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Gitlab Inc GTLB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T21:07:40.562Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:43:41.340952549Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:02:35.134559+00:00

Share price$55.75
1D+6.8%
AH$51$53$54$55$565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTLB
Sold putSold callAH

Gitlab Inc options

Live interpolated GTLB call and put midpoint premiums by absolute delta.Gitlab Inc$0.15$1.31$2.47$3.62$4.78$50.92$52.90$54.88$56.86$58.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.75OPTION PRICELive GTLB spot · $55.75GTLB PRICE$0.49$0.39$0.40$0.51$0.63$0.74$0.87$1.01$1.15$1.29$1.53$1.76$2.00$0.27$0.32$0.39$0.49$0.69$0.89$1.09$1.32$1.58$1.83$2.70$2.22$4.45
PutsExpensive1.71×
CallsFair1.00×
SkewBearish+9.50 pp
Implied moveBearish±$1.97
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.61152.3%7.8%53.7984.0%4.0%
25Δ57.6995.3%4.2%54.3571.9%3.1%
30Δ56.8971.0%2.8%54.7169.0%2.6%
35Δ56.6272.6%2.5%55.0567.8%2.1%
40Δ56.3574.3%2.2%55.3274.6%2.0%
45Δ56.0876.0%1.9%55.5981.5%1.9%
50Δ55.8175.8%1.7%55.8688.4%1.8%
55Δ55.5374.8%1.4%56.1893.0%1.6%
60Δ55.2673.9%1.2%56.5695.1%1.4%
65Δ54.9873.0%0.9%56.9497.2%1.2%
70Δ54.6573.3%0.8%57.80122.2%1.2%
75Δ54.3373.7%0.6%57.5989.7%0.7%
80Δ54.0174.0%0.5%59.75149.1%0.8%

20Δ

Calls
Pseudo strike
59.61
IV
152.3%
B/E move
7.8%
Puts
Pseudo strike
53.79
IV
84.0%
B/E move
4.0%

25Δ

Calls
Pseudo strike
57.69
IV
95.3%
B/E move
4.2%
Puts
Pseudo strike
54.35
IV
71.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
56.89
IV
71.0%
B/E move
2.8%
Puts
Pseudo strike
54.71
IV
69.0%
B/E move
2.6%

35Δ

Calls
Pseudo strike
56.62
IV
72.6%
B/E move
2.5%
Puts
Pseudo strike
55.05
IV
67.8%
B/E move
2.1%

40Δ

Calls
Pseudo strike
56.35
IV
74.3%
B/E move
2.2%
Puts
Pseudo strike
55.32
IV
74.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
56.08
IV
76.0%
B/E move
1.9%
Puts
Pseudo strike
55.59
IV
81.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
55.81
IV
75.8%
B/E move
1.7%
Puts
Pseudo strike
55.86
IV
88.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
55.53
IV
74.8%
B/E move
1.4%
Puts
Pseudo strike
56.18
IV
93.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
55.26
IV
73.9%
B/E move
1.2%
Puts
Pseudo strike
56.56
IV
95.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
54.98
IV
73.0%
B/E move
0.9%
Puts
Pseudo strike
56.94
IV
97.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
54.65
IV
73.3%
B/E move
0.8%
Puts
Pseudo strike
57.80
IV
122.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
54.33
IV
73.7%
B/E move
0.6%
Puts
Pseudo strike
57.59
IV
89.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
54.01
IV
74.0%
B/E move
0.5%
Puts
Pseudo strike
59.75
IV
149.1%
B/E move
0.8%