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Asbury Automotive Group, Inc. ABG

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Market datapartial · fetched 2026-10-22T14:21:55.174Z

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 · 2026-10-22T14:20:24.547093204Z

FundamentalsAlpha Vantage · unavailable

Share price$167.93
1D+3.0%
$163$164$166$167$1695:30 AM6:30 AM9:00 AM1:00 PMABG
Sold putSold call

Asbury Automotive Group, Inc. options

Live interpolated ABG call and put midpoint premiums by absolute delta.Asbury Automotive Group, Inc.$2.19$8.60$15.00$21.41$27.81$136.73$152.29$167.85$183.41$198.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABG spot · $167.93ABG PRICE$2.88$3.38$4.31$5.23$6.46$7.65$8.82$10.45$12.12$13.84$16.27$18.98$21.73$3.03$4.23$5.43$6.67$8.09$9.45$10.83$12.81$14.94$17.20$19.60$22.73$25.96
PutsExpensive1.22×
CallsExpensive1.15×
SkewBearish+0.34 pp
Implied moveBearish±$19.65
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ196.4558.8%18.7%150.1653.2%12.4%
25Δ187.6351.0%13.7%153.5854.8%11.1%
30Δ183.7451.4%12.0%157.1055.1%9.7%
35Δ179.7950.6%10.2%160.6354.7%8.3%
40Δ176.6551.6%9.0%163.9454.6%7.2%
45Δ173.4651.8%7.8%167.1353.5%6.1%
50Δ170.2151.0%6.6%170.2952.1%5.0%
55Δ167.1451.7%5.7%173.5352.4%4.3%
60Δ164.0552.3%4.9%176.8752.5%3.6%
65Δ160.9252.0%4.1%180.2952.4%2.9%
70Δ157.3753.3%3.4%183.7751.6%2.2%
75Δ153.6254.5%2.8%187.8551.5%1.7%
80Δ149.7854.5%2.1%191.9750.6%1.2%

20Δ

Calls
Pseudo strike
196.45
IV
58.8%
B/E move
18.7%
Puts
Pseudo strike
150.16
IV
53.2%
B/E move
12.4%

25Δ

Calls
Pseudo strike
187.63
IV
51.0%
B/E move
13.7%
Puts
Pseudo strike
153.58
IV
54.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
183.74
IV
51.4%
B/E move
12.0%
Puts
Pseudo strike
157.10
IV
55.1%
B/E move
9.7%

35Δ

Calls
Pseudo strike
179.79
IV
50.6%
B/E move
10.2%
Puts
Pseudo strike
160.63
IV
54.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
176.65
IV
51.6%
B/E move
9.0%
Puts
Pseudo strike
163.94
IV
54.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
173.46
IV
51.8%
B/E move
7.8%
Puts
Pseudo strike
167.13
IV
53.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
170.21
IV
51.0%
B/E move
6.6%
Puts
Pseudo strike
170.29
IV
52.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
167.14
IV
51.7%
B/E move
5.7%
Puts
Pseudo strike
173.53
IV
52.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
164.05
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
176.87
IV
52.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
160.92
IV
52.0%
B/E move
4.1%
Puts
Pseudo strike
180.29
IV
52.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
157.37
IV
53.3%
B/E move
3.4%
Puts
Pseudo strike
183.77
IV
51.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
153.62
IV
54.5%
B/E move
2.8%
Puts
Pseudo strike
187.85
IV
51.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
149.78
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
191.97
IV
50.6%
B/E move
1.2%

Options history

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