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Ferroglobe PLC Ordinary Shares GSM

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Market datapartial · fetched 2026-10-22T16:38:43.092Z

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 · 2026-10-22T16:32:51.957258743Z

FundamentalsAlpha Vantage · unavailable

Share price$4.03
1D-1.8%
$3.96$4.01$4.06$4.10$4.155:30 AM6:30 AM9:00 AM1:00 PMGSM
Sold putSold call

Ferroglobe PLC Ordinary Shares options

Live interpolated GSM call and put midpoint premiums by absolute delta.Ferroglobe PLC Ordinary Shares$0.29$0.52$0.76$0.99$1.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGSM PRICE$0.51$0.53$0.54$0.55$0.57$0.63$0.76$0.89$1.03$1.16$0.38$0.36$0.35$0.33$0.31
PutsExpensive2.49×
CallsExpensive2.79×
SkewBullish-14.72 pp
Implied move——
TiltBullish61.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.89219.3%37.5%
25Δ3.17180.4%30.2%
30Δ3.39151.8%24.4%
35Δ7.47277.8%98.4%3.60123.2%18.7%
40Δ5.91227.3%60.0%3.8294.6%12.9%
45Δ5.38198.6%47.1%
50Δ4.85169.9%34.2%
55Δ4.32141.2%21.4%
60Δ3.92125.8%12.9%
65Δ3.71130.0%11.2%
70Δ3.51134.2%9.4%
75Δ3.30138.5%7.6%
80Δ3.10142.7%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
219.3%
B/E move
37.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.17
IV
180.4%
B/E move
30.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
151.8%
B/E move
24.4%

35Δ

Calls
Pseudo strike
7.47
IV
277.8%
B/E move
98.4%
Puts
Pseudo strike
3.60
IV
123.2%
B/E move
18.7%

40Δ

Calls
Pseudo strike
5.91
IV
227.3%
B/E move
60.0%
Puts
Pseudo strike
3.82
IV
94.6%
B/E move
12.9%

45Δ

Calls
Pseudo strike
5.38
IV
198.6%
B/E move
47.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.85
IV
169.9%
B/E move
34.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.32
IV
141.2%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.92
IV
125.8%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.71
IV
130.0%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.51
IV
134.2%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.30
IV
138.5%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.10
IV
142.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations