IntraAlpha
Create free account Start free

GitLab Inc. Class A Common Stock GTLB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-06T21:26:36.851Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:03:10.15807959Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T21:24:23.790049+00:00

Share price$48.02
1D-1.6%
AH$47.39$48.04$48.70$49.35$50.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTLB
Sold putSold callAH

GitLab Inc. Class A Common Stock options

Live interpolated GTLB call and put midpoint premiums by absolute delta.GitLab Inc. Class A Common Stock$0.30$1.67$3.04$4.41$5.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ 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 —OPTION PRICEGTLB PRICE$0.45$0.64$0.87$1.19$1.87$2.73$2.83$3.70$5.38$0.56$0.85$0.94$1.14$1.31$1.61$2.22$2.68$3.21$3.66$4.04$4.15$4.25
PutsCheap0.66×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8662.1%8.9%44.3972.4%8.7%
25Δ51.3265.9%8.2%44.8979.8%8.3%
30Δ50.8271.0%7.6%45.8870.3%6.4%
35Δ50.3578.2%7.3%46.5368.7%5.5%
40Δ47.1565.7%4.5%
45Δ47.7266.9%4.0%
50Δ48.3577.9%3.9%
55Δ49.0480.5%3.5%
60Δ47.2755.0%2.3%49.7982.6%3.0%
65Δ46.5070.7%2.5%50.5281.3%2.4%
70Δ46.0763.6%1.8%51.1378.5%1.9%
75Δ45.1273.1%1.7%51.4870.5%1.4%
80Δ43.4294.4%1.6%51.8462.5%0.9%

20Δ

Calls
Pseudo strike
51.86
IV
62.1%
B/E move
8.9%
Puts
Pseudo strike
44.39
IV
72.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
51.32
IV
65.9%
B/E move
8.2%
Puts
Pseudo strike
44.89
IV
79.8%
B/E move
8.3%

30Δ

Calls
Pseudo strike
50.82
IV
71.0%
B/E move
7.6%
Puts
Pseudo strike
45.88
IV
70.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
50.35
IV
78.2%
B/E move
7.3%
Puts
Pseudo strike
46.53
IV
68.7%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.15
IV
65.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.72
IV
66.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.35
IV
77.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.04
IV
80.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
47.27
IV
55.0%
B/E move
2.3%
Puts
Pseudo strike
49.79
IV
82.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
46.50
IV
70.7%
B/E move
2.5%
Puts
Pseudo strike
50.52
IV
81.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
46.07
IV
63.6%
B/E move
1.8%
Puts
Pseudo strike
51.13
IV
78.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
45.12
IV
73.1%
B/E move
1.7%
Puts
Pseudo strike
51.48
IV
70.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
43.42
IV
94.4%
B/E move
1.6%
Puts
Pseudo strike
51.84
IV
62.5%
B/E move
0.9%

Options history

IV · four-Friday blend61.43%
Daily close
GTLB39.8%94.5%149.3%2026-08-10: 86.01%2026-08-11: 80.66%2026-08-12: 76.83%2026-08-13: 98.64%2026-08-14: 75.34%2026-08-17: 89.18%2026-08-18: 88.14%2026-08-19: 88.32%2026-08-20: 88.77%2026-08-21: 91.13%2026-08-24: 89.64%2026-08-25: 103.02%2026-08-26: 96.50%2026-08-27: 103.89%2026-08-28: 107.08%2026-08-31: 118.61%2026-09-01: 141.70%2026-09-02: 62.21%2026-09-03: 55.83%2026-09-04: 50.67%2026-09-08: 58.17%2026-09-09: 60.14%2026-09-10: 55.69%2026-09-11: 55.04%2026-09-14: 62.70%2026-09-15: 55.08%2026-09-16: 54.07%2026-09-17: 55.79%2026-09-18: 48.38%2026-09-21: 53.62%2026-09-22: 54.95%2026-09-23: 50.33%2026-09-24: 57.70%2026-09-25: 54.19%2026-09-28: 54.15%2026-09-29: 56.19%2026-09-30: 57.70%2026-10-01: 65.15%2026-10-02: 52.93%2026-10-05: 48.83%2026-10-06: 54.95%2026-10-07: 53.17%2026-10-08: 57.37%2026-10-09: 47.37%2026-10-12: 50.59%2026-10-13: 80.39%2026-10-14: 58.79%2026-10-15: 63.95%2026-10-16: 57.55%2026-10-19: 59.87%2026-10-20: 61.41%2026-10-21: 62.62%2026-10-22: 64.34%2026-10-23: 56.89%2026-10-26: 60.03%2026-10-27: 60.58%2026-10-28: 63.44%2026-10-29: 60.69%2026-10-30: 61.43%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
86.01%
80.66%
76.83%
98.64%
75.34%
89.18%
88.14%
88.32%
88.77%
91.13%
89.64%
103.02%
96.50%
103.89%
107.08%
118.61%
141.70%
62.21%
55.83%
50.67%
58.17%
60.14%
55.69%
55.04%
62.70%
55.08%
54.07%
55.79%
48.38%
53.62%
54.95%
50.33%
57.70%
54.19%
54.15%
56.19%
57.70%
65.15%
52.93%
48.83%
54.95%
53.17%
57.37%
47.37%
50.59%
80.39%
58.79%
63.95%
57.55%
59.87%
61.41%
62.62%
64.34%
56.89%
60.03%
60.58%
63.44%
60.69%
61.43%