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Gran Tierra Energy Inc. GTE

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T03:17:28.552Z

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 · 2026-11-12T01:00:00.005073088Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:17:28.066676+00:00

Share price$9.79
1D+3.2%
AH$9.46$9.56$9.67$9.77$9.875:30 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.$0.11$0.69$1.28$1.86$2.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGTE PRICE$0.17$0.20$0.22$0.24$0.23$0.27$0.31$0.35$0.40$0.44$0.48$0.52$0.93$1.38$1.83$2.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.52227.2%35.8%
25Δ11.51100.9%19.3%7.01204.7%31.2%
30Δ11.0887.7%15.1%7.50182.2%26.6%
35Δ10.6474.6%10.9%7.99159.7%22.0%
40Δ10.2161.4%6.7%8.48137.2%17.4%
45Δ8.97114.7%12.8%
50Δ9.4692.2%8.3%
55Δ9.9569.7%3.7%
60Δ10.4281.8%3.0%
65Δ10.9097.9%2.8%
70Δ11.37114.0%2.5%
75Δ11.84130.0%2.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.52
IV
227.2%
B/E move
35.8%

25Δ

Calls
Pseudo strike
11.51
IV
100.9%
B/E move
19.3%
Puts
Pseudo strike
7.01
IV
204.7%
B/E move
31.2%

30Δ

Calls
Pseudo strike
11.08
IV
87.7%
B/E move
15.1%
Puts
Pseudo strike
7.50
IV
182.2%
B/E move
26.6%

35Δ

Calls
Pseudo strike
10.64
IV
74.6%
B/E move
10.9%
Puts
Pseudo strike
7.99
IV
159.7%
B/E move
22.0%

40Δ

Calls
Pseudo strike
10.21
IV
61.4%
B/E move
6.7%
Puts
Pseudo strike
8.48
IV
137.2%
B/E move
17.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.97
IV
114.7%
B/E move
12.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.46
IV
92.2%
B/E move
8.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.95
IV
69.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.42
IV
81.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.90
IV
97.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.37
IV
114.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.84
IV
130.0%
B/E move
2.3%

80Δ

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

Options history

IV · four-Friday blend68.44%
Daily close
GTE61.9%73.2%84.4%2026-08-21: 68.53%2026-08-24: 69.85%2026-08-25: 65.58%2026-08-26: 73.52%2026-08-28: 63.47%2026-08-31: 68.40%2026-09-04: 64.83%2026-09-18: 71.19%2026-09-22: 69.19%2026-09-23: 69.07%2026-09-24: 72.21%2026-09-25: 74.57%2026-10-01: 68.59%2026-10-02: 82.85%2026-10-16: 73.38%2026-10-19: 78.94%2026-10-20: 68.73%2026-10-21: 70.65%2026-10-22: 68.56%2026-10-23: 69.46%2026-10-26: 70.26%2026-10-27: 67.92%2026-10-28: 66.97%2026-10-29: 72.54%2026-10-30: 68.44%Aug 21Oct 1Oct 30
25 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
68.53%
69.85%
65.58%
73.52%
63.47%
68.40%
64.83%
71.19%
69.19%
69.07%
72.21%
74.57%
68.59%
82.85%
73.38%
78.94%
68.73%
70.65%
68.56%
69.46%
70.26%
67.92%
66.97%
72.54%
68.44%