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GSK plc American Depositary Shares (Each representing two Ordinary Shares) GSK

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Market datapartial · fetched 2026-11-07T21:28:24.910Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002018021Z

FundamentalsAlpha Vantage · unavailable

Share price$50.33
1D+2.4%
AH$48.95$49.43$49.91$50.39$50.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSK
Sold putSold callAH

GSK plc American Depositary Shares (Each representing two Ordinary Shares) options

Live interpolated GSK call and put midpoint premiums by absolute delta.GSK plc American Depositary Shares (Each representing two Ordinary Shares)$0.25$1.00$1.76$2.52$3.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGSK PRICE$0.33$0.45$0.58$0.70$0.90$1.11$1.33$1.50$1.61$1.63$1.65$2.48$0.35$0.53$0.74$0.96$2.53$3.05
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.0944.8%5.1%
25Δ51.7531.3%3.5%48.3251.3%5.0%
30Δ51.5233.7%3.3%
35Δ51.2836.1%3.0%49.3146.8%3.5%
40Δ51.0538.6%2.8%49.6749.9%3.2%
45Δ50.7441.0%2.6%
50Δ50.4043.3%2.4%
55Δ50.0745.7%2.1%
60Δ49.7244.8%1.8%
65Δ49.4341.9%1.4%
70Δ49.2337.0%1.1%52.2851.7%1.2%
75Δ49.0432.1%0.7%52.9154.1%0.9%
80Δ48.1942.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.09
IV
44.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
51.75
IV
31.3%
B/E move
3.5%
Puts
Pseudo strike
48.32
IV
51.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
51.52
IV
33.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
51.28
IV
36.1%
B/E move
3.0%
Puts
Pseudo strike
49.31
IV
46.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
51.05
IV
38.6%
B/E move
2.8%
Puts
Pseudo strike
49.67
IV
49.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.74
IV
41.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
50.40
IV
43.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.07
IV
45.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.72
IV
44.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.43
IV
41.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.23
IV
37.0%
B/E move
1.1%
Puts
Pseudo strike
52.28
IV
51.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
49.04
IV
32.1%
B/E move
0.7%
Puts
Pseudo strike
52.91
IV
54.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
48.19
IV
42.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.40%
Daily close
GSK20.5%36.4%52.4%2026-08-10: 30.60%2026-08-11: 26.71%2026-08-12: 36.77%2026-08-14: 22.93%2026-08-17: 24.74%2026-08-18: 24.82%2026-08-19: 26.69%2026-08-20: 28.27%2026-08-24: 23.31%2026-08-25: 25.42%2026-08-26: 26.38%2026-08-28: 24.04%2026-08-31: 25.62%2026-09-01: 24.83%2026-09-03: 31.38%2026-09-04: 25.57%2026-09-08: 25.25%2026-09-09: 26.47%2026-09-10: 32.85%2026-09-11: 23.51%2026-09-14: 25.78%2026-09-15: 28.70%2026-09-16: 32.69%2026-09-17: 31.38%2026-09-18: 24.73%2026-09-21: 26.06%2026-09-22: 25.49%2026-09-23: 30.22%2026-09-24: 35.32%2026-09-25: 22.66%2026-09-28: 25.57%2026-09-29: 25.91%2026-09-30: 30.62%2026-10-01: 29.07%2026-10-02: 25.21%2026-10-05: 26.77%2026-10-06: 25.20%2026-10-07: 37.38%2026-10-08: 43.38%2026-10-09: 26.25%2026-10-12: 28.65%2026-10-13: 31.79%2026-10-14: 33.93%2026-10-15: 33.16%2026-10-16: 31.53%2026-10-19: 36.76%2026-10-20: 39.38%2026-10-21: 34.76%2026-10-22: 45.33%2026-10-23: 37.17%2026-10-26: 50.22%2026-10-27: 40.21%2026-10-28: 40.44%2026-10-29: 30.19%2026-10-30: 28.40%Aug 10Sep 23Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
30.60%
26.71%
36.77%
22.93%
24.74%
24.82%
26.69%
28.27%
23.31%
25.42%
26.38%
24.04%
25.62%
24.83%
31.38%
25.57%
25.25%
26.47%
32.85%
23.51%
25.78%
28.70%
32.69%
31.38%
24.73%
26.06%
25.49%
30.22%
35.32%
22.66%
25.57%
25.91%
30.62%
29.07%
25.21%
26.77%
25.20%
37.38%
43.38%
26.25%
28.65%
31.79%
33.93%
33.16%
31.53%
36.76%
39.38%
34.76%
45.33%
37.17%
50.22%
40.21%
40.44%
30.19%
28.40%