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General Dynamics Corporation GD

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-03T21:53:58.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T21:24:09.950288287Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T21:53:57.559775+00:00

Share price$374.46
1D+0.7%
AH$370$372$374$376$3785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGD
Sold putSold callAH

General Dynamics Corporation options

Live interpolated GD call and put midpoint premiums by absolute delta.General Dynamics Corporation$0.62$4.19$7.77$11.34$14.91$359.18$366.16$373.14$380.12$387.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GD spot · $374.46GD PRICE$1.01$1.36$1.73$2.15$2.62$3.19$3.71$4.07$4.43$5.04$5.66$6.40$7.21$1.57$2.18$2.76$2.61$3.20$3.97$4.86$5.80$6.79$7.96$9.79$11.45$13.88
PutsExpensive1.32×
CallsCheap0.87×
SkewBearish+11.56 pp
Implied moveBearish±$8.58
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ382.4626.9%2.4%363.8439.1%3.3%
25Δ380.9626.9%2.1%365.3042.2%3.0%
30Δ379.5426.9%1.8%367.4641.9%2.6%
35Δ378.2727.0%1.6%370.5732.0%1.7%
40Δ377.0427.3%1.4%371.9632.3%1.5%
45Δ375.8827.8%1.2%373.3733.5%1.4%
50Δ374.7327.9%1.1%374.7835.1%1.2%
55Δ373.6526.2%0.9%376.3335.7%1.0%
60Δ372.5724.6%0.7%377.9336.2%0.9%
65Δ371.5224.1%0.6%379.6536.8%0.7%
70Δ370.4823.6%0.4%381.8939.1%0.6%
75Δ369.3823.0%0.4%384.0539.6%0.5%
80Δ368.2422.4%0.3%386.9241.4%0.4%

20Δ

Calls
Pseudo strike
382.46
IV
26.9%
B/E move
2.4%
Puts
Pseudo strike
363.84
IV
39.1%
B/E move
3.3%

25Δ

Calls
Pseudo strike
380.96
IV
26.9%
B/E move
2.1%
Puts
Pseudo strike
365.30
IV
42.2%
B/E move
3.0%

30Δ

Calls
Pseudo strike
379.54
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
367.46
IV
41.9%
B/E move
2.6%

35Δ

Calls
Pseudo strike
378.27
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
370.57
IV
32.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
377.04
IV
27.3%
B/E move
1.4%
Puts
Pseudo strike
371.96
IV
32.3%
B/E move
1.5%

45Δ

Calls
Pseudo strike
375.88
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
373.37
IV
33.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
374.73
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
374.78
IV
35.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
373.65
IV
26.2%
B/E move
0.9%
Puts
Pseudo strike
376.33
IV
35.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
372.57
IV
24.6%
B/E move
0.7%
Puts
Pseudo strike
377.93
IV
36.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
371.52
IV
24.1%
B/E move
0.6%
Puts
Pseudo strike
379.65
IV
36.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
370.48
IV
23.6%
B/E move
0.4%
Puts
Pseudo strike
381.89
IV
39.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
369.38
IV
23.0%
B/E move
0.4%
Puts
Pseudo strike
384.05
IV
39.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
368.24
IV
22.4%
B/E move
0.3%
Puts
Pseudo strike
386.92
IV
41.4%
B/E move
0.4%

Options history

IV · four-Friday blend26.79%
Daily close
GD13.9%34.2%54.4%2026-08-05: 21.01%2026-08-06: 22.34%2026-08-07: 19.24%2026-08-10: 20.24%2026-08-11: 20.10%2026-08-12: 20.18%2026-08-13: 20.27%2026-08-14: 16.71%2026-08-17: 18.87%2026-08-18: 18.43%2026-08-19: 18.97%2026-08-20: 19.50%2026-08-21: 18.54%2026-08-24: 18.55%2026-08-25: 19.73%2026-08-26: 18.97%2026-08-27: 19.34%2026-08-28: 17.36%2026-08-31: 18.70%2026-09-01: 19.51%2026-09-02: 20.34%2026-09-03: 20.54%2026-09-04: 18.79%2026-09-08: 21.70%2026-09-09: 22.52%2026-09-10: 22.34%2026-09-11: 20.85%2026-09-14: 22.33%2026-09-15: 22.75%2026-09-16: 23.64%2026-09-17: 22.37%2026-09-18: 19.79%2026-09-21: 20.97%2026-09-22: 21.27%2026-09-23: 21.85%2026-09-24: 23.43%2026-09-25: 20.95%2026-09-28: 22.76%2026-09-29: 22.63%2026-09-30: 22.69%2026-10-01: 22.95%2026-10-02: 21.62%2026-10-05: 22.52%2026-10-06: 22.48%2026-10-07: 21.99%2026-10-08: 25.98%2026-10-09: 23.39%2026-10-12: 22.96%2026-10-13: 28.48%2026-10-14: 29.67%2026-10-15: 28.23%2026-10-16: 26.45%2026-10-19: 27.72%2026-10-20: 27.87%2026-10-21: 28.75%2026-10-22: 30.11%2026-10-23: 30.57%2026-10-26: 34.79%2026-10-27: 37.28%2026-10-28: 39.19%2026-10-29: 51.60%2026-10-30: 26.79%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.01%
22.34%
19.24%
20.24%
20.10%
20.18%
20.27%
16.71%
18.87%
18.43%
18.97%
19.50%
18.54%
18.55%
19.73%
18.97%
19.34%
17.36%
18.70%
19.51%
20.34%
20.54%
18.79%
21.70%
22.52%
22.34%
20.85%
22.33%
22.75%
23.64%
22.37%
19.79%
20.97%
21.27%
21.85%
23.43%
20.95%
22.76%
22.63%
22.69%
22.95%
21.62%
22.52%
22.48%
21.99%
25.98%
23.39%
22.96%
28.48%
29.67%
28.23%
26.45%
27.72%
27.87%
28.75%
30.11%
30.57%
34.79%
37.28%
39.19%
51.60%
26.79%