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CarGurus, Inc. Class A Common Stock CARG

i

Market dataready · fetched 2026-11-11T15:59:13.154Z

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: 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 · 2026-11-11T15:56:49.278705799Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:59:12.622533+00:00

Share price$34.64
1D+2.9%
$33.56$33.89$34.23$34.56$34.895:30 AM6:30 AM9:00 AM1:00 PMCARG
Sold putSold call

CarGurus, Inc. Class A Common Stock options

Live interpolated CARG call and put midpoint premiums by absolute delta.CarGurus, Inc. Class A Common Stock$0.28$0.97$1.65$2.34$3.03$29.00$32.10$35.20$38.30$41.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CARG spot · $34.63CARG PRICE$0.62$0.79$0.91$0.97$1.07$1.20$1.33$1.63$2.03$2.43$2.83$0.35$0.44$0.53$0.62$0.71$0.81$0.91$1.31$1.78
Puts——
Calls——
Skew——
Implied moveBullish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ33.2141.7%5.1%
30Δ36.6160.4%7.5%33.5640.6%4.4%
35Δ36.2163.1%6.8%33.9039.5%3.6%
40Δ35.7561.6%5.8%34.1838.3%3.1%
45Δ35.2255.7%4.5%34.4437.0%2.6%
50Δ34.8051.9%3.6%34.6935.8%2.2%
55Δ34.4649.8%3.0%34.9534.5%1.7%
60Δ34.1247.6%2.4%35.3840.9%1.6%
65Δ33.6847.5%2.0%35.8649.1%1.6%
70Δ33.1848.4%1.7%
75Δ32.6849.4%1.4%
80Δ32.1850.4%1.1%

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
33.21
IV
41.7%
B/E move
5.1%

30Δ

Calls
Pseudo strike
36.61
IV
60.4%
B/E move
7.5%
Puts
Pseudo strike
33.56
IV
40.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
36.21
IV
63.1%
B/E move
6.8%
Puts
Pseudo strike
33.90
IV
39.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
35.75
IV
61.6%
B/E move
5.8%
Puts
Pseudo strike
34.18
IV
38.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
35.22
IV
55.7%
B/E move
4.5%
Puts
Pseudo strike
34.44
IV
37.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
34.80
IV
51.9%
B/E move
3.6%
Puts
Pseudo strike
34.69
IV
35.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.46
IV
49.8%
B/E move
3.0%
Puts
Pseudo strike
34.95
IV
34.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
34.12
IV
47.6%
B/E move
2.4%
Puts
Pseudo strike
35.38
IV
40.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
33.68
IV
47.5%
B/E move
2.0%
Puts
Pseudo strike
35.86
IV
49.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
33.18
IV
48.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.68
IV
49.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.18
IV
50.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.14%
Daily close
CARG37.5%55.3%73.1%2026-08-13: 45.60%2026-08-14: 52.81%2026-08-17: 51.54%2026-08-18: 49.72%2026-08-19: 53.39%2026-08-20: 56.09%2026-08-21: 40.86%2026-08-24: 46.71%2026-08-25: 42.90%2026-08-26: 41.01%2026-08-27: 40.36%2026-08-28: 42.04%2026-08-31: 41.51%2026-09-01: 42.28%2026-09-02: 39.95%2026-09-03: 45.16%2026-09-04: 40.25%2026-09-08: 45.32%2026-09-09: 41.89%2026-09-10: 47.80%2026-09-11: 52.06%2026-09-14: 46.68%2026-09-15: 57.59%2026-09-16: 62.17%2026-09-17: 58.49%2026-09-18: 44.65%2026-09-21: 46.39%2026-09-22: 45.59%2026-09-23: 48.76%2026-09-24: 50.42%2026-09-25: 49.60%2026-09-28: 49.21%2026-09-29: 48.26%2026-09-30: 52.24%2026-10-01: 50.65%2026-10-02: 49.94%2026-10-05: 50.33%2026-10-06: 52.78%2026-10-07: 52.72%2026-10-08: 52.85%2026-10-09: 48.81%2026-10-12: 59.55%2026-10-13: 58.35%2026-10-14: 59.29%2026-10-15: 70.62%2026-10-16: 53.12%2026-10-19: 51.58%2026-10-20: 55.22%2026-10-21: 58.57%2026-10-22: 58.54%2026-10-23: 57.04%2026-10-26: 61.26%2026-10-27: 59.48%2026-10-28: 57.48%2026-10-29: 56.35%2026-10-30: 58.14%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.60%
52.81%
51.54%
49.72%
53.39%
56.09%
40.86%
46.71%
42.90%
41.01%
40.36%
42.04%
41.51%
42.28%
39.95%
45.16%
40.25%
45.32%
41.89%
47.80%
52.06%
46.68%
57.59%
62.17%
58.49%
44.65%
46.39%
45.59%
48.76%
50.42%
49.60%
49.21%
48.26%
52.24%
50.65%
49.94%
50.33%
52.78%
52.72%
52.85%
48.81%
59.55%
58.35%
59.29%
70.62%
53.12%
51.58%
55.22%
58.57%
58.54%
57.04%
61.26%
59.48%
57.48%
56.35%
58.14%