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Asbury Automotive Group, Inc. ABG

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Market datapartial · fetched 2026-10-22T11:54:03.080Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003817041Z

FundamentalsAlpha Vantage · unavailable

Share price$164.05
1D-6.1%
AH$162$166$169$172$1765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABG
Sold putSold callAH

Asbury Automotive Group, Inc. options

Live interpolated ABG call and put midpoint premiums by absolute delta.Asbury Automotive Group, Inc.$1.81$8.07$14.32$20.58$26.84$134.27$149.39$164.52$179.65$194.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABG spot · $164.05ABG PRICE$2.48$3.28$4.18$5.26$6.42$7.63$8.95$10.35$11.82$14.35$16.76$19.04$22.63$3.19$3.89$4.92$6.18$7.52$8.94$10.41$11.94$13.76$15.79$18.73$21.92$25.04
PutsExpensive1.19×
CallsExpensive1.21×
SkewBullish-2.03 pp
Implied moveBearish±$19.37
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ187.9451.3%16.1%145.5357.1%13.2%
25Δ183.2350.8%13.7%150.6252.1%10.6%
30Δ179.2550.8%11.8%154.0751.5%9.1%
35Δ176.0252.0%10.5%157.2251.8%7.9%
40Δ172.7952.6%9.2%160.2652.2%6.9%
45Δ169.5753.0%8.0%163.2951.9%5.9%
50Δ166.4252.9%6.9%166.2851.3%5.0%
55Δ163.3252.7%5.9%169.2250.4%4.1%
60Δ160.2652.3%4.9%172.2549.8%3.4%
65Δ156.7655.3%4.3%175.3849.5%2.7%
70Δ153.2556.7%3.6%179.1950.6%2.2%
75Δ149.6956.4%2.9%183.2650.9%1.7%
80Δ145.1558.6%2.3%187.2350.0%1.1%

20Δ

Calls
Pseudo strike
187.94
IV
51.3%
B/E move
16.1%
Puts
Pseudo strike
145.53
IV
57.1%
B/E move
13.2%

25Δ

Calls
Pseudo strike
183.23
IV
50.8%
B/E move
13.7%
Puts
Pseudo strike
150.62
IV
52.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
179.25
IV
50.8%
B/E move
11.8%
Puts
Pseudo strike
154.07
IV
51.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
176.02
IV
52.0%
B/E move
10.5%
Puts
Pseudo strike
157.22
IV
51.8%
B/E move
7.9%

40Δ

Calls
Pseudo strike
172.79
IV
52.6%
B/E move
9.2%
Puts
Pseudo strike
160.26
IV
52.2%
B/E move
6.9%

45Δ

Calls
Pseudo strike
169.57
IV
53.0%
B/E move
8.0%
Puts
Pseudo strike
163.29
IV
51.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
166.42
IV
52.9%
B/E move
6.9%
Puts
Pseudo strike
166.28
IV
51.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
163.32
IV
52.7%
B/E move
5.9%
Puts
Pseudo strike
169.22
IV
50.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
160.26
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
172.25
IV
49.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
156.76
IV
55.3%
B/E move
4.3%
Puts
Pseudo strike
175.38
IV
49.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
153.25
IV
56.7%
B/E move
3.6%
Puts
Pseudo strike
179.19
IV
50.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
149.69
IV
56.4%
B/E move
2.9%
Puts
Pseudo strike
183.26
IV
50.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
145.15
IV
58.6%
B/E move
2.3%
Puts
Pseudo strike
187.23
IV
50.0%
B/E move
1.1%

Options history

ABG46.3246.5946.872026-10-20: 46.37%2026-10-21: 46.82%Oct 20Oct 21
Table
DateIV
46.37%
46.82%