Share price$160.40
1D-0.4%
Sold putSold call
AutoNation Inc AN
CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPSi
Market dataready · fetched 2026-10-23T19:01:12.933Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T19:00:54.522035092Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T18:58:21.307926+00:00
AutoNation Inc options
PutsExpensive1.24×
CallsExpensive1.08×
SkewBearish+1.31 pp
Implied moveBearish±$18.10
TiltBearish10.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 182.00 | 48.7% | 14.9% | 143.49 | 53.5% | 12.3% |
| 25Δ | 178.06 | 49.1% | 12.9% | 147.51 | 51.4% | 10.3% |
| 30Δ | 174.60 | 49.7% | 11.3% | 151.04 | 50.1% | 8.7% |
| 35Δ | 171.48 | 50.4% | 10.0% | 153.87 | 51.2% | 7.7% |
| 40Δ | 168.37 | 50.4% | 8.7% | 156.73 | 51.3% | 6.7% |
| 45Δ | 165.26 | 49.7% | 7.3% | 159.62 | 50.7% | 5.7% |
| 50Δ | 162.43 | 49.6% | 6.3% | 162.53 | 50.9% | 4.9% |
| 55Δ | 159.61 | 49.7% | 5.4% | 165.48 | 51.4% | 4.1% |
| 60Δ | 156.72 | 51.1% | 4.7% | 168.71 | 52.3% | 3.5% |
| 65Δ | 153.72 | 52.1% | 4.0% | 172.11 | 52.8% | 2.9% |
| 70Δ | 150.57 | 52.9% | 3.3% | 175.67 | 53.0% | 2.3% |
| 75Δ | 147.58 | 51.6% | 2.6% | 179.49 | 52.8% | 1.7% |
| 80Δ | 144.44 | 50.3% | 1.9% | 183.02 | 50.9% | 1.2% |
20Δ
- Pseudo strike
- 182.00
- IV
- 48.7%
- B/E move
- 14.9%
- Pseudo strike
- 143.49
- IV
- 53.5%
- B/E move
- 12.3%
25Δ
- Pseudo strike
- 178.06
- IV
- 49.1%
- B/E move
- 12.9%
- Pseudo strike
- 147.51
- IV
- 51.4%
- B/E move
- 10.3%
30Δ
- Pseudo strike
- 174.60
- IV
- 49.7%
- B/E move
- 11.3%
- Pseudo strike
- 151.04
- IV
- 50.1%
- B/E move
- 8.7%
35Δ
- Pseudo strike
- 171.48
- IV
- 50.4%
- B/E move
- 10.0%
- Pseudo strike
- 153.87
- IV
- 51.2%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- 168.37
- IV
- 50.4%
- B/E move
- 8.7%
- Pseudo strike
- 156.73
- IV
- 51.3%
- B/E move
- 6.7%
45Δ
- Pseudo strike
- 165.26
- IV
- 49.7%
- B/E move
- 7.3%
- Pseudo strike
- 159.62
- IV
- 50.7%
- B/E move
- 5.7%
50Δ
- Pseudo strike
- 162.43
- IV
- 49.6%
- B/E move
- 6.3%
- Pseudo strike
- 162.53
- IV
- 50.9%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 159.61
- IV
- 49.7%
- B/E move
- 5.4%
- Pseudo strike
- 165.48
- IV
- 51.4%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 156.72
- IV
- 51.1%
- B/E move
- 4.7%
- Pseudo strike
- 168.71
- IV
- 52.3%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 153.72
- IV
- 52.1%
- B/E move
- 4.0%
- Pseudo strike
- 172.11
- IV
- 52.8%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 150.57
- IV
- 52.9%
- B/E move
- 3.3%
- Pseudo strike
- 175.67
- IV
- 53.0%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 147.58
- IV
- 51.6%
- B/E move
- 2.6%
- Pseudo strike
- 179.49
- IV
- 52.8%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 144.44
- IV
- 50.3%
- B/E move
- 1.9%
- Pseudo strike
- 183.02
- IV
- 50.9%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 43.23% | |
| 44.55% | |
| 43.99% |