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Gran Tierra Energy Inc GTE

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T00:21:53.750Z

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 · 2026-10-23T00:00:00.091966042Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:21:53.144899+00:00

Share price$11.35
1D-4.4%
AH$11.08$11.29$11.50$11.72$11.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTE
Sold putSold callAH

Gran Tierra Energy Inc options

Live interpolated GTE call and put midpoint premiums by absolute delta.Gran Tierra Energy Inc$0.19$0.94$1.69$2.44$3.20$8.47$10.03$11.60$13.17$14.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GTE spot · $11.35GTE PRICE$0.27$0.36$0.45$0.53$0.67$0.85$1.04$1.23$1.42$1.60$1.79$2.16$2.98$0.30$0.40$0.55$0.70$0.84$0.99$1.13$1.28$1.43$1.57
PutsExpensive1.07×
CallsExpensive1.27×
SkewBullish-15.66 pp
Implied moveBearish±$2.18
TiltBullish25.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.3981.4%29.2%9.5479.1%18.6%
25Δ13.8580.3%25.2%10.1172.8%14.5%
30Δ13.3179.3%21.2%10.4172.2%13.1%
35Δ12.7778.2%17.2%10.7171.7%11.8%
40Δ12.3378.7%14.5%11.0071.2%10.5%
45Δ11.9880.7%13.1%11.3070.6%9.1%
50Δ11.6482.7%11.7%11.6070.1%7.8%
55Δ11.2984.7%10.3%11.9069.5%6.4%
60Δ10.9486.7%8.9%12.2069.0%5.1%
65Δ10.5988.7%7.5%12.4968.4%3.8%
70Δ10.2590.7%6.1%
75Δ9.7598.8%4.9%
80Δ8.87121.9%4.4%

20Δ

Calls
Pseudo strike
14.39
IV
81.4%
B/E move
29.2%
Puts
Pseudo strike
9.54
IV
79.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
13.85
IV
80.3%
B/E move
25.2%
Puts
Pseudo strike
10.11
IV
72.8%
B/E move
14.5%

30Δ

Calls
Pseudo strike
13.31
IV
79.3%
B/E move
21.2%
Puts
Pseudo strike
10.41
IV
72.2%
B/E move
13.1%

35Δ

Calls
Pseudo strike
12.77
IV
78.2%
B/E move
17.2%
Puts
Pseudo strike
10.71
IV
71.7%
B/E move
11.8%

40Δ

Calls
Pseudo strike
12.33
IV
78.7%
B/E move
14.5%
Puts
Pseudo strike
11.00
IV
71.2%
B/E move
10.5%

45Δ

Calls
Pseudo strike
11.98
IV
80.7%
B/E move
13.1%
Puts
Pseudo strike
11.30
IV
70.6%
B/E move
9.1%

50Δ

Calls
Pseudo strike
11.64
IV
82.7%
B/E move
11.7%
Puts
Pseudo strike
11.60
IV
70.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.29
IV
84.7%
B/E move
10.3%
Puts
Pseudo strike
11.90
IV
69.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
10.94
IV
86.7%
B/E move
8.9%
Puts
Pseudo strike
12.20
IV
69.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
10.59
IV
88.7%
B/E move
7.5%
Puts
Pseudo strike
12.49
IV
68.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.25
IV
90.7%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.75
IV
98.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.87
IV
121.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations