IntraAlpha
Create free account Start free

GCT Semiconductor Holding, Inc. GCTS

i

Market datapartial · fetched 2026-11-07T01:53:33.400Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:39:16.069520944Z

FundamentalsAlpha Vantage · unavailable

Share price$1.17
1D+7.0%
AH$1.09$1.12$1.15$1.18$1.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCTS
Sold putSold callAH

GCT Semiconductor Holding, Inc. options

Live interpolated GCTS call and put midpoint premiums by absolute delta.GCT Semiconductor Holding, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGCTS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend337.79%
Daily close
GCTS122.7%244.7%366.7%2026-08-11: 165.23%2026-08-12: 349.90%2026-08-19: 226.32%2026-08-26: 178.24%2026-08-27: 139.57%2026-08-28: 181.54%2026-08-31: 229.95%2026-09-01: 245.63%2026-09-03: 323.51%2026-09-04: 310.59%2026-09-11: 272.56%2026-09-18: 158.54%2026-09-23: 139.54%2026-09-24: 150.29%2026-09-30: 168.37%2026-10-01: 208.73%2026-10-02: 222.25%2026-10-06: 242.52%2026-10-08: 262.91%2026-10-16: 213.36%2026-10-19: 232.71%2026-10-21: 282.76%2026-10-22: 279.49%2026-10-23: 262.08%2026-10-29: 337.79%Aug 11Sep 23Oct 29
25 observations2026-08-11 — 2026-10-29
Table
DateIV (%)
165.23%
349.90%
226.32%
178.24%
139.57%
181.54%
229.95%
245.63%
323.51%
310.59%
272.56%
158.54%
139.54%
150.29%
168.37%
208.73%
222.25%
242.52%
262.91%
213.36%
232.71%
282.76%
279.49%
262.08%
337.79%