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Gates Industrial Corporation plc GTES

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-22T14:50:10.453Z

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 · 2026-10-22T14:50:05.131076733Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:50:07.970750+00:00

Share price$24.79
1D-4.3%
$24.69$25.08$25.47$25.85$26.245:30 AM6:30 AM9:00 AM1:00 PMGTES
Sold putSold call

Gates Industrial Corporation plc options

Live interpolated GTES call and put midpoint premiums by absolute delta.Gates Industrial Corporation plc$0.24$1.00$1.77$2.53$3.29$20.88$22.98$25.07$27.17$29.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GTES spot · $24.79GTES PRICE$0.33$0.43$0.55$0.68$0.83$1.00$1.17$1.38$1.61$1.86$2.17$2.53$3.07$0.40$0.52$0.66$0.80$0.97$1.15$1.34$1.56$1.79$2.06$2.36$2.69$3.06
PutsFair1.02×
CallsExpensive1.23×
SkewBullish-1.66 pp
Implied moveBearish±$2.51
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.8544.2%13.7%22.3747.8%11.4%
25Δ27.2543.7%11.7%22.9646.4%9.5%
30Δ26.7443.7%10.1%23.4145.8%8.2%
35Δ26.3044.0%8.9%23.8645.3%7.0%
40Δ25.8744.4%7.7%24.2744.8%6.0%
45Δ25.4744.8%6.8%24.6744.5%5.1%
50Δ25.0745.2%5.9%25.0644.1%4.3%
55Δ24.6745.7%5.1%25.4543.7%3.6%
60Δ24.2646.2%4.3%25.8443.3%3.0%
65Δ23.8346.7%3.7%26.2642.9%2.4%
70Δ23.3747.4%3.0%26.6942.6%1.8%
75Δ22.8848.5%2.5%27.1442.1%1.3%
80Δ22.2251.4%2.0%27.6341.0%0.9%

20Δ

Calls
Pseudo strike
27.85
IV
44.2%
B/E move
13.7%
Puts
Pseudo strike
22.37
IV
47.8%
B/E move
11.4%

25Δ

Calls
Pseudo strike
27.25
IV
43.7%
B/E move
11.7%
Puts
Pseudo strike
22.96
IV
46.4%
B/E move
9.5%

30Δ

Calls
Pseudo strike
26.74
IV
43.7%
B/E move
10.1%
Puts
Pseudo strike
23.41
IV
45.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
26.30
IV
44.0%
B/E move
8.9%
Puts
Pseudo strike
23.86
IV
45.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
25.87
IV
44.4%
B/E move
7.7%
Puts
Pseudo strike
24.27
IV
44.8%
B/E move
6.0%

45Δ

Calls
Pseudo strike
25.47
IV
44.8%
B/E move
6.8%
Puts
Pseudo strike
24.67
IV
44.5%
B/E move
5.1%

50Δ

Calls
Pseudo strike
25.07
IV
45.2%
B/E move
5.9%
Puts
Pseudo strike
25.06
IV
44.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
24.67
IV
45.7%
B/E move
5.1%
Puts
Pseudo strike
25.45
IV
43.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
24.26
IV
46.2%
B/E move
4.3%
Puts
Pseudo strike
25.84
IV
43.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
23.83
IV
46.7%
B/E move
3.7%
Puts
Pseudo strike
26.26
IV
42.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.37
IV
47.4%
B/E move
3.0%
Puts
Pseudo strike
26.69
IV
42.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.88
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
27.14
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
22.22
IV
51.4%
B/E move
2.0%
Puts
Pseudo strike
27.63
IV
41.0%
B/E move
0.9%

Options history

No recorded observations