.51
PutsExpensive1.35×
CallsFair1.03×
SkewBearish+7.28 pp
Implied moveBearish±$3.61
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.3427.9%8.7%45.7734.9%8.7%
25Δ52.5927.7%7.5%46.6134.2%7.3%
30Δ51.9627.9%6.6%47.3533.8%6.2%
35Δ51.3827.8%5.7%48.0233.6%5.4%
40Δ50.8327.9%5.0%48.6433.6%4.6%
45Δ50.3128.1%4.4%49.2533.7%4.0%
50Δ49.7928.0%3.8%49.8733.9%3.4%
55Δ49.2827.8%3.2%50.5234.5%2.9%
60Δ48.7728.0%2.8%51.2035.0%2.4%
65Δ48.2228.6%2.4%51.8834.9%1.9%
70Δ47.6728.6%2.0%52.7436.0%1.5%
75Δ47.0928.3%1.6%53.9439.1%1.2%
80Δ46.4228.4%1.3%55.5142.5%0.9%

20Δ

Calls
Pseudo strike
53.34
IV
27.9%
B/E move
8.7%
Puts
Pseudo strike
45.77
IV
34.9%
B/E move
8.7%

25Δ

Calls
Pseudo strike
52.59
IV
27.7%
B/E move
7.5%
Puts
Pseudo strike
46.61
IV
34.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
51.96
IV
27.9%
B/E move
6.6%
Puts
Pseudo strike
47.35
IV
33.8%
B/E move
6.2%

35Δ

Calls
Pseudo strike
51.38
IV
27.8%
B/E move
5.7%
Puts
Pseudo strike
48.02
IV
33.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
50.83
IV
27.9%
B/E move
5.0%
Puts
Pseudo strike
48.64
IV
33.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
50.31
IV
28.1%
B/E move
4.4%
Puts
Pseudo strike
49.25
IV
33.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
49.79
IV
28.0%
B/E move
3.8%
Puts
Pseudo strike
49.87
IV
33.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
49.28
IV
27.8%
B/E move
3.2%
Puts
Pseudo strike
50.52
IV
34.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
48.77
IV
28.0%
B/E move
2.8%
Puts
Pseudo strike
51.20
IV
35.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
48.22
IV
28.6%
B/E move
2.4%
Puts
Pseudo strike
51.88
IV
34.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
47.67
IV
28.6%
B/E move
2.0%
Puts
Pseudo strike
52.74
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
47.09
IV
28.3%
B/E move
1.6%
Puts
Pseudo strike
53.94
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
46.42
IV
28.4%
B/E move
1.3%
Puts
Pseudo strike
55.51
IV
42.5%
B/E move
0.9%

Options history

GSK30.4230.4630.492026-10-19T19:55:06.304000+00:00: 30.46%Oct 19Oct 19
Table
ObservationIVSkewImplied move
30.46%6.50 pp7.30%