GATX Corporation GATX
INDUSTRIALS · RENTAL & LEASING SERVICESi
Market dataready · fetched 2026-10-22T10:03:13.318Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T23:42:02.079090374Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:03:12.537534+00:00
Share price$163.20
1D+1.6%
Sold putSold callAH
GATX Corporation options
PutsExpensive1.09×
CallsExpensive1.14×
SkewBullish-2.50 pp
Implied moveBearish±$12.87
TiltBalanced1.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 184.06 | 44.4% | 14.1% | 147.75 | 46.5% | 11.0% |
| 25Δ | 176.91 | 37.2% | 9.9% | 152.71 | 39.2% | 8.2% |
| 30Δ | 173.57 | 35.6% | 8.2% | 156.00 | 35.7% | 6.4% |
| 35Δ | 170.68 | 33.8% | 6.7% | 158.27 | 35.1% | 5.5% |
| 40Δ | 168.46 | 33.5% | 5.8% | 160.48 | 34.7% | 4.6% |
| 45Δ | 166.45 | 33.7% | 5.1% | 162.51 | 35.1% | 4.0% |
| 50Δ | 164.44 | 33.9% | 4.4% | 164.54 | 35.4% | 3.4% |
| 55Δ | 162.43 | 34.5% | 3.8% | 166.31 | 34.0% | 2.8% |
| 60Δ | 160.42 | 35.1% | 3.3% | 168.02 | 32.0% | 2.2% |
| 65Δ | 158.20 | 35.6% | 2.8% | 169.72 | 30.1% | 1.6% |
| 70Δ | 155.92 | 36.2% | 2.4% | 171.40 | 28.7% | 1.2% |
| 75Δ | 152.99 | 38.1% | 2.0% | 173.09 | 27.6% | 0.8% |
| 80Δ | 149.42 | 41.2% | 1.7% | 174.77 | 26.4% | 0.5% |
20Δ
- Pseudo strike
- 184.06
- IV
- 44.4%
- B/E move
- 14.1%
- Pseudo strike
- 147.75
- IV
- 46.5%
- B/E move
- 11.0%
25Δ
- Pseudo strike
- 176.91
- IV
- 37.2%
- B/E move
- 9.9%
- Pseudo strike
- 152.71
- IV
- 39.2%
- B/E move
- 8.2%
30Δ
- Pseudo strike
- 173.57
- IV
- 35.6%
- B/E move
- 8.2%
- Pseudo strike
- 156.00
- IV
- 35.7%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 170.68
- IV
- 33.8%
- B/E move
- 6.7%
- Pseudo strike
- 158.27
- IV
- 35.1%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 168.46
- IV
- 33.5%
- B/E move
- 5.8%
- Pseudo strike
- 160.48
- IV
- 34.7%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 166.45
- IV
- 33.7%
- B/E move
- 5.1%
- Pseudo strike
- 162.51
- IV
- 35.1%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 164.44
- IV
- 33.9%
- B/E move
- 4.4%
- Pseudo strike
- 164.54
- IV
- 35.4%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 162.43
- IV
- 34.5%
- B/E move
- 3.8%
- Pseudo strike
- 166.31
- IV
- 34.0%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 160.42
- IV
- 35.1%
- B/E move
- 3.3%
- Pseudo strike
- 168.02
- IV
- 32.0%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 158.20
- IV
- 35.6%
- B/E move
- 2.8%
- Pseudo strike
- 169.72
- IV
- 30.1%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 155.92
- IV
- 36.2%
- B/E move
- 2.4%
- Pseudo strike
- 171.40
- IV
- 28.7%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 152.99
- IV
- 38.1%
- B/E move
- 2.0%
- Pseudo strike
- 173.09
- IV
- 27.6%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 149.42
- IV
- 41.2%
- B/E move
- 1.7%
- Pseudo strike
- 174.77
- IV
- 26.4%
- B/E move
- 0.5%
Options history
No recorded observations