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Ferroglobe PLC Ordinary Shares GSM

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Market datapartial · fetched 2026-10-22T20:56:55.318Z

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 · 2026-10-22T20:00:08.278653477Z

FundamentalsAlpha Vantage · unavailable

Share price$4.03
1D-1.7%
AH$3.96$4.01$4.06$4.10$4.155:30 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$0.29$0.52$0.75$0.99$1.22$-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$1.02$1.16$0.38$0.36$0.35$0.33$0.31
PutsExpensive2.49×
CallsExpensive2.78×
SkewBullish-14.32 pp
Implied move——
TiltBullish61.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.90219.6%37.4%
25Δ3.18180.8%30.2%
30Δ3.39151.8%24.4%
35Δ7.47278.0%98.0%3.61122.9%18.6%
40Δ5.91227.6%59.8%3.8393.9%12.7%
45Δ5.38198.8%47.0%
50Δ4.86170.0%34.2%
55Δ4.33141.3%21.5%
60Δ3.92125.0%12.9%
65Δ3.72129.0%11.1%
70Δ3.52133.1%9.3%
75Δ3.31137.2%7.5%
80Δ3.11141.2%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
219.6%
B/E move
37.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.18
IV
180.8%
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
278.0%
B/E move
98.0%
Puts
Pseudo strike
3.61
IV
122.9%
B/E move
18.6%

40Δ

Calls
Pseudo strike
5.91
IV
227.6%
B/E move
59.8%
Puts
Pseudo strike
3.83
IV
93.9%
B/E move
12.7%

45Δ

Calls
Pseudo strike
5.38
IV
198.8%
B/E move
47.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.86
IV
170.0%
B/E move
34.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.33
IV
141.3%
B/E move
21.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.92
IV
125.0%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.72
IV
129.0%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.52
IV
133.1%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.31
IV
137.2%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.11
IV
141.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations