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GSK plc ADRhedged GSKH

i

Market dataready · fetched 2026-11-13T01:56:51.457Z

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: 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 · 2026-11-13T01:00:00.064757937Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:56:51.030857+00:00

Share price$71.95
1D+0.0%
AH$71.86$71.97$72.08$72.18$72.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSKH
Sold putSold callAH

GSK plc ADRhedged options

Live interpolated GSKH call and put midpoint premiums by absolute delta.GSK plc ADRhedged$1.40$2.33$3.27$4.20$5.14$64.51$67.38$70.25$73.12$75.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GSKH spot · $71.95GSKH PRICE$1.50$1.57$1.66$1.80$1.94$2.10$2.30$2.54$3.07$3.27$3.33$3.39$1.50$1.54$1.62$1.72$1.86$2.03$2.21$2.41$2.57$2.72$3.36$4.81$4.87
PutsExpensive2.32×
Calls——
Skew——
Implied moveBearish±$4.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.24117.6%14.2%
25Δ80.63103.0%14.1%66.3891.7%9.9%
30Δ77.3583.3%9.7%68.3476.3%7.3%
35Δ75.3871.1%7.1%69.7066.0%5.5%
40Δ74.0463.2%5.4%70.7059.0%4.3%
45Δ73.0457.3%4.2%71.5154.2%3.4%
50Δ72.2552.6%3.3%72.2050.3%2.7%
55Δ71.5849.2%2.7%72.8046.7%2.2%
60Δ70.9446.9%2.1%73.3043.1%1.7%
65Δ70.2148.8%1.9%73.7539.5%1.3%
70Δ69.7545.5%1.5%74.5641.8%1.0%
75Δ69.4140.2%1.1%76.0251.6%1.0%
80Δ69.0634.9%0.7%76.2745.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.24
IV
117.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
80.63
IV
103.0%
B/E move
14.1%
Puts
Pseudo strike
66.38
IV
91.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
77.35
IV
83.3%
B/E move
9.7%
Puts
Pseudo strike
68.34
IV
76.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
75.38
IV
71.1%
B/E move
7.1%
Puts
Pseudo strike
69.70
IV
66.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
74.04
IV
63.2%
B/E move
5.4%
Puts
Pseudo strike
70.70
IV
59.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
73.04
IV
57.3%
B/E move
4.2%
Puts
Pseudo strike
71.51
IV
54.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
72.25
IV
52.6%
B/E move
3.3%
Puts
Pseudo strike
72.20
IV
50.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
71.58
IV
49.2%
B/E move
2.7%
Puts
Pseudo strike
72.80
IV
46.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
70.94
IV
46.9%
B/E move
2.1%
Puts
Pseudo strike
73.30
IV
43.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
70.21
IV
48.8%
B/E move
1.9%
Puts
Pseudo strike
73.75
IV
39.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
69.75
IV
45.5%
B/E move
1.5%
Puts
Pseudo strike
74.56
IV
41.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
69.41
IV
40.2%
B/E move
1.1%
Puts
Pseudo strike
76.02
IV
51.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
69.06
IV
34.9%
B/E move
0.7%
Puts
Pseudo strike
76.27
IV
45.5%
B/E move
0.8%

Options history

IV · four-Friday blend25.38%
Daily EOD
GSKH24.2%26.2%28.1%2026-10-20: 27.87%2026-10-21: 26.67%2026-10-23: 27.29%2026-10-27: 27.73%2026-10-28: 24.86%2026-10-29: 24.50%2026-10-30: 25.38%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
27.87%
26.67%
27.29%
27.73%
24.86%
24.50%
25.38%