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Ferroglobe PLC Ordinary Shares GSM

i

Market datapartial · fetched 2026-11-12T03:05:38.874Z

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 · 2026-11-11T21:00:02.503682546Z

FundamentalsAlpha Vantage · unavailable

Share price$2.87
1D+1.4%
AH$2.72$2.77$2.81$2.85$2.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSM
Sold putSold callAH

Ferroglobe PLC Ordinary Shares options

Live interpolated GSM call and put midpoint premiums by absolute delta.Ferroglobe PLC Ordinary Shares$0.27$0.91$1.54$2.18$2.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGSM PRICE$0.35$0.35$0.35$0.36$0.37$0.40$0.47$0.53$0.60$0.67$0.73$0.34$0.57$0.81$2.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.91641.4%187.9%
35Δ5.01476.4%86.8%
40Δ3.96375.2%50.2%
45Δ3.59323.3%37.5%
50Δ3.21271.5%24.9%
55Δ2.95238.3%16.7%
60Δ2.82230.1%14.6%3.09110.1%4.1%
65Δ2.70221.9%12.6%3.33138.8%3.9%
70Δ2.57213.7%10.5%3.57167.5%3.7%
75Δ2.45205.5%8.4%
80Δ2.32197.3%6.4%5.35351.9%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.91
IV
641.4%
B/E move
187.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.01
IV
476.4%
B/E move
86.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.96
IV
375.2%
B/E move
50.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.59
IV
323.3%
B/E move
37.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.21
IV
271.5%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.95
IV
238.3%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.82
IV
230.1%
B/E move
14.6%
Puts
Pseudo strike
3.09
IV
110.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
2.70
IV
221.9%
B/E move
12.6%
Puts
Pseudo strike
3.33
IV
138.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
2.57
IV
213.7%
B/E move
10.5%
Puts
Pseudo strike
3.57
IV
167.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
2.45
IV
205.5%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.32
IV
197.3%
B/E move
6.4%
Puts
Pseudo strike
5.35
IV
351.9%
B/E move
5.2%

Options history

IV · four-Friday blend83.59%
Daily EOD
GSM73.8%85.0%96.2%2026-10-19: 75.35%2026-10-21: 89.36%2026-10-23: 88.70%2026-10-26: 86.44%2026-10-27: 88.11%2026-10-28: 94.65%2026-10-29: 93.45%2026-10-30: 83.59%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.35%
89.36%
88.70%
86.44%
88.11%
94.65%
93.45%
83.59%