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GRAIL, Inc. Common Stock GRAL

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Market dataready · fetched 2026-11-04T03:39:34.134Z

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 · 2026-11-04T00:26:11.002406954Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T03:39:33.807718+00:00

Share price$139.45
1D+3.1%
AH$135$137$139$141$1445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAL
Sold putSold callAH

GRAIL, Inc. Common Stock options

Live interpolated GRAL call and put midpoint premiums by absolute delta.GRAIL, Inc. Common Stock$2.40$11.84$21.28$30.71$40.15$98.89$119.22$139.55$159.88$180.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRAL spot · $139.45GRAL PRICE$3.42$4.23$5.50$6.83$8.03$9.65$11.57$13.44$15.55$17.89$20.22$23.39$27.44$3.90$5.57$7.55$9.68$11.51$13.19$15.47$18.00$20.84$24.05$27.71$32.01$37.43
PutsExpensive1.08×
CallsExpensive1.08×
SkewBullish-0.65 pp
Implied moveBearish±$27.04
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ175.97111.3%28.6%118.64103.4%17.7%
25Δ166.64103.9%22.5%122.69108.2%16.0%
30Δ162.15107.6%20.2%126.59114.1%14.6%
35Δ157.23108.7%17.6%130.81117.8%13.1%
40Δ152.08106.2%14.8%135.28115.4%11.2%
45Δ147.69107.3%12.8%139.49111.0%9.4%
50Δ143.78111.0%11.4%143.70109.9%8.0%
55Δ139.52111.4%9.7%147.96109.1%6.8%
60Δ135.30112.2%8.2%152.37108.3%5.7%
65Δ131.01112.7%6.8%157.02107.7%4.7%
70Δ126.77111.3%5.4%161.98106.9%3.7%
75Δ122.04112.8%4.3%167.48106.2%2.9%
80Δ116.65116.3%3.3%173.98106.2%2.1%

20Δ

Calls
Pseudo strike
175.97
IV
111.3%
B/E move
28.6%
Puts
Pseudo strike
118.64
IV
103.4%
B/E move
17.7%

25Δ

Calls
Pseudo strike
166.64
IV
103.9%
B/E move
22.5%
Puts
Pseudo strike
122.69
IV
108.2%
B/E move
16.0%

30Δ

Calls
Pseudo strike
162.15
IV
107.6%
B/E move
20.2%
Puts
Pseudo strike
126.59
IV
114.1%
B/E move
14.6%

35Δ

Calls
Pseudo strike
157.23
IV
108.7%
B/E move
17.6%
Puts
Pseudo strike
130.81
IV
117.8%
B/E move
13.1%

40Δ

Calls
Pseudo strike
152.08
IV
106.2%
B/E move
14.8%
Puts
Pseudo strike
135.28
IV
115.4%
B/E move
11.2%

45Δ

Calls
Pseudo strike
147.69
IV
107.3%
B/E move
12.8%
Puts
Pseudo strike
139.49
IV
111.0%
B/E move
9.4%

50Δ

Calls
Pseudo strike
143.78
IV
111.0%
B/E move
11.4%
Puts
Pseudo strike
143.70
IV
109.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
139.52
IV
111.4%
B/E move
9.7%
Puts
Pseudo strike
147.96
IV
109.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
135.30
IV
112.2%
B/E move
8.2%
Puts
Pseudo strike
152.37
IV
108.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
131.01
IV
112.7%
B/E move
6.8%
Puts
Pseudo strike
157.02
IV
107.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
126.77
IV
111.3%
B/E move
5.4%
Puts
Pseudo strike
161.98
IV
106.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
122.04
IV
112.8%
B/E move
4.3%
Puts
Pseudo strike
167.48
IV
106.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
116.65
IV
116.3%
B/E move
3.3%
Puts
Pseudo strike
173.98
IV
106.2%
B/E move
2.1%

Options history

IV · four-Friday blend88.57%
Daily EOD
GRAL83.0%86.0%89.0%2026-10-19: 84.08%2026-10-20: 84.36%2026-10-21: 83.83%2026-10-22: 84.49%2026-10-23: 85.10%2026-10-26: 85.86%2026-10-27: 83.38%2026-10-28: 86.47%2026-10-29: 86.12%2026-10-30: 88.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
84.08%
84.36%
83.83%
84.49%
85.10%
85.86%
83.38%
86.47%
86.12%
88.57%