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Grocery Outlet Holding Corp. Common Stock GO

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Market datapartial · fetched 2026-10-22T11:10:34.198Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T08:45:34.103073273Z

FundamentalsAlpha Vantage · unavailable

Share price$13.25
1D
Price history unavailable.

Grocery Outlet Holding Corp. Common Stock options

Live interpolated GO call and put midpoint premiums by absolute delta.Grocery Outlet Holding Corp. Common Stock$0.30$1.49$2.68$3.88$5.07$8.61$10.72$12.83$14.94$17.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GO spot · $13.25GO PRICE$0.45$0.43$0.56$0.69$0.84$1.06$1.28$1.50$1.74$1.98$2.14$2.29$0.88$0.89$0.99$1.02$1.00$1.31$1.78$1.99$2.08$2.17$2.82$3.72$4.72
PutsExpensive2.01×
CallsExpensive1.32×
SkewBearish+22.38 pp
Implied moveBearish±$2.84
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.02163.8%31.0%
25Δ16.5292.7%28.1%11.09130.2%23.0%
30Δ14.8764.8%15.5%11.79116.6%18.5%
35Δ14.5667.8%14.1%12.34100.5%14.5%
40Δ14.2570.8%12.8%12.8483.2%10.7%
45Δ13.9474.1%11.5%13.3485.6%9.2%
50Δ13.5978.8%10.5%13.8497.7%9.0%
55Δ13.2483.5%9.5%14.2195.9%7.8%
60Δ12.8787.0%8.4%14.5187.8%6.2%
65Δ12.4587.8%7.1%14.8279.7%4.5%
70Δ12.0388.6%5.7%15.5886.1%3.7%
75Δ11.7182.4%4.5%16.5595.4%3.2%
80Δ11.3975.7%3.3%17.66101.8%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.02
IV
163.8%
B/E move
31.0%

25Δ

Calls
Pseudo strike
16.52
IV
92.7%
B/E move
28.1%
Puts
Pseudo strike
11.09
IV
130.2%
B/E move
23.0%

30Δ

Calls
Pseudo strike
14.87
IV
64.8%
B/E move
15.5%
Puts
Pseudo strike
11.79
IV
116.6%
B/E move
18.5%

35Δ

Calls
Pseudo strike
14.56
IV
67.8%
B/E move
14.1%
Puts
Pseudo strike
12.34
IV
100.5%
B/E move
14.5%

40Δ

Calls
Pseudo strike
14.25
IV
70.8%
B/E move
12.8%
Puts
Pseudo strike
12.84
IV
83.2%
B/E move
10.7%

45Δ

Calls
Pseudo strike
13.94
IV
74.1%
B/E move
11.5%
Puts
Pseudo strike
13.34
IV
85.6%
B/E move
9.2%

50Δ

Calls
Pseudo strike
13.59
IV
78.8%
B/E move
10.5%
Puts
Pseudo strike
13.84
IV
97.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
13.24
IV
83.5%
B/E move
9.5%
Puts
Pseudo strike
14.21
IV
95.9%
B/E move
7.8%

60Δ

Calls
Pseudo strike
12.87
IV
87.0%
B/E move
8.4%
Puts
Pseudo strike
14.51
IV
87.8%
B/E move
6.2%

65Δ

Calls
Pseudo strike
12.45
IV
87.8%
B/E move
7.1%
Puts
Pseudo strike
14.82
IV
79.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
12.03
IV
88.6%
B/E move
5.7%
Puts
Pseudo strike
15.58
IV
86.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
11.71
IV
82.4%
B/E move
4.5%
Puts
Pseudo strike
16.55
IV
95.4%
B/E move
3.2%

80Δ

Calls
Pseudo strike
11.39
IV
75.7%
B/E move
3.3%
Puts
Pseudo strike
17.66
IV
101.8%
B/E move
2.4%

Options history

No recorded observations