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GoodRx Holdings, Inc. Class A Common Stock GDRX

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-08T00:21:07.808Z

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 · 2026-11-06T22:11:40.102327473Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T00:21:07.058017+00:00

Share price$3.54
1D+2.8%
AH$3.40$3.44$3.48$3.52$3.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDRX
Sold putSold callAH

GoodRx Holdings, Inc. Class A Common Stock options

Live interpolated GDRX call and put midpoint premiums by absolute delta.GoodRx Holdings, Inc. Class A Common Stock$0.07$0.96$1.85$2.74$3.63$1.92$2.61$3.30$4.00$4.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GDRX spot · $3.54GDRX PRICE$0.17$0.22$0.28$0.34$0.39$0.45$0.51$0.56$0.62$0.68$0.73$0.79$0.85$0.32$0.45$0.57$0.70$0.82$0.95$1.07$1.20$1.32$1.45$1.57$2.11$3.37
PutsExpensive1.66×
CallsCheap0.82×
SkewBearish+95.06 pp
Implied moveBearish±$1.58
TiltBearish41.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.66116.1%36.2%2.93167.8%26.5%
25Δ4.52114.9%33.9%3.12172.8%24.5%
30Δ4.38113.7%31.6%3.32177.9%22.5%
35Δ4.24112.6%29.3%3.51183.0%20.5%
40Δ4.10111.4%27.0%3.71188.0%18.5%
45Δ3.96110.3%24.7%3.90193.1%16.6%
50Δ3.82109.1%22.4%4.10198.1%14.6%
55Δ3.69107.9%20.0%4.29203.2%12.6%
60Δ3.55106.8%17.7%4.49208.2%10.6%
65Δ3.41105.6%15.4%4.68213.3%8.6%
70Δ3.27104.5%13.1%4.88218.3%6.6%
75Δ3.13103.3%10.8%5.47239.9%5.1%
80Δ2.99102.1%8.5%6.76290.5%4.4%

20Δ

Calls
Pseudo strike
4.66
IV
116.1%
B/E move
36.2%
Puts
Pseudo strike
2.93
IV
167.8%
B/E move
26.5%

25Δ

Calls
Pseudo strike
4.52
IV
114.9%
B/E move
33.9%
Puts
Pseudo strike
3.12
IV
172.8%
B/E move
24.5%

30Δ

Calls
Pseudo strike
4.38
IV
113.7%
B/E move
31.6%
Puts
Pseudo strike
3.32
IV
177.9%
B/E move
22.5%

35Δ

Calls
Pseudo strike
4.24
IV
112.6%
B/E move
29.3%
Puts
Pseudo strike
3.51
IV
183.0%
B/E move
20.5%

40Δ

Calls
Pseudo strike
4.10
IV
111.4%
B/E move
27.0%
Puts
Pseudo strike
3.71
IV
188.0%
B/E move
18.5%

45Δ

Calls
Pseudo strike
3.96
IV
110.3%
B/E move
24.7%
Puts
Pseudo strike
3.90
IV
193.1%
B/E move
16.6%

50Δ

Calls
Pseudo strike
3.82
IV
109.1%
B/E move
22.4%
Puts
Pseudo strike
4.10
IV
198.1%
B/E move
14.6%

55Δ

Calls
Pseudo strike
3.69
IV
107.9%
B/E move
20.0%
Puts
Pseudo strike
4.29
IV
203.2%
B/E move
12.6%

60Δ

Calls
Pseudo strike
3.55
IV
106.8%
B/E move
17.7%
Puts
Pseudo strike
4.49
IV
208.2%
B/E move
10.6%

65Δ

Calls
Pseudo strike
3.41
IV
105.6%
B/E move
15.4%
Puts
Pseudo strike
4.68
IV
213.3%
B/E move
8.6%

70Δ

Calls
Pseudo strike
3.27
IV
104.5%
B/E move
13.1%
Puts
Pseudo strike
4.88
IV
218.3%
B/E move
6.6%

75Δ

Calls
Pseudo strike
3.13
IV
103.3%
B/E move
10.8%
Puts
Pseudo strike
5.47
IV
239.9%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.99
IV
102.1%
B/E move
8.5%
Puts
Pseudo strike
6.76
IV
290.5%
B/E move
4.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations