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GSK plc ADRhedged GSKH

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Market datapartial · fetched 2026-10-23T15:53:31.887Z

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 · 2026-10-23T15:08:49.284053443Z

FundamentalsAlpha Vantage · unavailable

Share price$70.90
1D+0.2%
$70.74$70.79$70.84$70.89$70.945:30 AM6:30 AM9:00 AM1:00 PMGSKH
Sold putSold call

GSK plc ADRhedged options

Live interpolated GSKH call and put midpoint premiums by absolute delta.GSK plc ADRhedged$0.77$2.33$3.89$5.44$7.00$62.76$66.86$70.97$75.07$79.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSKH spot · $70.90GSKH PRICE$0.94$1.10$1.27$1.45$1.65$2.00$2.35$2.73$3.17$3.72$4.33$4.93$5.79$1.04$1.21$1.39$1.56$1.86$2.20$2.58$3.02$3.50$4.07$4.68$5.37$6.55
PutsExpensive1.59×
CallsExpensive1.48×
SkewBullish-0.70 pp
Implied moveBearish±$4.94
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.7345.2%13.8%64.5744.7%10.4%
25Δ77.0639.3%10.2%66.5039.1%7.9%
30Δ75.3235.6%8.0%67.9135.1%6.2%
35Δ74.0032.8%6.4%69.0231.9%4.8%
40Δ72.9430.9%5.2%69.8231.5%4.1%
45Δ72.1731.5%4.6%70.6131.2%3.5%
50Δ71.3931.6%4.0%71.3831.1%3.0%
55Δ70.6031.6%3.4%72.1631.2%2.5%
60Δ69.8131.8%2.9%72.9631.2%2.0%
65Δ68.9732.5%2.5%73.8131.3%1.6%
70Δ68.0732.9%2.1%74.6931.1%1.3%
75Δ67.1732.7%1.7%75.6330.9%0.9%
80Δ66.0733.4%1.4%77.0032.4%0.6%

20Δ

Calls
Pseudo strike
79.73
IV
45.2%
B/E move
13.8%
Puts
Pseudo strike
64.57
IV
44.7%
B/E move
10.4%

25Δ

Calls
Pseudo strike
77.06
IV
39.3%
B/E move
10.2%
Puts
Pseudo strike
66.50
IV
39.1%
B/E move
7.9%

30Δ

Calls
Pseudo strike
75.32
IV
35.6%
B/E move
8.0%
Puts
Pseudo strike
67.91
IV
35.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
74.00
IV
32.8%
B/E move
6.4%
Puts
Pseudo strike
69.02
IV
31.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
72.94
IV
30.9%
B/E move
5.2%
Puts
Pseudo strike
69.82
IV
31.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
72.17
IV
31.5%
B/E move
4.6%
Puts
Pseudo strike
70.61
IV
31.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
71.39
IV
31.6%
B/E move
4.0%
Puts
Pseudo strike
71.38
IV
31.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
70.60
IV
31.6%
B/E move
3.4%
Puts
Pseudo strike
72.16
IV
31.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
69.81
IV
31.8%
B/E move
2.9%
Puts
Pseudo strike
72.96
IV
31.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
68.97
IV
32.5%
B/E move
2.5%
Puts
Pseudo strike
73.81
IV
31.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
68.07
IV
32.9%
B/E move
2.1%
Puts
Pseudo strike
74.69
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
67.17
IV
32.7%
B/E move
1.7%
Puts
Pseudo strike
75.63
IV
30.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
66.07
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
77.00
IV
32.4%
B/E move
0.6%

Options history

No recorded observations