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Global Ship Lease, Inc. GSL

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-04T03:22:31.664Z

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 · 2026-11-04T00:00:00.003301646Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:22:30.635219+00:00

Share price$40.29
1D-0.3%
AH$39.98$40.11$40.25$40.38$40.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSL
Sold putSold callAH

Global Ship Lease, Inc. options

Live interpolated GSL call and put midpoint premiums by absolute delta.Global Ship Lease, Inc.$0.22$1.09$1.96$2.82$3.69$36.00$38.13$40.26$42.39$44.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive GSL spot · $40.29GSL PRICE$0.32$0.45$0.59$0.71$0.81$0.94$1.10$1.25$1.52$1.85$2.11$2.28$2.44$0.43$0.55$0.64$0.83$1.06$1.25$1.27$1.29$2.89$3.44
Puts——
CallsCheap0.86×
Skew——
Implied moveBearish±$2.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.0533.9%7.6%37.5242.0%7.9%
25Δ42.6135.1%6.9%38.1740.7%6.6%
30Δ42.1936.4%6.2%38.7937.4%5.3%
35Δ41.7436.0%5.4%39.2737.6%4.6%
40Δ41.2734.3%4.4%39.6739.6%4.2%
45Δ40.8433.1%3.7%40.0540.5%3.7%
50Δ40.4832.7%3.2%40.3835.9%2.9%
55Δ40.1132.3%2.7%40.7131.2%2.1%
60Δ39.7033.5%2.3%
65Δ39.2735.5%2.1%
70Δ38.8935.9%1.8%42.5842.8%1.5%
75Δ38.5733.4%1.4%43.2644.2%1.2%
80Δ38.2630.9%1.0%

20Δ

Calls
Pseudo strike
43.05
IV
33.9%
B/E move
7.6%
Puts
Pseudo strike
37.52
IV
42.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
42.61
IV
35.1%
B/E move
6.9%
Puts
Pseudo strike
38.17
IV
40.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
42.19
IV
36.4%
B/E move
6.2%
Puts
Pseudo strike
38.79
IV
37.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
41.74
IV
36.0%
B/E move
5.4%
Puts
Pseudo strike
39.27
IV
37.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
41.27
IV
34.3%
B/E move
4.4%
Puts
Pseudo strike
39.67
IV
39.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
40.84
IV
33.1%
B/E move
3.7%
Puts
Pseudo strike
40.05
IV
40.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
40.48
IV
32.7%
B/E move
3.2%
Puts
Pseudo strike
40.38
IV
35.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
40.11
IV
32.3%
B/E move
2.7%
Puts
Pseudo strike
40.71
IV
31.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
39.70
IV
33.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.27
IV
35.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.89
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
42.58
IV
42.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
38.57
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
43.26
IV
44.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
38.26
IV
30.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.92%
Daily close
GSL21.7%32.4%43.0%2026-08-05: 28.04%2026-08-06: 28.55%2026-08-07: 31.62%2026-08-10: 28.65%2026-08-11: 31.57%2026-08-12: 27.81%2026-08-13: 31.38%2026-08-14: 28.69%2026-08-17: 39.33%2026-08-18: 30.74%2026-08-20: 38.80%2026-08-21: 25.41%2026-08-24: 24.90%2026-08-25: 26.04%2026-08-26: 25.29%2026-08-27: 26.05%2026-08-28: 25.15%2026-08-31: 27.19%2026-09-01: 25.29%2026-09-02: 24.00%2026-09-03: 23.96%2026-09-04: 23.18%2026-09-08: 25.96%2026-09-09: 26.26%2026-09-10: 26.81%2026-09-11: 25.57%2026-09-14: 32.07%2026-09-15: 27.09%2026-09-16: 31.67%2026-09-17: 41.53%2026-09-18: 28.67%2026-09-21: 27.14%2026-09-22: 26.51%2026-09-23: 28.10%2026-09-24: 27.55%2026-09-25: 27.92%2026-09-28: 27.92%2026-09-29: 27.71%2026-09-30: 27.66%2026-10-01: 25.40%2026-10-02: 27.65%2026-10-05: 30.50%2026-10-06: 28.81%2026-10-07: 28.39%2026-10-08: 27.59%2026-10-09: 29.78%2026-10-12: 29.46%2026-10-13: 29.16%2026-10-14: 35.85%2026-10-15: 31.72%2026-10-16: 27.85%2026-10-19: 30.80%2026-10-20: 28.81%2026-10-21: 29.91%2026-10-22: 26.49%2026-10-23: 29.65%2026-10-26: 28.37%2026-10-27: 29.38%2026-10-28: 25.40%2026-10-29: 27.41%2026-10-30: 27.92%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
28.04%
28.55%
31.62%
28.65%
31.57%
27.81%
31.38%
28.69%
39.33%
30.74%
38.80%
25.41%
24.90%
26.04%
25.29%
26.05%
25.15%
27.19%
25.29%
24.00%
23.96%
23.18%
25.96%
26.26%
26.81%
25.57%
32.07%
27.09%
31.67%
41.53%
28.67%
27.14%
26.51%
28.10%
27.55%
27.92%
27.92%
27.71%
27.66%
25.40%
27.65%
30.50%
28.81%
28.39%
27.59%
29.78%
29.46%
29.16%
35.85%
31.72%
27.85%
30.80%
28.81%
29.91%
26.49%
29.65%
28.37%
29.38%
25.40%
27.41%
27.92%