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Gran Tierra Energy Inc. GTE

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Market datapartial · fetched 2026-10-22T18:11:22.327Z

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 · 2026-10-22T18:08:16.146848275Z

FundamentalsAlpha Vantage · unavailable

Share price$11.49
1D-3.2%
$11.08$11.29$11.50$11.72$11.935:30 AM6:30 AM9:00 AM1:00 PMGTE
Sold putSold call

Gran Tierra Energy Inc. options

Live interpolated GTE call and put midpoint premiums by absolute delta.Gran Tierra Energy Inc.$0.18$0.90$1.62$2.34$3.05$8.37$9.90$11.43$12.96$14.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GTE spot · $11.49GTE PRICE$0.26$0.34$0.42$0.50$0.61$0.77$0.93$1.10$1.26$1.42$1.58$1.74$2.17$0.36$0.47$0.62$0.78$0.93$1.09$1.24$1.40$1.55$1.85$2.18$2.51$2.85
PutsExpensive1.17×
CallsExpensive1.09×
SkewBearish+3.86 pp
Implied moveBearish±$2.18
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.4277.9%27.8%9.4988.8%20.5%
25Δ13.8976.1%23.8%10.0983.6%16.2%
30Δ13.3674.2%19.9%10.4382.5%14.6%
35Δ12.8372.4%16.0%10.7781.4%13.1%
40Δ12.3871.4%13.1%11.1080.3%11.5%
45Δ12.0771.8%11.8%11.4479.2%9.9%
50Δ11.7672.1%10.5%11.7778.1%8.3%
55Δ11.4572.5%9.2%12.1177.0%6.7%
60Δ11.1472.8%7.9%12.4575.8%5.2%
65Δ10.8373.1%6.6%12.8574.3%4.3%
70Δ10.5273.5%5.3%13.2772.7%3.5%
75Δ10.2173.8%4.0%13.6971.1%2.7%
80Δ9.6682.4%3.0%14.1169.5%2.0%

20Δ

Calls
Pseudo strike
14.42
IV
77.9%
B/E move
27.8%
Puts
Pseudo strike
9.49
IV
88.8%
B/E move
20.5%

25Δ

Calls
Pseudo strike
13.89
IV
76.1%
B/E move
23.8%
Puts
Pseudo strike
10.09
IV
83.6%
B/E move
16.2%

30Δ

Calls
Pseudo strike
13.36
IV
74.2%
B/E move
19.9%
Puts
Pseudo strike
10.43
IV
82.5%
B/E move
14.6%

35Δ

Calls
Pseudo strike
12.83
IV
72.4%
B/E move
16.0%
Puts
Pseudo strike
10.77
IV
81.4%
B/E move
13.1%

40Δ

Calls
Pseudo strike
12.38
IV
71.4%
B/E move
13.1%
Puts
Pseudo strike
11.10
IV
80.3%
B/E move
11.5%

45Δ

Calls
Pseudo strike
12.07
IV
71.8%
B/E move
11.8%
Puts
Pseudo strike
11.44
IV
79.2%
B/E move
9.9%

50Δ

Calls
Pseudo strike
11.76
IV
72.1%
B/E move
10.5%
Puts
Pseudo strike
11.77
IV
78.1%
B/E move
8.3%

55Δ

Calls
Pseudo strike
11.45
IV
72.5%
B/E move
9.2%
Puts
Pseudo strike
12.11
IV
77.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
11.14
IV
72.8%
B/E move
7.9%
Puts
Pseudo strike
12.45
IV
75.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
10.83
IV
73.1%
B/E move
6.6%
Puts
Pseudo strike
12.85
IV
74.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
10.52
IV
73.5%
B/E move
5.3%
Puts
Pseudo strike
13.27
IV
72.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
10.21
IV
73.8%
B/E move
4.0%
Puts
Pseudo strike
13.69
IV
71.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
9.66
IV
82.4%
B/E move
3.0%
Puts
Pseudo strike
14.11
IV
69.5%
B/E move
2.0%

Options history

No recorded observations