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Glaukos Corporation GKOS

i

Market dataready · fetched 2026-11-04T04:01:55.097Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-04T00:37:30.030280001Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:01:54.676803+00:00

Share price$234.00
1D-2.8%
AH$231$234$236$239$2415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGKOS
Sold putSold callAH

Glaukos Corporation options

Live interpolated GKOS call and put midpoint premiums by absolute delta.Glaukos Corporation$1.80$9.74$17.68$25.63$33.57$149.06$187.88$226.69$265.51$304.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GKOS spot · $234.00GKOS PRICE$2.66$3.41$4.24$5.16$6.07$7.30$8.74$10.18$11.65$13.50$15.34$17.18$19.99$3.25$4.19$5.37$6.68$7.98$9.73$11.60$13.46$15.91$18.49$21.40$25.83$31.28
PutsCheap0.87×
CallsCheap0.41×
SkewBearish+7.87 pp
Implied moveBearish±$20.34
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ258.2049.4%11.5%213.5254.2%10.1%
25Δ252.9047.6%9.5%218.4052.4%8.5%
30Δ248.4246.1%8.0%222.3351.8%7.3%
35Δ244.9345.2%6.9%225.8151.7%6.4%
40Δ241.4444.3%5.8%229.2851.7%5.4%
45Δ238.3244.3%5.0%232.6652.0%4.7%
50Δ235.4744.8%4.4%236.0352.5%4.1%
55Δ232.6145.3%3.8%239.3952.9%3.4%
60Δ229.7545.7%3.2%243.1153.2%2.9%
65Δ226.7545.2%2.7%246.9053.4%2.4%
70Δ223.7644.7%2.2%250.9853.9%1.9%
75Δ220.7644.2%1.7%256.3355.5%1.5%
80Δ217.0543.9%1.3%262.6857.8%1.1%

20Δ

Calls
Pseudo strike
258.20
IV
49.4%
B/E move
11.5%
Puts
Pseudo strike
213.52
IV
54.2%
B/E move
10.1%

25Δ

Calls
Pseudo strike
252.90
IV
47.6%
B/E move
9.5%
Puts
Pseudo strike
218.40
IV
52.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
248.42
IV
46.1%
B/E move
8.0%
Puts
Pseudo strike
222.33
IV
51.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
244.93
IV
45.2%
B/E move
6.9%
Puts
Pseudo strike
225.81
IV
51.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
241.44
IV
44.3%
B/E move
5.8%
Puts
Pseudo strike
229.28
IV
51.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
238.32
IV
44.3%
B/E move
5.0%
Puts
Pseudo strike
232.66
IV
52.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
235.47
IV
44.8%
B/E move
4.4%
Puts
Pseudo strike
236.03
IV
52.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
232.61
IV
45.3%
B/E move
3.8%
Puts
Pseudo strike
239.39
IV
52.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
229.75
IV
45.7%
B/E move
3.2%
Puts
Pseudo strike
243.11
IV
53.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
226.75
IV
45.2%
B/E move
2.7%
Puts
Pseudo strike
246.90
IV
53.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
223.76
IV
44.7%
B/E move
2.2%
Puts
Pseudo strike
250.98
IV
53.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
220.76
IV
44.2%
B/E move
1.7%
Puts
Pseudo strike
256.33
IV
55.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
217.05
IV
43.9%
B/E move
1.3%
Puts
Pseudo strike
262.68
IV
57.8%
B/E move
1.1%

Options history

IV · four-Friday blend48.45%
Daily close
GKOS39.1%54.1%69.2%2026-08-05: 50.31%2026-08-06: 47.83%2026-08-07: 45.05%2026-08-10: 45.94%2026-08-11: 42.93%2026-08-12: 43.35%2026-08-13: 43.03%2026-08-14: 41.17%2026-08-17: 43.24%2026-08-18: 44.41%2026-08-19: 44.65%2026-08-20: 50.58%2026-08-21: 46.45%2026-08-24: 46.01%2026-08-25: 46.75%2026-08-26: 46.61%2026-08-27: 46.86%2026-08-28: 46.55%2026-08-31: 45.84%2026-09-01: 47.93%2026-09-02: 48.20%2026-09-03: 46.80%2026-09-04: 47.86%2026-09-08: 50.13%2026-09-09: 49.54%2026-09-10: 50.23%2026-09-11: 49.89%2026-09-14: 52.18%2026-09-15: 51.60%2026-09-16: 52.79%2026-09-17: 56.18%2026-09-18: 50.92%2026-09-21: 51.15%2026-09-22: 50.98%2026-09-23: 51.83%2026-09-24: 50.25%2026-09-25: 51.97%2026-09-28: 54.63%2026-09-29: 54.64%2026-09-30: 55.12%2026-10-01: 55.72%2026-10-02: 56.43%2026-10-05: 58.92%2026-10-06: 58.60%2026-10-07: 53.47%2026-10-08: 58.19%2026-10-09: 56.20%2026-10-12: 57.98%2026-10-13: 58.70%2026-10-14: 62.02%2026-10-15: 62.96%2026-10-16: 59.96%2026-10-19: 60.14%2026-10-20: 59.19%2026-10-21: 59.33%2026-10-22: 60.63%2026-10-23: 60.19%2026-10-26: 62.14%2026-10-27: 61.97%2026-10-28: 67.09%2026-10-29: 48.55%2026-10-30: 48.45%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
50.31%
47.83%
45.05%
45.94%
42.93%
43.35%
43.03%
41.17%
43.24%
44.41%
44.65%
50.58%
46.45%
46.01%
46.75%
46.61%
46.86%
46.55%
45.84%
47.93%
48.20%
46.80%
47.86%
50.13%
49.54%
50.23%
49.89%
52.18%
51.60%
52.79%
56.18%
50.92%
51.15%
50.98%
51.83%
50.25%
51.97%
54.63%
54.64%
55.12%
55.72%
56.43%
58.92%
58.60%
53.47%
58.19%
56.20%
57.98%
58.70%
62.02%
62.96%
59.96%
60.14%
59.19%
59.33%
60.63%
60.19%
62.14%
61.97%
67.09%
48.55%
48.45%