Gartner, Inc. IT
TECHNOLOGY · INFORMATION TECHNOLOGY SERVICESi
Market dataready · fetched 2026-11-12T01:47:41.704Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:00:00.002118326Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:47:41.321226+00:00
Gartner, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 206.27 | 44.8% | 7.7% | 181.73 | 48.0% | 6.7% |
| 25Δ | 203.51 | 43.8% | 6.5% | 183.76 | 49.8% | 6.0% |
| 30Δ | 200.76 | 42.9% | 5.3% | 185.80 | 50.9% | 5.3% |
| 35Δ | 198.74 | 42.5% | 4.5% | 187.87 | 50.7% | 4.6% |
| 40Δ | 196.99 | 42.3% | 3.9% | 189.93 | 50.5% | 4.0% |
| 45Δ | 195.23 | 42.1% | 3.3% | 191.86 | 50.4% | 3.4% |
| 50Δ | 193.60 | 42.2% | 2.9% | 193.79 | 50.3% | 2.9% |
| 55Δ | 191.98 | 42.4% | 2.5% | 195.80 | 50.6% | 2.5% |
| 60Δ | 190.36 | 42.5% | 2.1% | 197.97 | 51.7% | 2.1% |
| 65Δ | 188.75 | 41.8% | 1.7% | 200.19 | 52.9% | 1.8% |
| 70Δ | 187.15 | 40.8% | 1.4% | 203.42 | 55.0% | 1.5% |
| 75Δ | 185.55 | 39.8% | 1.1% | 206.65 | 57.2% | 1.2% |
| 80Δ | 183.28 | 40.5% | 0.8% | 209.88 | 59.3% | 0.9% |
20Δ
- Pseudo strike
- 206.27
- IV
- 44.8%
- B/E move
- 7.7%
- Pseudo strike
- 181.73
- IV
- 48.0%
- B/E move
- 6.7%
25Δ
- Pseudo strike
- 203.51
- IV
- 43.8%
- B/E move
- 6.5%
- Pseudo strike
- 183.76
- IV
- 49.8%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 200.76
- IV
- 42.9%
- B/E move
- 5.3%
- Pseudo strike
- 185.80
- IV
- 50.9%
- B/E move
- 5.3%
35Δ
- Pseudo strike
- 198.74
- IV
- 42.5%
- B/E move
- 4.5%
- Pseudo strike
- 187.87
- IV
- 50.7%
- B/E move
- 4.6%
40Δ
- Pseudo strike
- 196.99
- IV
- 42.3%
- B/E move
- 3.9%
- Pseudo strike
- 189.93
- IV
- 50.5%
- B/E move
- 4.0%
45Δ
- Pseudo strike
- 195.23
- IV
- 42.1%
- B/E move
- 3.3%
- Pseudo strike
- 191.86
- IV
- 50.4%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 193.60
- IV
- 42.2%
- B/E move
- 2.9%
- Pseudo strike
- 193.79
- IV
- 50.3%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 191.98
- IV
- 42.4%
- B/E move
- 2.5%
- Pseudo strike
- 195.80
- IV
- 50.6%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 190.36
- IV
- 42.5%
- B/E move
- 2.1%
- Pseudo strike
- 197.97
- IV
- 51.7%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 188.75
- IV
- 41.8%
- B/E move
- 1.7%
- Pseudo strike
- 200.19
- IV
- 52.9%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 187.15
- IV
- 40.8%
- B/E move
- 1.4%
- Pseudo strike
- 203.42
- IV
- 55.0%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 185.55
- IV
- 39.8%
- B/E move
- 1.1%
- Pseudo strike
- 206.65
- IV
- 57.2%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 183.28
- IV
- 40.5%
- B/E move
- 0.8%
- Pseudo strike
- 209.88
- IV
- 59.3%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 50.19% | |
| 49.15% | |
| 50.98% | |
| 52.56% | |
| 50.51% | |
| 54.23% | |
| 48.30% | |
| 48.30% | |
| 49.75% | |
| 49.28% | |
| 48.40% | |
| 46.96% | |
| 47.53% | |
| 47.65% | |
| 48.77% | |
| 48.48% | |
| 48.61% | |
| 51.41% | |
| 51.67% | |
| 52.82% | |
| 49.92% | |
| 52.76% | |
| 52.37% | |
| 54.68% | |
| 56.74% | |
| 51.67% | |
| 51.40% | |
| 52.09% | |
| 52.31% | |
| 52.53% | |
| 51.87% | |
| 52.53% | |
| 52.48% | |
| 51.82% | |
| 52.54% | |
| 51.89% | |
| 52.83% | |
| 52.41% | |
| 52.60% | |
| 51.56% | |
| 49.39% | |
| 53.59% | |
| 53.16% | |
| 53.39% | |
| 51.89% | |
| 52.17% | |
| 52.23% | |
| 51.61% | |
| 52.55% | |
| 52.48% | |
| 52.62% | |
| 53.05% | |
| 52.93% | |
| 53.37% | |
| 53.75% |
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