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Gates Industrial Corporation Ltd. GTES

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T02:49:56.967Z

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 · 2026-11-12T00:00:00.002980287Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:41:35.916642+00:00

Share price$25.56
1D+0.4%
AH$25.15$25.27$25.40$25.52$25.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTES
Sold putSold callAH

Gates Industrial Corporation Ltd. options

Live interpolated GTES call and put midpoint premiums by absolute delta.Gates Industrial Corporation Ltd.$0.16$0.52$0.87$1.22$1.57$22.50$24.11$25.72$27.33$28.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GTES spot · $25.56GTES PRICE$0.24$0.31$0.38$0.46$0.54$0.63$0.72$0.81$0.90$1.07$1.27$1.47$0.20$0.26$0.31$0.37$0.46$0.56$0.65$0.74$0.83$1.01$1.19
Puts——
Calls——
Skew——
Implied moveBalanced±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1643.9%6.3%
25Δ26.7740.0%5.7%24.4741.7%5.3%
30Δ26.5440.3%5.1%24.7739.4%4.3%
35Δ26.3040.6%4.4%25.0537.7%3.5%
40Δ26.0740.9%3.8%25.2437.5%3.1%
45Δ25.8640.4%3.3%25.4337.4%2.7%
50Δ25.6639.7%2.8%25.6237.2%2.3%
55Δ25.4638.9%2.4%25.8137.0%1.9%
60Δ25.2638.1%2.0%26.0136.9%1.5%
65Δ25.0637.3%1.6%26.2537.2%1.3%
70Δ24.8237.5%1.3%26.4937.6%1.0%
75Δ24.5638.0%1.0%
80Δ24.3038.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.16
IV
43.9%
B/E move
6.3%

25Δ

Calls
Pseudo strike
26.77
IV
40.0%
B/E move
5.7%
Puts
Pseudo strike
24.47
IV
41.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
26.54
IV
40.3%
B/E move
5.1%
Puts
Pseudo strike
24.77
IV
39.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
26.30
IV
40.6%
B/E move
4.4%
Puts
Pseudo strike
25.05
IV
37.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
26.07
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
25.24
IV
37.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
25.86
IV
40.4%
B/E move
3.3%
Puts
Pseudo strike
25.43
IV
37.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
25.66
IV
39.7%
B/E move
2.8%
Puts
Pseudo strike
25.62
IV
37.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
25.46
IV
38.9%
B/E move
2.4%
Puts
Pseudo strike
25.81
IV
37.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
25.26
IV
38.1%
B/E move
2.0%
Puts
Pseudo strike
26.01
IV
36.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
25.06
IV
37.3%
B/E move
1.6%
Puts
Pseudo strike
26.25
IV
37.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
24.82
IV
37.5%
B/E move
1.3%
Puts
Pseudo strike
26.49
IV
37.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
24.56
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.30
IV
38.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.07%
Daily EOD
GTES36.6%39.9%43.1%2026-10-19: 38.31%2026-10-20: 39.49%2026-10-21: 38.42%2026-10-22: 40.97%2026-10-23: 42.66%2026-10-26: 42.00%2026-10-27: 41.43%2026-10-28: 41.05%2026-10-29: 41.40%2026-10-30: 37.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.31%
39.49%
38.42%
40.97%
42.66%
42.00%
41.43%
41.05%
41.40%
37.07%