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Global Ship Lease, Inc. GSL

i

Market datapartial · fetched 2026-11-12T01:58:45.585Z

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 · 2026-11-12T00:31:59.000629553Z

FundamentalsAlpha Vantage · unavailable

Share price$42.80
1D-0.8%
AH$42.03$42.28$42.54$42.80$43.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSL
Sold putSold callAH

Global Ship Lease, Inc. options

Live interpolated GSL call and put midpoint premiums by absolute delta.Global Ship Lease, Inc.$0.17$1.57$2.96$4.35$5.75$37.63$40.03$42.42$44.82$47.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GSL spot · $42.80GSL PRICE$0.45$0.61$0.77$0.94$1.08$1.10$1.13$1.15$1.18$1.31$1.44$0.32$0.41$0.49$0.58$0.79$1.00$1.22$1.58$1.98$2.48$5.35
Puts——
Calls——
Skew——
Implied moveBearish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.5841.9%5.9%
25Δ41.1539.2%4.8%
30Δ43.7027.8%3.1%41.5837.2%4.0%
35Δ43.5231.7%3.1%42.0035.3%3.2%
40Δ43.3335.7%3.1%42.3237.9%3.0%
45Δ43.1539.6%3.0%42.6340.5%2.7%
50Δ42.9642.2%2.9%42.9543.1%2.5%
55Δ42.7237.9%2.4%43.4147.1%2.3%
60Δ42.4733.7%1.9%43.8951.4%2.1%
65Δ42.2329.4%1.4%44.5055.2%1.8%
70Δ41.9925.3%0.9%
75Δ41.7923.6%0.7%47.3886.2%1.8%
80Δ41.5922.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.58
IV
41.9%
B/E move
5.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.15
IV
39.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
43.70
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
41.58
IV
37.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
43.52
IV
31.7%
B/E move
3.1%
Puts
Pseudo strike
42.00
IV
35.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
43.33
IV
35.7%
B/E move
3.1%
Puts
Pseudo strike
42.32
IV
37.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
43.15
IV
39.6%
B/E move
3.0%
Puts
Pseudo strike
42.63
IV
40.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
42.96
IV
42.2%
B/E move
2.9%
Puts
Pseudo strike
42.95
IV
43.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
42.72
IV
37.9%
B/E move
2.4%
Puts
Pseudo strike
43.41
IV
47.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
42.47
IV
33.7%
B/E move
1.9%
Puts
Pseudo strike
43.89
IV
51.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
42.23
IV
29.4%
B/E move
1.4%
Puts
Pseudo strike
44.50
IV
55.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
41.99
IV
25.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.79
IV
23.6%
B/E move
0.7%
Puts
Pseudo strike
47.38
IV
86.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
41.59
IV
22.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.92%
Daily close
GSL21.7%32.4%43.0%2026-08-13: 31.38%2026-08-14: 28.69%2026-08-17: 39.33%2026-08-18: 30.74%2026-08-20: 38.80%2026-08-21: 25.41%2026-08-24: 24.90%2026-08-25: 26.04%2026-08-26: 25.29%2026-08-27: 26.05%2026-08-28: 25.15%2026-08-31: 27.19%2026-09-01: 25.29%2026-09-02: 24.00%2026-09-03: 23.96%2026-09-04: 23.18%2026-09-08: 25.96%2026-09-09: 26.26%2026-09-10: 26.81%2026-09-11: 25.57%2026-09-14: 32.07%2026-09-15: 27.09%2026-09-16: 31.67%2026-09-17: 41.53%2026-09-18: 28.67%2026-09-21: 27.14%2026-09-22: 26.51%2026-09-23: 28.10%2026-09-24: 27.55%2026-09-25: 27.92%2026-09-28: 27.92%2026-09-29: 27.71%2026-09-30: 27.66%2026-10-01: 25.40%2026-10-02: 27.65%2026-10-05: 30.50%2026-10-06: 28.81%2026-10-07: 28.39%2026-10-08: 27.59%2026-10-09: 29.78%2026-10-12: 29.46%2026-10-13: 29.16%2026-10-14: 35.85%2026-10-15: 31.72%2026-10-16: 27.85%2026-10-19: 30.80%2026-10-20: 28.81%2026-10-21: 29.91%2026-10-22: 26.49%2026-10-23: 29.65%2026-10-26: 28.37%2026-10-27: 29.38%2026-10-28: 25.40%2026-10-29: 27.41%2026-10-30: 27.92%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.38%
28.69%
39.33%
30.74%
38.80%
25.41%
24.90%
26.04%
25.29%
26.05%
25.15%
27.19%
25.29%
24.00%
23.96%
23.18%
25.96%
26.26%
26.81%
25.57%
32.07%
27.09%
31.67%
41.53%
28.67%
27.14%
26.51%
28.10%
27.55%
27.92%
27.92%
27.71%
27.66%
25.40%
27.65%
30.50%
28.81%
28.39%
27.59%
29.78%
29.46%
29.16%
35.85%
31.72%
27.85%
30.80%
28.81%
29.91%
26.49%
29.65%
28.37%
29.38%
25.40%
27.41%
27.92%