IntraAlpha
Create free account Start free

Avis Budget Group Inc CAR

i

Market datapartial · fetched 2026-10-15T23:46:31.289Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · unavailable

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$2.09$9.26$16.43$23.60$30.77$80.70$95.13$109.56$123.99$138.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAR spot · $109.77CAR PRICE$2.86$3.26$4.10$5.04$6.02$7.07$8.28$9.48$9.81$10.52$14.28$15.91$17.00$3.13$4.11$4.99$5.70$6.99$8.51$10.66$12.81$14.74$17.26$21.28$25.28$28.70
PutsExpensive1.22×
CallsExpensive1.22×
SkewBearish+1.23 pp
Implied moveBearish±$18.94
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.4381.9%31.5%93.3972.0%17.8%
25Δ131.1870.5%22.5%97.0971.1%15.3%
30Δ126.6069.5%19.1%100.7567.7%12.8%
35Δ122.7969.3%16.4%104.0562.8%10.4%
40Δ119.2168.9%14.1%106.9462.5%8.9%
45Δ115.8868.3%12.0%109.6563.9%7.9%
50Δ112.7868.1%10.3%112.7666.8%7.0%
55Δ109.7967.6%8.7%115.9168.7%6.1%
60Δ107.2560.3%6.6%119.0167.9%5.0%
65Δ104.5855.2%4.9%122.5468.2%4.1%
70Δ100.7867.0%4.8%127.3571.8%3.4%
75Δ98.1265.3%3.9%132.1673.2%2.6%
80Δ95.7560.1%2.7%136.5371.3%1.8%

20Δ

Calls
Pseudo strike
141.43
IV
81.9%
B/E move
31.5%
Puts
Pseudo strike
93.39
IV
72.0%
B/E move
17.8%

25Δ

Calls
Pseudo strike
131.18
IV
70.5%
B/E move
22.5%
Puts
Pseudo strike
97.09
IV
71.1%
B/E move
15.3%

30Δ

Calls
Pseudo strike
126.60
IV
69.5%
B/E move
19.1%
Puts
Pseudo strike
100.75
IV
67.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
122.79
IV
69.3%
B/E move
16.4%
Puts
Pseudo strike
104.05
IV
62.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
119.21
IV
68.9%
B/E move
14.1%
Puts
Pseudo strike
106.94
IV
62.5%
B/E move
8.9%

45Δ

Calls
Pseudo strike
115.88
IV
68.3%
B/E move
12.0%
Puts
Pseudo strike
109.65
IV
63.9%
B/E move
7.9%

50Δ

Calls
Pseudo strike
112.78
IV
68.1%
B/E move
10.3%
Puts
Pseudo strike
112.76
IV
66.8%
B/E move
7.0%

55Δ

Calls
Pseudo strike
109.79
IV
67.6%
B/E move
8.7%
Puts
Pseudo strike
115.91
IV
68.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
107.25
IV
60.3%
B/E move
6.6%
Puts
Pseudo strike
119.01
IV
67.9%
B/E move
5.0%

65Δ

Calls
Pseudo strike
104.58
IV
55.2%
B/E move
4.9%
Puts
Pseudo strike
122.54
IV
68.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
100.78
IV
67.0%
B/E move
4.8%
Puts
Pseudo strike
127.35
IV
71.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
98.12
IV
65.3%
B/E move
3.9%
Puts
Pseudo strike
132.16
IV
73.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
95.75
IV
60.1%
B/E move
2.7%
Puts
Pseudo strike
136.53
IV
71.3%
B/E move
1.8%