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BGC Group, Inc. Class A Common Stock BGC

i

Market datapartial · fetched 2026-11-13T00:47:55.516Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T21:43:59.034560739Z

FundamentalsAlpha Vantage · unavailable

Share price$11.27
1D-0.3%
AH$11.11$11.17$11.23$11.30$11.365:30 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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBGC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.75%
Daily close
BGC29.7%60.1%90.6%2026-08-14: 52.68%2026-08-17: 79.31%2026-08-18: 66.82%2026-08-19: 61.89%2026-08-20: 83.58%2026-08-21: 37.81%2026-08-24: 34.83%2026-08-25: 46.45%2026-08-26: 33.87%2026-08-27: 48.80%2026-08-28: 38.51%2026-08-31: 36.47%2026-09-02: 47.07%2026-09-03: 37.18%2026-09-04: 51.87%2026-09-08: 40.15%2026-09-09: 49.11%2026-09-10: 46.04%2026-09-11: 52.29%2026-09-14: 61.71%2026-09-15: 62.35%2026-09-16: 86.35%2026-09-17: 45.70%2026-09-18: 42.30%2026-09-21: 34.57%2026-09-22: 45.17%2026-09-23: 41.30%2026-09-24: 36.10%2026-09-25: 36.87%2026-09-28: 41.19%2026-09-29: 42.80%2026-10-01: 46.68%2026-10-02: 48.41%2026-10-05: 38.43%2026-10-06: 40.85%2026-10-07: 51.76%2026-10-09: 55.14%2026-10-13: 55.40%2026-10-16: 36.65%2026-10-19: 42.47%2026-10-20: 43.96%2026-10-21: 37.45%2026-10-22: 40.74%2026-10-23: 46.25%2026-10-26: 42.76%2026-10-27: 41.65%2026-10-28: 49.67%2026-10-29: 45.49%2026-10-30: 53.75%Aug 14Sep 21Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
52.68%
79.31%
66.82%
61.89%
83.58%
37.81%
34.83%
46.45%
33.87%
48.80%
38.51%
36.47%
47.07%
37.18%
51.87%
40.15%
49.11%
46.04%
52.29%
61.71%
62.35%
86.35%
45.70%
42.30%
34.57%
45.17%
41.30%
36.10%
36.87%
41.19%
42.80%
46.68%
48.41%
38.43%
40.85%
51.76%
55.14%
55.40%
36.65%
42.47%
43.96%
37.45%
40.74%
46.25%
42.76%
41.65%
49.67%
45.49%
53.75%