How Options Adjust After Mergers & Spinoffs
One deliverable, two companies: GE and GE HealthCare after the spinseries ·
2026-08-09 · 61×5
Near-the-money implied volatility into a cash close (ATVI, 2023)series ·
2026-08-09 · 83×4
A target stock pinning to its cash deal price (ATVI, 2023)series ·
2026-08-09 · 83×4
One deliverable, two companies: GE and GE HealthCare after the spin
One deliverable, two companies: GE and GE HealthCare after the spin
| session_date | session_label | parent_close | spinco_close | spinco_share_pct |
|---|---|---|---|---|
| 2023-01-04 | January 4, 2023 | 56.03 | 60.49 | 26.3 |
| 2023-01-05 | January 5, 2023 | 56.9 | 59 | 25.5 |
| 2023-01-06 | January 6, 2023 | 57.41 | 58.95 | 25.3 |
| 2023-01-09 | January 9, 2023 | 58 | 58.1 | 24.8 |
| 2023-01-10 | January 10, 2023 | 60.07 | 60 | 24.8 |
| 2023-01-11 | January 11, 2023 | 62 | 64.99 | 25.7 |
| 2023-01-12 | January 12, 2023 | 62.94 | 65.65 | 25.6 |
| 2023-01-13 | January 13, 2023 | 64.01 | 65.44 | 25.2 |
| 2023-01-17 | January 17, 2023 | 64.24 | 63.33 | 24.5 |
| 2023-01-18 | January 18, 2023 | 63.26 | 62.08 | 24.5 |
| 2023-01-19 | January 19, 2023 | 61.34 | 63.94 | 25.6 |
| 2023-01-20 | January 20, 2023 | 62 | 66.77 | 26.2 |
| 2023-01-23 | January 23, 2023 | 63.66 | 69.52 | 26.5 |
| 2023-01-24 | January 24, 2023 | 64.41 | 69.6 | 26.3 |
| 2023-01-25 | January 25, 2023 | 64.48 | 68.71 | 26 |
| 2023-01-26 | January 26, 2023 | 64.76 | 69.22 | 26.1 |
| 2023-01-27 | January 27, 2023 | 66.42 | 70.08 | 25.8 |
| 2023-01-30 | January 30, 2023 | 64.51 | 71.5 | 26.8 |
| 2023-01-31 | January 31, 2023 | 64.23 | 69.52 | 26.3 |
| 2023-02-01 | February 1, 2023 | 65.7 | 70.01 | 26 |
| 2023-02-02 | February 2, 2023 | 66.99 | 70.65 | 25.8 |
| 2023-02-03 | February 3, 2023 | 65.41 | 70.55 | 26.2 |
| 2023-02-06 | February 6, 2023 | 65.72 | 71.86 | 26.5 |
| 2023-02-07 | February 7, 2023 | 65.53 | 71.63 | 26.5 |
| 2023-02-08 | February 8, 2023 | 65.41 | 70.17 | 26.1 |
| 2023-02-09 | February 9, 2023 | 64.48 | 68.41 | 25.9 |
| 2023-02-10 | February 10, 2023 | 64.88 | 69.24 | 26 |
| 2023-02-13 | February 13, 2023 | 65.99 | 69.43 | 25.8 |
| 2023-02-14 | February 14, 2023 | 66.67 | 72.61 | 26.4 |
| 2023-02-15 | February 15, 2023 | 67.65 | 72.32 | 26.1 |
| 2023-02-16 | February 16, 2023 | 67.08 | 70.91 | 25.9 |
| 2023-02-17 | February 17, 2023 | 66.27 | 73.17 | 26.7 |
| 2023-02-21 | February 21, 2023 | 65.65 | 72.47 | 26.7 |
| 2023-02-22 | February 22, 2023 | 66.39 | 71.94 | 26.3 |
| 2023-02-23 | February 23, 2023 | 66.19 | 75.9 | 27.5 |
| 2023-02-24 | February 24, 2023 | 66.68 | 75.01 | 27.1 |
| 2023-02-27 | February 27, 2023 | 66.91 | 76.04 | 27.3 |
| 2023-02-28 | February 28, 2023 | 67.61 | 76 | 27.1 |
| 2023-03-01 | March 1, 2023 | 67.15 | 75.3 | 27 |
| 2023-03-02 | March 2, 2023 | 68.41 | 75.04 | 26.6 |
| 2023-03-03 | March 3, 2023 | 68.94 | 76.37 | 26.8 |
| 2023-03-06 | March 6, 2023 | 69.48 | 76.68 | 26.7 |
| 2023-03-07 | March 7, 2023 | 68.95 | 76.25 | 26.7 |
| 2023-03-08 | March 8, 2023 | 69.42 | 76.63 | 26.7 |
| 2023-03-09 | March 9, 2023 | 73.07 | 76.38 | 25.6 |
| 2023-03-10 | March 10, 2023 | 72.63 | 74.97 | 25.4 |
| 2023-03-13 | March 13, 2023 | 71.01 | 76.24 | 26.2 |
| 2023-03-14 | March 14, 2023 | 72.76 | 77.14 | 25.9 |
| 2023-03-15 | March 15, 2023 | 71.64 | 76.76 | 26.1 |
| 2023-03-16 | March 16, 2023 | 73.4 | 76.62 | 25.6 |
| 2023-03-17 | March 17, 2023 | 72.06 | 75.84 | 25.8 |
| 2023-03-20 | March 20, 2023 | 71.76 | 75.2 | 25.7 |
| 2023-03-21 | March 21, 2023 | 73.57 | 76.52 | 25.6 |
| 2023-03-22 | March 22, 2023 | 71.5 | 74.77 | 25.7 |
| 2023-03-23 | March 23, 2023 | 73.1 | 75.71 | 25.5 |
| 2023-03-24 | March 24, 2023 | 72.92 | 76.46 | 25.7 |
| 2023-03-27 | March 27, 2023 | 74.47 | 76.38 | 25.3 |
| 2023-03-28 | March 28, 2023 | 74.33 | 76.9 | 25.5 |
| 2023-03-29 | March 29, 2023 | 75.07 | 79.24 | 25.8 |
| 2023-03-30 | March 30, 2023 | 75.06 | 82.14 | 26.5 |
| 2023-03-31 | March 31, 2023 | 76.3 | 82.03 | 26.2 |
the exact SQL behind every number
SELECT
toString(date) AS session_date,
concat(monthName(toDate(date)), ' ', toString(toDayOfMonth(toDate(date))),
', ', toString(toYear(toDate(date)))) AS session_label,
round(maxIf(toFloat64(close), ticker = 'GE'), 2) AS parent_close,
round(maxIf(toFloat64(close), ticker = 'GEHC'), 2) AS spinco_close,
round(100 * 33 * maxIf(toFloat64(close), ticker = 'GEHC')
/ (100 * maxIf(toFloat64(close), ticker = 'GE')
+ 33 * maxIf(toFloat64(close), ticker = 'GEHC')), 1) AS spinco_share_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('GE', 'GEHC')
AND date BETWEEN '2023-01-04' AND '2023-03-31'
GROUP BY date
HAVING countIf(ticker = 'GE') > 0 AND countIf(ticker = 'GEHC') > 0
ORDER BY date
More from this analysisHow Options Adjust After Mergers & Spinoffs
Near-the-money implied volatility into a cash close (ATVI, 2023)
series 83×4
→
A target stock pinning to its cash deal price (ATVI, 2023)
series 83×4
→
One time cash distributions per calendar year, and their share of all payouts
ranking 9×3
→
One time distributions by size, measured against the ex date closing price
ranking 6×3
→
See all 2,170 queries →