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Global Ship Lease, Inc. GSL

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Market datapartial · fetched 2026-10-22T20:47:31.394Z

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 · 2026-10-22T20:35:47.029736224Z

FundamentalsAlpha Vantage · unavailable

Share price$41.36
1D+0.7%
AH$40.98$41.18$41.39$41.59$41.795:30 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.$0.27$1.16$2.04$2.92$3.80$35.75$38.68$41.62$44.55$47.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSL spot · $41.36GSL PRICE$0.37$0.49$0.68$0.87$0.85$0.81$0.97$1.12$1.35$1.90$2.60$3.32$3.55$0.48$0.66$0.76$0.94$1.21$1.42$1.55$1.72$2.15$2.46$2.58$2.69$2.80
PutsCheap0.81×
CallsCheap0.74×
SkewBearish+3.00 pp
Implied moveBearish±$2.51
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6529.2%8.8%38.4733.7%8.1%
25Δ44.0429.5%7.7%38.9635.8%7.4%
30Δ43.6031.1%7.1%39.6732.7%5.9%
35Δ43.1832.9%6.5%40.2532.1%5.0%
40Δ42.5127.4%4.8%40.7133.7%4.5%
45Δ41.8821.0%3.2%41.1633.9%3.9%
50Δ41.5621.1%2.8%41.6231.5%3.1%
55Δ41.2521.2%2.4%42.0929.9%2.4%
60Δ40.9022.2%2.1%42.6431.7%2.1%
65Δ40.3527.1%2.1%43.1132.0%1.7%
70Δ39.6533.1%2.1%43.4029.3%1.3%
75Δ38.8737.5%2.0%43.7026.5%0.8%
80Δ38.4434.4%1.5%44.0023.8%0.4%

20Δ

Calls
Pseudo strike
44.65
IV
29.2%
B/E move
8.8%
Puts
Pseudo strike
38.47
IV
33.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
44.04
IV
29.5%
B/E move
7.7%
Puts
Pseudo strike
38.96
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
43.60
IV
31.1%
B/E move
7.1%
Puts
Pseudo strike
39.67
IV
32.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
43.18
IV
32.9%
B/E move
6.5%
Puts
Pseudo strike
40.25
IV
32.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
42.51
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
40.71
IV
33.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
41.88
IV
21.0%
B/E move
3.2%
Puts
Pseudo strike
41.16
IV
33.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
41.56
IV
21.1%
B/E move
2.8%
Puts
Pseudo strike
41.62
IV
31.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
41.25
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
42.09
IV
29.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
40.90
IV
22.2%
B/E move
2.1%
Puts
Pseudo strike
42.64
IV
31.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
40.35
IV
27.1%
B/E move
2.1%
Puts
Pseudo strike
43.11
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
39.65
IV
33.1%
B/E move
2.1%
Puts
Pseudo strike
43.40
IV
29.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
38.87
IV
37.5%
B/E move
2.0%
Puts
Pseudo strike
43.70
IV
26.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
38.44
IV
34.4%
B/E move
1.5%
Puts
Pseudo strike
44.00
IV
23.8%
B/E move
0.4%

Options history

No recorded observations