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Avis Budget Group Inc CAR

INDUSTRIALS · RENTAL & LEASING SERVICES
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Market dataready · fetched 2026-10-15T20:03:57.549Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:05.844897389Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:56.943083+00:00

Share price$109.77
1D+2.5%
AH$106$107$108$109$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAR
Sold putSold callAH

Avis Budget Group Inc options

Live interpolated CAR call and put midpoint premiums by absolute delta.Avis Budget Group Inc$0.35$1.99$3.63$5.28$6.92$103.95$106.92$109.89$112.86$115.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $109.77OPTION PRICELive CAR spot · $109.77CAR PRICE$0.53$0.75$0.74$0.99$1.24$1.39$1.72$2.48$2.78$2.89$4.35$5.47$3.54$0.58$0.74$0.99$1.29$1.02$1.33$1.68$1.83$1.91$2.46$6.00$3.52$6.44
PutsExpensive2.15×
CallsExpensive1.34×
SkewBullish-4.31 pp
Implied moveBalanced±$3.40
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.0484.2%4.4%105.7287.8%4.2%
25Δ113.3988.5%4.0%106.6285.1%3.5%
30Δ111.9067.5%2.6%107.3486.4%3.1%
35Δ111.4572.6%2.4%107.8992.2%2.9%
40Δ111.0177.7%2.3%108.9361.7%1.7%
45Δ110.4273.3%1.9%109.4364.9%1.5%
50Δ109.8275.5%1.6%109.8870.9%1.4%
55Δ109.1894.6%1.7%110.2867.6%1.2%
60Δ108.6193.3%1.5%110.6761.0%0.9%
65Δ108.0683.6%1.1%111.4264.5%0.7%
70Δ106.63108.9%1.1%114.48131.3%1.2%
75Δ105.50125.4%1.1%112.6772.8%0.6%
80Δ106.7468.8%0.5%115.53111.7%0.6%

20Δ

Calls
Pseudo strike
114.04
IV
84.2%
B/E move
4.4%
Puts
Pseudo strike
105.72
IV
87.8%
B/E move
4.2%

25Δ

Calls
Pseudo strike
113.39
IV
88.5%
B/E move
4.0%
Puts
Pseudo strike
106.62
IV
85.1%
B/E move
3.5%

30Δ

Calls
Pseudo strike
111.90
IV
67.5%
B/E move
2.6%
Puts
Pseudo strike
107.34
IV
86.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
111.45
IV
72.6%
B/E move
2.4%
Puts
Pseudo strike
107.89
IV
92.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
111.01
IV
77.7%
B/E move
2.3%
Puts
Pseudo strike
108.93
IV
61.7%
B/E move
1.7%

45Δ

Calls
Pseudo strike
110.42
IV
73.3%
B/E move
1.9%
Puts
Pseudo strike
109.43
IV
64.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
109.82
IV
75.5%
B/E move
1.6%
Puts
Pseudo strike
109.88
IV
70.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
109.18
IV
94.6%
B/E move
1.7%
Puts
Pseudo strike
110.28
IV
67.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
108.61
IV
93.3%
B/E move
1.5%
Puts
Pseudo strike
110.67
IV
61.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
108.06
IV
83.6%
B/E move
1.1%
Puts
Pseudo strike
111.42
IV
64.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
106.63
IV
108.9%
B/E move
1.1%
Puts
Pseudo strike
114.48
IV
131.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
105.50
IV
125.4%
B/E move
1.1%
Puts
Pseudo strike
112.67
IV
72.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
106.74
IV
68.8%
B/E move
0.5%
Puts
Pseudo strike
115.53
IV
111.7%
B/E move
0.6%