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Guardant Health, Inc. Common Stock GH

i

Market datapartial · fetched 2026-11-05T18:40:05.538Z

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

FundamentalsAlpha Vantage · unavailable

Share priceGH
1D
Price history unavailable.

Guardant Health, Inc. Common Stock options

Live interpolated GH call and put midpoint premiums by absolute delta.Guardant Health, Inc. Common Stock$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 PRICEGH 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 blend72.45%
Daily close
GH44.5%59.5%74.5%2026-08-07: 49.95%2026-08-10: 50.53%2026-08-11: 49.80%2026-08-12: 49.49%2026-08-13: 50.29%2026-08-14: 46.61%2026-08-17: 49.28%2026-08-18: 49.78%2026-08-19: 51.73%2026-08-20: 52.95%2026-08-21: 51.27%2026-08-24: 51.60%2026-08-25: 52.90%2026-08-26: 52.84%2026-08-27: 53.22%2026-08-28: 54.59%2026-08-31: 53.77%2026-09-01: 53.06%2026-09-02: 52.60%2026-09-03: 53.60%2026-09-04: 54.95%2026-09-08: 56.19%2026-09-09: 56.19%2026-09-10: 55.42%2026-09-11: 53.86%2026-09-14: 56.17%2026-09-15: 59.71%2026-09-16: 57.72%2026-09-17: 56.39%2026-09-18: 56.50%2026-09-21: 55.06%2026-09-22: 55.42%2026-09-23: 55.29%2026-09-24: 56.31%2026-09-25: 55.56%2026-09-28: 55.67%2026-09-29: 55.21%2026-09-30: 56.30%2026-10-01: 56.67%2026-10-02: 55.99%2026-10-05: 55.38%2026-10-06: 58.02%2026-10-07: 59.23%2026-10-08: 59.97%2026-10-09: 58.68%2026-10-12: 58.58%2026-10-13: 61.02%2026-10-14: 61.77%2026-10-15: 62.04%2026-10-16: 61.13%2026-10-19: 62.13%2026-10-20: 62.44%2026-10-21: 61.65%2026-10-22: 62.93%2026-10-23: 63.98%2026-10-26: 65.19%2026-10-27: 65.15%2026-10-28: 68.97%2026-10-29: 69.69%2026-10-30: 72.45%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
49.95%
50.53%
49.80%
49.49%
50.29%
46.61%
49.28%
49.78%
51.73%
52.95%
51.27%
51.60%
52.90%
52.84%
53.22%
54.59%
53.77%
53.06%
52.60%
53.60%
54.95%
56.19%
56.19%
55.42%
53.86%
56.17%
59.71%
57.72%
56.39%
56.50%
55.06%
55.42%
55.29%
56.31%
55.56%
55.67%
55.21%
56.30%
56.67%
55.99%
55.38%
58.02%
59.23%
59.97%
58.68%
58.58%
61.02%
61.77%
62.04%
61.13%
62.13%
62.44%
61.65%
62.93%
63.98%
65.19%
65.15%
68.97%
69.69%
72.45%