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BGC Group, Inc. Class A Common Stock BGC

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Market datapartial · fetched 2026-10-23T21:06:58.793Z

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 · 2026-10-23T20:11:05.016494438Z

FundamentalsAlpha Vantage · unavailable

Share price$11.78
1D-0.7%
AH$11.68$11.73$11.78$11.83$11.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBGC
Sold putSold callAH

BGC Group, Inc. Class A Common Stock options

Live interpolated BGC call and put midpoint premiums by absolute delta.BGC Group, Inc. Class A Common Stock$0.17$0.64$1.10$1.56$2.02$9.42$10.67$11.92$13.16$14.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BGC spot · $11.78BGC PRICE$0.38$0.37$0.50$0.50$0.50$0.50$0.56$0.69$0.82$0.95$1.08$1.42$1.89$0.38$0.22$0.40$0.57$0.74$0.91$1.06$1.09$1.12$1.16$1.19$1.22$1.25
PutsExpensive1.52×
CallsExpensive1.47×
SkewBullish-8.25 pp
Implied moveBearish±$1.62
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.60120.3%44.1%9.8292.9%19.9%
25Δ14.1882.6%23.5%11.0341.3%8.3%
30Δ13.9791.9%22.8%11.2347.9%8.0%
35Δ13.4178.4%18.1%11.4354.5%7.8%
40Δ12.8565.0%13.3%11.6461.1%7.5%
45Δ12.2851.5%8.5%11.8467.7%7.3%
50Δ11.9045.3%5.8%12.0371.9%6.9%
55Δ11.6946.6%5.1%12.1866.2%5.9%
60Δ11.4947.8%4.5%12.3260.5%4.9%
65Δ11.2849.0%3.8%12.4754.8%4.0%
70Δ11.0850.2%3.2%12.6149.1%3.0%
75Δ10.6958.0%2.8%12.7643.4%2.1%
80Δ10.1969.8%2.6%12.9137.8%1.1%

20Δ

Calls
Pseudo strike
16.60
IV
120.3%
B/E move
44.1%
Puts
Pseudo strike
9.82
IV
92.9%
B/E move
19.9%

25Δ

Calls
Pseudo strike
14.18
IV
82.6%
B/E move
23.5%
Puts
Pseudo strike
11.03
IV
41.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
13.97
IV
91.9%
B/E move
22.8%
Puts
Pseudo strike
11.23
IV
47.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
13.41
IV
78.4%
B/E move
18.1%
Puts
Pseudo strike
11.43
IV
54.5%
B/E move
7.8%

40Δ

Calls
Pseudo strike
12.85
IV
65.0%
B/E move
13.3%
Puts
Pseudo strike
11.64
IV
61.1%
B/E move
7.5%

45Δ

Calls
Pseudo strike
12.28
IV
51.5%
B/E move
8.5%
Puts
Pseudo strike
11.84
IV
67.7%
B/E move
7.3%

50Δ

Calls
Pseudo strike
11.90
IV
45.3%
B/E move
5.8%
Puts
Pseudo strike
12.03
IV
71.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
11.69
IV
46.6%
B/E move
5.1%
Puts
Pseudo strike
12.18
IV
66.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
11.49
IV
47.8%
B/E move
4.5%
Puts
Pseudo strike
12.32
IV
60.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
11.28
IV
49.0%
B/E move
3.8%
Puts
Pseudo strike
12.47
IV
54.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
11.08
IV
50.2%
B/E move
3.2%
Puts
Pseudo strike
12.61
IV
49.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
10.69
IV
58.0%
B/E move
2.8%
Puts
Pseudo strike
12.76
IV
43.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
10.19
IV
69.8%
B/E move
2.6%
Puts
Pseudo strike
12.91
IV
37.8%
B/E move
1.1%

Options history

BGC37.0141.3245.642026-10-20: 45.04%2026-10-21: 37.60%2026-10-22: 40.71%Oct 20Oct 22
Table
DateIV
45.04%
37.60%
40.71%