GRFS · Grifols SA

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$7.95 +0.20 (+2.58%)

Market Cap

$5.27B

680.58M

Options Chain

15-min delayed Underlying $7.95 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 34 contracts

Put / call OI

0.88

Balanced positioning

Open interest

2,962

contracts outstanding

Volume

437

traded today

Max pain

$8.00

$0.05 above spot

ATM implied vol

51.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Nov 20 115d Dec 18 143d Feb 19 206d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $1 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $1 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.21	—	—	1	11
Call · $2 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $2 Last $0.21 Breakeven $1.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this put
0	—	—	—	—		$0.20	—	—	1	15
Call · $3 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $3 Last $0.20 Breakeven $2.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $4 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $4 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.15	—	—	1	1
Call · $5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Last $0.15 Breakeven $4.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	100	61.1%	0.967	$1.35		$0.15	-0.1	92.7%	7	12
Call · $6 In the money Last $1.35 Breakeven $7.35 Implied vol 61.1% Delta 0.967 ≈97% ITM Gamma 0.06 Theta -0.002 Vega 0.002 Open interest 0 Model this call Put · $6 Last $0.15 Breakeven $5.85 Implied vol 92.7% Delta -0.1 ≈10% ITM Gamma 0.094 Theta -0.007 Vega 0.003 Open interest 12 Model this put
102	2	55.2%	0.822	$0.80		$0.21	-0.182	56.9%	51	1.1k
Call · $7 In the money Last $0.80 Breakeven $7.80 Implied vol 55.2% Delta 0.822 ≈82% ITM Gamma 0.232 Theta -0.006 Vega 0.005 Open interest 102 Model this call Put · $7 Last $0.21 Breakeven $6.79 Implied vol 56.9% Delta -0.182 ≈18% ITM Gamma 0.229 Theta -0.006 Vega 0.005 Open interest 1.1k Model this put
Underlying $7.95
790	25	44.7%	0.484	$0.23		$0.70	-0.499	58.4%	10	237
Call · $8 Last $0.23 Breakeven $8.23 Implied vol 44.7% Delta 0.484 ≈48% ITM Gamma 0.44 Theta -0.008 Vega 0.008 Open interest 790 Model this call Put · $8 In the money Last $0.70 Breakeven $7.30 Implied vol 58.4% Delta -0.499 ≈50% ITM Gamma 0.339 Theta -0.01 Vega 0.008 Open interest 237 Model this put
430	200	64.5%	0.242	$0.15		$1.55	-0.83	49.2%	26	34
Call · $9 Last $0.15 Breakeven $9.15 Implied vol 64.5% Delta 0.242 ≈24% ITM Gamma 0.241 Theta -0.009 Vega 0.006 Open interest 430 Model this call Put · $9 In the money Last $1.55 Breakeven $7.45 Implied vol 49.2% Delta -0.83 ≈83% ITM Gamma 0.254 Theta -0.005 Vega 0.006 Open interest 34 Model this put
235	1	82.4%	0.155	$0.15		$2.80	-0.927	60.1%	1	1
Call · $10 Last $0.15 Breakeven $10.15 Implied vol 82.4% Delta 0.155 ≈16% ITM Gamma 0.144 Theta -0.008 Vega 0.004 Open interest 235 Model this call Put · $10 In the money Last $2.80 Breakeven $7.20 Implied vol 60.1% Delta -0.927 ≈93% ITM Gamma 0.116 Theta -0.003 Vega 0.002 Open interest 1 Model this put
8	3	—	—	$0.20		—	-0.973	64.4%	—	0
Call · $11 Last $0.20 Breakeven $11.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $11 In the money Last — Breakeven — Implied vol 64.4% Delta -0.973 ≈97% ITM Gamma 0.051 Theta -0.001 Vega 0.001 Open interest 0 Model this put
7	2	—	—	$0.35		—	-0.977	78.7%	—	0
Call · $12 Last $0.35 Breakeven $12.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $12 In the money Last — Breakeven — Implied vol 78.7% Delta -0.977 ≈98% ITM Gamma 0.038 Theta -0.002 Vega 0.001 Open interest 0 Model this put
4	4	—	—	$0.20		—	-0.979	91.8%	—	0
Call · $13 Last $0.20 Breakeven $13.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $13 In the money Last — Breakeven — Implied vol 91.8% Delta -0.979 ≈98% ITM Gamma 0.031 Theta -0.002 Vega 0.001 Open interest 0 Model this put
2	2	—	—	$0.10		—	-0.936	131.5%	—	0
Call · $14 Last $0.10 Breakeven $14.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $14 In the money Last — Breakeven — Implied vol 131.5% Delta -0.936 ≈94% ITM Gamma 0.048 Theta -0.006 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.94	144%	—	0
Call · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 In the money Last — Breakeven — Implied vol 144% Delta -0.94 ≈94% ITM Gamma 0.042 Theta -0.007 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.942	155.6%	—	0
Call · $16 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $16 In the money Last — Breakeven — Implied vol 155.6% Delta -0.942 ≈94% ITM Gamma 0.038 Theta -0.007 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.945	166.6%	—	0
Call · $17 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17 In the money Last — Breakeven — Implied vol 166.6% Delta -0.945 ≈94% ITM Gamma 0.034 Theta -0.007 Vega 0.003 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1438569 CUSIP 398438408 13F (30d) 50 filings 30 filers Visit website