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Gates Industrial Corporation plc GTES

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-22T23:06:22.839Z

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 · 2026-10-22T23:00:00.002910636Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:06:22.223750+00:00

Share price$25.10
1D-3.1%
AH$24.19$24.71$25.23$25.76$26.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTES
Sold putSold callAH

Gates Industrial Corporation plc options

Live interpolated GTES call and put midpoint premiums by absolute delta.Gates Industrial Corporation plc$0.19$1.42$2.65$3.88$5.10$20.87$22.98$25.10$27.21$29.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GTES spot · $25.10GTES PRICE$0.33$0.43$0.54$0.69$0.85$1.02$1.20$1.39$1.63$1.87$2.15$2.47$4.75$0.43$0.56$0.71$0.88$1.07$1.27$1.50$1.74$2.01$2.28$2.63$3.11$3.86
PutsExpensive1.08×
CallsExpensive1.25×
SkewNeutral+0.12 pp
Implied moveBearish±$2.70
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1543.6%13.5%22.5350.6%12.0%
25Δ27.5843.4%11.6%23.1349.5%10.1%
30Δ27.0343.0%9.9%23.6348.8%8.7%
35Δ26.6143.8%8.8%24.1148.3%7.4%
40Δ26.2144.7%7.8%24.5548.4%6.5%
45Δ25.8045.2%6.8%24.9848.5%5.5%
50Δ25.3945.5%5.9%25.4248.3%4.7%
55Δ24.9845.7%5.0%25.8548.1%4.0%
60Δ24.5646.0%4.3%26.2947.5%3.3%
65Δ24.1446.3%3.6%26.7346.8%2.6%
70Δ23.7046.4%3.0%27.2346.6%2.0%
75Δ23.2446.4%2.4%27.8347.5%1.5%
80Δ21.2687.8%3.6%28.6850.3%1.1%

20Δ

Calls
Pseudo strike
28.15
IV
43.6%
B/E move
13.5%
Puts
Pseudo strike
22.53
IV
50.6%
B/E move
12.0%

25Δ

Calls
Pseudo strike
27.58
IV
43.4%
B/E move
11.6%
Puts
Pseudo strike
23.13
IV
49.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
27.03
IV
43.0%
B/E move
9.9%
Puts
Pseudo strike
23.63
IV
48.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
26.61
IV
43.8%
B/E move
8.8%
Puts
Pseudo strike
24.11
IV
48.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
26.21
IV
44.7%
B/E move
7.8%
Puts
Pseudo strike
24.55
IV
48.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
25.80
IV
45.2%
B/E move
6.8%
Puts
Pseudo strike
24.98
IV
48.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
25.39
IV
45.5%
B/E move
5.9%
Puts
Pseudo strike
25.42
IV
48.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
24.98
IV
45.7%
B/E move
5.0%
Puts
Pseudo strike
25.85
IV
48.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
24.56
IV
46.0%
B/E move
4.3%
Puts
Pseudo strike
26.29
IV
47.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
24.14
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
26.73
IV
46.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
23.70
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
27.23
IV
46.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
23.24
IV
46.4%
B/E move
2.4%
Puts
Pseudo strike
27.83
IV
47.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
21.26
IV
87.8%
B/E move
3.6%
Puts
Pseudo strike
28.68
IV
50.3%
B/E move
1.1%

Options history

No recorded observations