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Goodrx Holdings Inc GDRX

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-16T22:21:47.777Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:30:09.127806774Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:21:46.774398+00:00

Share price$3.24
1D-6.1%
AH$3.32$3.39$3.46$3.53$3.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDRX
Sold putSold callAH

Goodrx Holdings Inc options

Live interpolated GDRX call and put midpoint premiums by absolute delta.Goodrx Holdings Inc$0.09$0.39$0.68$0.98$1.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGDRX PRICE$0.12$0.20$0.28$0.36$0.44$0.52$0.60$0.68$0.76$0.84$0.92$1.00$1.19
Puts——
CallsExpensive1.36×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.1283.5%62.2%
25Δ4.7984.0%54.4%
30Δ4.5886.1%50.2%
35Δ4.3688.2%45.9%
40Δ4.1490.3%41.7%
45Δ3.9392.5%37.5%
50Δ3.7194.6%33.3%
55Δ3.4996.7%29.1%
60Δ3.2898.8%24.9%
65Δ3.06100.9%20.6%
70Δ2.84103.0%16.4%
75Δ2.63105.1%12.2%
80Δ2.35118.3%9.5%

20Δ

Calls
Pseudo strike
5.12
IV
83.5%
B/E move
62.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.79
IV
84.0%
B/E move
54.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.58
IV
86.1%
B/E move
50.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.36
IV
88.2%
B/E move
45.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.14
IV
90.3%
B/E move
41.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.93
IV
92.5%
B/E move
37.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.71
IV
94.6%
B/E move
33.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.49
IV
96.7%
B/E move
29.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.28
IV
98.8%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.06
IV
100.9%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.84
IV
103.0%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.63
IV
105.1%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.35
IV
118.3%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move