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Grifols, S.A. American Depositary Shares GRFS

i

Market datapartial · fetched 2026-11-04T02:59:31.529Z

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 · 2026-11-03T21:29:03.89244131Z

FundamentalsAlpha Vantage · unavailable

Share price$8.63
1D+0.4%
AH$8.39$8.47$8.55$8.64$8.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRFS
Sold putSold callAH

Grifols, S.A. American Depositary Shares options

Live interpolated GRFS call and put midpoint premiums by absolute delta.Grifols, S.A. American Depositary Shares$0.10$0.91$1.72$2.53$3.34$7.15$7.79$8.43$9.07$9.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GRFS spot · $8.63GRFS PRICE$0.57$0.44$0.53$0.37$0.43$0.49$0.56$0.62$0.68$0.74$1.33$0.41$0.19$0.32$0.45$0.58$0.71$0.84$0.98$1.13$1.28$1.43$3.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.84162.6%25.5%
25Δ15.15270.9%82.2%8.0557.4%9.0%
30Δ10.69143.6%28.9%8.2264.6%8.5%
35Δ10.21142.4%24.5%8.3871.8%8.1%
40Δ8.5579.1%7.6%
45Δ8.9062.3%7.4%8.7286.3%7.2%
50Δ8.7660.6%6.5%8.8993.5%6.8%
55Δ8.6258.8%5.6%9.0897.5%6.1%
60Δ8.4957.0%4.7%9.3195.1%5.2%
65Δ8.3555.2%3.9%9.5592.8%4.3%
70Δ8.2253.5%3.0%9.7890.5%3.3%
75Δ8.0851.7%2.1%
80Δ7.4482.8%1.6%11.52133.5%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.84
IV
162.6%
B/E move
25.5%

25Δ

Calls
Pseudo strike
15.15
IV
270.9%
B/E move
82.2%
Puts
Pseudo strike
8.05
IV
57.4%
B/E move
9.0%

30Δ

Calls
Pseudo strike
10.69
IV
143.6%
B/E move
28.9%
Puts
Pseudo strike
8.22
IV
64.6%
B/E move
8.5%

35Δ

Calls
Pseudo strike
10.21
IV
142.4%
B/E move
24.5%
Puts
Pseudo strike
8.38
IV
71.8%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.55
IV
79.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
8.90
IV
62.3%
B/E move
7.4%
Puts
Pseudo strike
8.72
IV
86.3%
B/E move
7.2%

50Δ

Calls
Pseudo strike
8.76
IV
60.6%
B/E move
6.5%
Puts
Pseudo strike
8.89
IV
93.5%
B/E move
6.8%

55Δ

Calls
Pseudo strike
8.62
IV
58.8%
B/E move
5.6%
Puts
Pseudo strike
9.08
IV
97.5%
B/E move
6.1%

60Δ

Calls
Pseudo strike
8.49
IV
57.0%
B/E move
4.7%
Puts
Pseudo strike
9.31
IV
95.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
8.35
IV
55.2%
B/E move
3.9%
Puts
Pseudo strike
9.55
IV
92.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
8.22
IV
53.5%
B/E move
3.0%
Puts
Pseudo strike
9.78
IV
90.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.08
IV
51.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.44
IV
82.8%
B/E move
1.6%
Puts
Pseudo strike
11.52
IV
133.5%
B/E move
2.5%

Options history

IV · four-Friday blend55.91%
Daily close
GRFS31.0%101.6%172.2%2026-08-05: 40.78%2026-08-06: 53.01%2026-08-07: 51.15%2026-08-10: 67.96%2026-08-11: 49.40%2026-08-12: 55.22%2026-08-13: 59.73%2026-08-20: 61.89%2026-08-21: 58.06%2026-08-24: 53.22%2026-08-25: 73.53%2026-08-26: 47.18%2026-08-27: 61.54%2026-08-28: 42.85%2026-09-02: 54.77%2026-09-03: 44.86%2026-09-04: 52.85%2026-09-11: 74.34%2026-09-14: 98.91%2026-09-15: 99.86%2026-09-17: 162.48%2026-09-23: 54.77%2026-09-24: 67.18%2026-09-29: 66.88%2026-09-30: 64.00%2026-10-01: 65.77%2026-10-02: 66.99%2026-10-13: 113.31%2026-10-14: 123.66%2026-10-19: 54.76%2026-10-20: 55.64%2026-10-22: 62.47%2026-10-23: 59.62%2026-10-26: 51.45%2026-10-27: 56.33%2026-10-28: 49.61%2026-10-29: 43.95%2026-10-30: 55.91%Aug 5Sep 14Oct 30
38 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
40.78%
53.01%
51.15%
67.96%
49.40%
55.22%
59.73%
61.89%
58.06%
53.22%
73.53%
47.18%
61.54%
42.85%
54.77%
44.86%
52.85%
74.34%
98.91%
99.86%
162.48%
54.77%
67.18%
66.88%
64.00%
65.77%
66.99%
113.31%
123.66%
54.76%
55.64%
62.47%
59.62%
51.45%
56.33%
49.61%
43.95%
55.91%