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Grocery Outlet Holding Corp. Common Stock GO

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Market datapartial · fetched 2026-10-22T21:28:53.482Z

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 · 2026-10-22T20:00:41.498978626Z

FundamentalsAlpha Vantage · unavailable

Share price$13.90
1D+4.5%
AH$13.23$13.41$13.59$13.77$13.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGO
Sold putSold callAH

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$1.73$3.17$4.61$6.04$9.34$11.42$13.50$15.58$17.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GO spot · $13.90GO PRICE$0.45$0.51$0.57$0.66$0.78$0.91$1.08$1.32$1.56$1.92$2.38$3.25$0.50$0.65$0.71$0.79$0.91$1.03$1.48$2.19$2.94$3.55$4.62$5.05$5.63
PutsExpensive2.04×
CallsExpensive1.24×
SkewBearish+20.66 pp
Implied moveBearish±$2.39
TiltBearish32.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4598.3%21.2%
25Δ16.9787.1%25.4%12.0397.0%18.1%
30Δ16.2078.2%20.2%12.6185.0%14.4%
35Δ15.4369.3%15.1%13.1275.8%11.3%
40Δ14.8564.4%11.6%13.4972.1%9.5%
45Δ14.5264.3%10.1%13.8568.5%7.8%
50Δ14.1864.2%8.5%14.3778.6%7.3%
55Δ13.8465.7%7.4%15.0198.7%7.7%
60Δ13.4969.2%6.5%15.85110.3%7.1%
65Δ13.1472.8%5.7%16.61113.3%6.0%
70Δ12.6879.4%5.0%17.81122.3%5.1%
75Δ12.1488.2%4.5%18.42117.6%3.8%
80Δ11.17101.9%3.7%19.17111.3%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.45
IV
98.3%
B/E move
21.2%

25Δ

Calls
Pseudo strike
16.97
IV
87.1%
B/E move
25.4%
Puts
Pseudo strike
12.03
IV
97.0%
B/E move
18.1%

30Δ

Calls
Pseudo strike
16.20
IV
78.2%
B/E move
20.2%
Puts
Pseudo strike
12.61
IV
85.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
15.43
IV
69.3%
B/E move
15.1%
Puts
Pseudo strike
13.12
IV
75.8%
B/E move
11.3%

40Δ

Calls
Pseudo strike
14.85
IV
64.4%
B/E move
11.6%
Puts
Pseudo strike
13.49
IV
72.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
14.52
IV
64.3%
B/E move
10.1%
Puts
Pseudo strike
13.85
IV
68.5%
B/E move
7.8%

50Δ

Calls
Pseudo strike
14.18
IV
64.2%
B/E move
8.5%
Puts
Pseudo strike
14.37
IV
78.6%
B/E move
7.3%

55Δ

Calls
Pseudo strike
13.84
IV
65.7%
B/E move
7.4%
Puts
Pseudo strike
15.01
IV
98.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
13.49
IV
69.2%
B/E move
6.5%
Puts
Pseudo strike
15.85
IV
110.3%
B/E move
7.1%

65Δ

Calls
Pseudo strike
13.14
IV
72.8%
B/E move
5.7%
Puts
Pseudo strike
16.61
IV
113.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
12.68
IV
79.4%
B/E move
5.0%
Puts
Pseudo strike
17.81
IV
122.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.14
IV
88.2%
B/E move
4.5%
Puts
Pseudo strike
18.42
IV
117.6%
B/E move
3.8%

80Δ

Calls
Pseudo strike
11.17
IV
101.9%
B/E move
3.7%
Puts
Pseudo strike
19.17
IV
111.3%
B/E move
2.6%

Options history

No recorded observations