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Genmab A/S ADS GMAB

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Market datapartial · fetched 2026-11-06T21:46:03.890Z

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 · 2026-11-06T21:00:09.67615217Z

FundamentalsAlpha Vantage · unavailable

Share price$53.63
1D+2.2%
AH$51.16$51.93$52.70$53.47$54.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGMAB
Sold putSold callAH

Genmab A/S ADS options

Live interpolated GMAB call and put midpoint premiums by absolute delta.Genmab A/S ADS$0.42$2.03$3.65$5.26$6.87$41.20$48.04$54.89$61.74$68.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GMAB spot · $53.63GMAB PRICE$0.59$0.78$0.97$1.16$1.34$1.83$2.45$3.07$3.69$4.32$4.94$5.65$6.41$0.72$0.93$1.18$1.43$1.68$1.93$2.18$2.43$2.80$3.59$4.38$5.17$5.96
PutsCheap0.75×
CallsCheap0.49×
SkewBullish-6.79 pp
Implied moveBullish±$4.63
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0450.8%11.2%48.9356.5%10.1%
25Δ58.1049.8%9.8%50.1555.6%8.2%
30Δ57.1648.9%8.4%50.8754.1%7.3%
35Δ56.2247.9%7.0%51.5852.5%6.5%
40Δ55.2947.0%5.6%52.3051.0%5.6%
45Δ54.4249.6%4.9%53.0149.4%4.7%
50Δ53.6053.9%4.5%53.7347.9%3.9%
55Δ52.7758.2%4.1%54.4446.3%3.0%
60Δ51.9462.5%3.7%55.2245.4%2.3%
65Δ51.1166.8%3.4%56.1846.9%1.9%
70Δ50.2871.1%3.0%57.1548.3%1.6%
75Δ49.3270.1%2.5%58.1249.8%1.3%
80Δ48.2866.3%2.0%59.0951.2%0.9%

20Δ

Calls
Pseudo strike
59.04
IV
50.8%
B/E move
11.2%
Puts
Pseudo strike
48.93
IV
56.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
58.10
IV
49.8%
B/E move
9.8%
Puts
Pseudo strike
50.15
IV
55.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
57.16
IV
48.9%
B/E move
8.4%
Puts
Pseudo strike
50.87
IV
54.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
56.22
IV
47.9%
B/E move
7.0%
Puts
Pseudo strike
51.58
IV
52.5%
B/E move
6.5%

40Δ

Calls
Pseudo strike
55.29
IV
47.0%
B/E move
5.6%
Puts
Pseudo strike
52.30
IV
51.0%
B/E move
5.6%

45Δ

Calls
Pseudo strike
54.42
IV
49.6%
B/E move
4.9%
Puts
Pseudo strike
53.01
IV
49.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
53.60
IV
53.9%
B/E move
4.5%
Puts
Pseudo strike
53.73
IV
47.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
52.77
IV
58.2%
B/E move
4.1%
Puts
Pseudo strike
54.44
IV
46.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
51.94
IV
62.5%
B/E move
3.7%
Puts
Pseudo strike
55.22
IV
45.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
51.11
IV
66.8%
B/E move
3.4%
Puts
Pseudo strike
56.18
IV
46.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
50.28
IV
71.1%
B/E move
3.0%
Puts
Pseudo strike
57.15
IV
48.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
49.32
IV
70.1%
B/E move
2.5%
Puts
Pseudo strike
58.12
IV
49.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.28
IV
66.3%
B/E move
2.0%
Puts
Pseudo strike
59.09
IV
51.2%
B/E move
0.9%

Options history

IV · four-Friday blend48.15%
Daily EOD
GMAB42.2%50.0%57.9%2026-10-19: 54.20%2026-10-20: 50.83%2026-10-21: 54.12%2026-10-22: 56.81%2026-10-23: 54.39%2026-10-26: 50.13%2026-10-27: 49.00%2026-10-28: 48.37%2026-10-29: 43.26%2026-10-30: 48.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.20%
50.83%
54.12%
56.81%
54.39%
50.13%
49.00%
48.37%
43.26%
48.15%