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General Motors Company GM

i

Market datapartial · fetched 2026-11-06T22:16:43.075Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T22:12:22.198589095Z

FundamentalsAlpha Vantage · unavailable

Share price$86.40
1D-3.1%
AH$85.80$86.64$87.49$88.34$89.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGM
Sold putSold callAH

General Motors Company options

Live interpolated GM call and put midpoint premiums by absolute delta.General Motors Company$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.94%
Daily close
GM26.6%38.8%50.9%2026-08-10: 33.61%2026-08-11: 32.97%2026-08-12: 31.62%2026-08-13: 31.22%2026-08-14: 28.30%2026-08-17: 32.09%2026-08-18: 31.68%2026-08-19: 31.68%2026-08-20: 32.43%2026-08-21: 30.48%2026-08-24: 33.51%2026-08-25: 32.32%2026-08-26: 32.22%2026-08-27: 31.05%2026-08-28: 28.86%2026-08-31: 30.33%2026-09-01: 31.77%2026-09-02: 31.17%2026-09-03: 30.93%2026-09-04: 28.93%2026-09-08: 33.13%2026-09-09: 36.69%2026-09-10: 37.56%2026-09-11: 31.33%2026-09-14: 33.54%2026-09-15: 34.16%2026-09-16: 34.76%2026-09-17: 32.16%2026-09-18: 33.24%2026-09-21: 34.71%2026-09-22: 33.88%2026-09-23: 34.29%2026-09-24: 36.50%2026-09-25: 35.58%2026-09-28: 36.35%2026-09-29: 35.63%2026-09-30: 37.18%2026-10-01: 37.44%2026-10-02: 35.78%2026-10-05: 37.76%2026-10-06: 39.59%2026-10-07: 39.68%2026-10-08: 40.40%2026-10-09: 38.54%2026-10-12: 41.12%2026-10-13: 44.18%2026-10-14: 46.25%2026-10-15: 43.99%2026-10-16: 47.90%2026-10-19: 49.24%2026-10-20: 35.74%2026-10-21: 34.18%2026-10-22: 34.63%2026-10-23: 33.19%2026-10-26: 34.24%2026-10-27: 35.83%2026-10-28: 38.28%2026-10-29: 36.37%2026-10-30: 35.94%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.61%
32.97%
31.62%
31.22%
28.30%
32.09%
31.68%
31.68%
32.43%
30.48%
33.51%
32.32%
32.22%
31.05%
28.86%
30.33%
31.77%
31.17%
30.93%
28.93%
33.13%
36.69%
37.56%
31.33%
33.54%
34.16%
34.76%
32.16%
33.24%
34.71%
33.88%
34.29%
36.50%
35.58%
36.35%
35.63%
37.18%
37.44%
35.78%
37.76%
39.59%
39.68%
40.40%
38.54%
41.12%
44.18%
46.25%
43.99%
47.90%
49.24%
35.74%
34.18%
34.63%
33.19%
34.24%
35.83%
38.28%
36.37%
35.94%