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GATX Corporation GATX

i

Market dataready · fetched 2026-11-11T14:58:47.161Z

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 · 2026-11-11T14:56:00.740874526Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:58:46.285846+00:00

Share price$186.60
1D+0.2%
$186.03$186.20$186.38$186.56$186.735:30 AM6:30 AM9:00 AM1:00 PMGATX
Sold putSold call

GATX Corporation options

Live interpolated GATX call and put midpoint premiums by absolute delta.GATX Corporation$2.23$4.26$6.29$8.32$10.35$172.73$179.83$186.92$194.01$201.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GATX spot · $186.60GATX PRICE$2.45$2.45$2.65$3.16$3.66$4.17$4.79$5.76$6.74$7.71$9.76$2.47$2.53$2.59$3.03$3.55$4.06$4.58$5.11$5.79$6.46$7.14
Puts——
Calls——
Skew——
Implied moveBalanced±$7.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ194.6145.3%5.6%180.5342.7%4.6%
35Δ191.7337.0%4.1%182.5836.6%3.5%
40Δ189.5232.0%3.0%184.6430.4%2.4%
45Δ188.3131.7%2.6%185.8629.0%2.0%
50Δ187.1131.4%2.2%186.9128.6%1.7%
55Δ185.9131.1%1.9%187.9628.1%1.5%
60Δ184.6631.0%1.5%189.0127.7%1.2%
65Δ183.2931.6%1.3%190.0527.2%0.9%
70Δ181.9232.2%1.1%191.0426.0%0.7%
75Δ180.5532.8%0.9%192.0324.7%0.6%
80Δ178.1935.8%0.7%193.0123.5%0.4%

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
194.61
IV
45.3%
B/E move
5.6%
Puts
Pseudo strike
180.53
IV
42.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
191.73
IV
37.0%
B/E move
4.1%
Puts
Pseudo strike
182.58
IV
36.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
189.52
IV
32.0%
B/E move
3.0%
Puts
Pseudo strike
184.64
IV
30.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
188.31
IV
31.7%
B/E move
2.6%
Puts
Pseudo strike
185.86
IV
29.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
187.11
IV
31.4%
B/E move
2.2%
Puts
Pseudo strike
186.91
IV
28.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
185.91
IV
31.1%
B/E move
1.9%
Puts
Pseudo strike
187.96
IV
28.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
184.66
IV
31.0%
B/E move
1.5%
Puts
Pseudo strike
189.01
IV
27.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
183.29
IV
31.6%
B/E move
1.3%
Puts
Pseudo strike
190.05
IV
27.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
181.92
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
191.04
IV
26.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
180.55
IV
32.8%
B/E move
0.9%
Puts
Pseudo strike
192.03
IV
24.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
178.19
IV
35.8%
B/E move
0.7%
Puts
Pseudo strike
193.01
IV
23.5%
B/E move
0.4%

Options history

IV · four-Friday blend25.15%
Daily close
GATX21.2%28.8%36.4%2026-08-13: 23.86%2026-08-14: 24.65%2026-08-17: 27.69%2026-08-19: 31.30%2026-08-20: 35.37%2026-08-21: 23.19%2026-08-24: 23.14%2026-08-25: 23.77%2026-08-26: 22.27%2026-08-27: 23.50%2026-08-28: 22.94%2026-08-31: 22.69%2026-09-01: 23.96%2026-09-02: 23.16%2026-09-03: 23.66%2026-09-04: 23.52%2026-09-08: 24.94%2026-09-09: 24.58%2026-09-10: 26.45%2026-09-14: 25.40%2026-09-18: 24.49%2026-09-21: 24.53%2026-09-22: 24.32%2026-09-23: 24.11%2026-09-24: 24.74%2026-09-25: 24.26%2026-09-28: 25.94%2026-09-29: 26.20%2026-09-30: 25.92%2026-10-01: 28.07%2026-10-02: 27.01%2026-10-05: 28.53%2026-10-06: 27.43%2026-10-07: 29.93%2026-10-08: 29.32%2026-10-09: 30.79%2026-10-12: 33.45%2026-10-13: 32.01%2026-10-14: 33.07%2026-10-16: 27.92%2026-10-19: 27.47%2026-10-20: 28.05%2026-10-21: 27.93%2026-10-22: 28.41%2026-10-23: 28.11%2026-10-26: 28.73%2026-10-27: 28.93%2026-10-28: 27.29%2026-10-29: 24.08%2026-10-30: 25.15%Aug 13Sep 24Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.86%
24.65%
27.69%
31.30%
35.37%
23.19%
23.14%
23.77%
22.27%
23.50%
22.94%
22.69%
23.96%
23.16%
23.66%
23.52%
24.94%
24.58%
26.45%
25.40%
24.49%
24.53%
24.32%
24.11%
24.74%
24.26%
25.94%
26.20%
25.92%
28.07%
27.01%
28.53%
27.43%
29.93%
29.32%
30.79%
33.45%
32.01%
33.07%
27.92%
27.47%
28.05%
27.93%
28.41%
28.11%
28.73%
28.93%
27.29%
24.08%
25.15%