IntraAlpha
Create free account Start free

AutoNation, Inc. AN

i

Market dataready · fetched 2026-11-13T00:48:31.593Z

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 · 2026-11-13T00:00:00.002616855Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:31.058688+00:00

Share price$180.51
1D-3.8%
AH$179$182$184$186$1885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAN
Sold putSold callAH

AutoNation, Inc. options

Live interpolated AN call and put midpoint premiums by absolute delta.AutoNation, Inc.$1.23$4.07$6.90$9.74$12.57$165.83$173.27$180.72$188.16$195.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AN spot · $180.51AN PRICE$2.24$1.67$2.20$2.73$3.28$3.84$4.40$5.04$5.92$6.80$7.68$9.63$11.76$1.54$1.92$2.30$2.63$2.97$3.30$3.89$4.56$5.22$5.88$6.80$7.95$9.10
PutsCheap0.85×
CallsExpensive1.37×
SkewBullish-8.31 pp
Implied moveBullish±$8.29
TiltBullish7.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.0380.3%12.6%170.2350.3%6.5%
25Δ188.7241.4%5.5%172.6247.0%5.4%
30Δ187.2042.8%4.9%175.0043.7%4.3%
35Δ185.6944.2%4.4%176.5540.9%3.7%
40Δ184.1744.3%3.8%178.1038.2%3.0%
45Δ182.6443.4%3.3%179.6635.4%2.3%
50Δ181.1142.6%2.8%180.9134.6%1.9%
55Δ179.5941.9%2.3%182.0934.3%1.6%
60Δ178.1341.9%2.0%183.2634.0%1.4%
65Δ176.6641.9%1.6%184.4433.8%1.1%
70Δ175.2042.0%1.3%185.7833.6%0.8%
75Δ172.8745.1%1.1%187.2733.5%0.7%
80Δ170.4048.7%0.9%188.7733.3%0.5%

20Δ

Calls
Pseudo strike
201.03
IV
80.3%
B/E move
12.6%
Puts
Pseudo strike
170.23
IV
50.3%
B/E move
6.5%

25Δ

Calls
Pseudo strike
188.72
IV
41.4%
B/E move
5.5%
Puts
Pseudo strike
172.62
IV
47.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
187.20
IV
42.8%
B/E move
4.9%
Puts
Pseudo strike
175.00
IV
43.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
185.69
IV
44.2%
B/E move
4.4%
Puts
Pseudo strike
176.55
IV
40.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
184.17
IV
44.3%
B/E move
3.8%
Puts
Pseudo strike
178.10
IV
38.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
182.64
IV
43.4%
B/E move
3.3%
Puts
Pseudo strike
179.66
IV
35.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
181.11
IV
42.6%
B/E move
2.8%
Puts
Pseudo strike
180.91
IV
34.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
179.59
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
182.09
IV
34.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
178.13
IV
41.9%
B/E move
2.0%
Puts
Pseudo strike
183.26
IV
34.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
176.66
IV
41.9%
B/E move
1.6%
Puts
Pseudo strike
184.44
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
175.20
IV
42.0%
B/E move
1.3%
Puts
Pseudo strike
185.78
IV
33.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
172.87
IV
45.1%
B/E move
1.1%
Puts
Pseudo strike
187.27
IV
33.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
170.40
IV
48.7%
B/E move
0.9%
Puts
Pseudo strike
188.77
IV
33.3%
B/E move
0.5%

Options history

IV · four-Friday blend38.62%
Daily close
AN30.7%38.8%47.0%2026-08-14: 34.87%2026-08-18: 37.03%2026-08-21: 35.02%2026-08-24: 36.12%2026-08-25: 34.65%2026-08-26: 35.27%2026-08-27: 33.80%2026-08-28: 31.82%2026-08-31: 33.09%2026-09-01: 33.00%2026-09-02: 32.23%2026-09-03: 32.18%2026-09-04: 32.24%2026-09-08: 34.26%2026-09-09: 33.86%2026-09-10: 33.77%2026-09-11: 33.15%2026-09-14: 35.11%2026-09-16: 38.42%2026-09-18: 34.56%2026-09-21: 37.01%2026-09-22: 37.05%2026-09-23: 37.74%2026-09-24: 37.37%2026-09-25: 37.12%2026-09-28: 37.62%2026-09-29: 38.51%2026-09-30: 38.45%2026-10-01: 38.74%2026-10-02: 38.38%2026-10-05: 37.90%2026-10-06: 39.10%2026-10-07: 39.39%2026-10-08: 40.85%2026-10-09: 39.33%2026-10-12: 41.02%2026-10-13: 42.02%2026-10-14: 42.68%2026-10-15: 45.83%2026-10-16: 41.21%2026-10-19: 42.20%2026-10-20: 43.21%2026-10-21: 44.59%2026-10-22: 43.99%2026-10-23: 44.50%2026-10-26: 45.08%2026-10-27: 44.54%2026-10-28: 45.64%2026-10-29: 45.15%2026-10-30: 38.62%Aug 14Sep 25Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
34.87%
37.03%
35.02%
36.12%
34.65%
35.27%
33.80%
31.82%
33.09%
33.00%
32.23%
32.18%
32.24%
34.26%
33.86%
33.77%
33.15%
35.11%
38.42%
34.56%
37.01%
37.05%
37.74%
37.37%
37.12%
37.62%
38.51%
38.45%
38.74%
38.38%
37.90%
39.10%
39.39%
40.85%
39.33%
41.02%
42.02%
42.68%
45.83%
41.21%
42.20%
43.21%
44.59%
43.99%
44.50%
45.08%
44.54%
45.64%
45.15%
38.62%