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AutoNation, Inc. AN

i

Market datapartial · fetched 2026-10-23T17:54:50.940Z

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 · 2026-10-23T17:54:21.200640319Z

FundamentalsAlpha Vantage · unavailable

Share price$159.84
1D-0.8%
$155$157$158$160$1615:30 AM6:30 AM9:00 AM1:00 PMAN
Sold putSold call

AutoNation, Inc. options

Live interpolated AN call and put midpoint premiums by absolute delta.AutoNation, Inc.$1.55$8.04$14.53$21.03$27.52$131.08$144.99$158.89$172.80$186.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AN spot · $159.84AN PRICE$2.25$3.00$3.85$4.78$5.69$6.65$7.83$9.16$10.75$12.38$14.04$16.03$18.28$2.84$3.78$4.83$5.99$7.24$8.62$10.39$12.32$14.11$16.09$18.36$21.33$25.65
PutsExpensive1.27×
CallsFair1.04×
SkewBearish+4.24 pp
Implied moveBearish±$18.22
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.1948.4%14.8%143.0353.3%12.3%
25Δ177.0948.2%12.7%146.8052.6%10.5%
30Δ173.6748.6%11.1%150.0752.9%9.1%
35Δ170.5649.2%9.7%153.1452.6%7.9%
40Δ167.4548.5%8.3%156.1552.4%6.8%
45Δ164.4347.7%7.0%159.0852.3%5.9%
50Δ161.7447.8%6.1%162.1253.0%5.1%
55Δ159.0348.2%5.2%165.2154.0%4.3%
60Δ156.2949.1%4.5%168.2353.1%3.6%
65Δ153.5149.3%3.8%171.3752.4%2.9%
70Δ150.7048.8%3.1%174.6651.8%2.2%
75Δ147.7148.4%2.4%178.5151.8%1.7%
80Δ144.5448.1%1.9%183.5853.2%1.2%

20Δ

Calls
Pseudo strike
181.19
IV
48.4%
B/E move
14.8%
Puts
Pseudo strike
143.03
IV
53.3%
B/E move
12.3%

25Δ

Calls
Pseudo strike
177.09
IV
48.2%
B/E move
12.7%
Puts
Pseudo strike
146.80
IV
52.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
173.67
IV
48.6%
B/E move
11.1%
Puts
Pseudo strike
150.07
IV
52.9%
B/E move
9.1%

35Δ

Calls
Pseudo strike
170.56
IV
49.2%
B/E move
9.7%
Puts
Pseudo strike
153.14
IV
52.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
167.45
IV
48.5%
B/E move
8.3%
Puts
Pseudo strike
156.15
IV
52.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
164.43
IV
47.7%
B/E move
7.0%
Puts
Pseudo strike
159.08
IV
52.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
161.74
IV
47.8%
B/E move
6.1%
Puts
Pseudo strike
162.12
IV
53.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
159.03
IV
48.2%
B/E move
5.2%
Puts
Pseudo strike
165.21
IV
54.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
156.29
IV
49.1%
B/E move
4.5%
Puts
Pseudo strike
168.23
IV
53.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
153.51
IV
49.3%
B/E move
3.8%
Puts
Pseudo strike
171.37
IV
52.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
150.70
IV
48.8%
B/E move
3.1%
Puts
Pseudo strike
174.66
IV
51.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
147.71
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
178.51
IV
51.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
144.54
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
183.58
IV
53.2%
B/E move
1.2%

Options history

AN43.1243.8944.652026-10-20: 43.23%2026-10-21: 44.55%2026-10-22: 43.99%Oct 20Oct 22
Table
DateIV
43.23%
44.55%
43.99%