IntraAlpha
Create free account Start free

Genuine Parts Company GPC

i

Market dataready · fetched 2026-11-12T00:58:28.857Z

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 · 2026-11-12T00:00:00.002158709Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:58:28.375614+00:00

Share price$123.75
1D-0.6%
AH$122.31$122.91$123.51$124.11$124.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPC
Sold putSold callAH

Genuine Parts Company options

Live interpolated GPC call and put midpoint premiums by absolute delta.Genuine Parts Company$0.55$2.00$3.44$4.89$6.34$115.87$119.81$123.75$127.69$131.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPC spot · $123.75GPC PRICE$0.71$0.95$1.19$1.43$1.67$1.99$2.48$2.96$3.45$3.94$4.42$4.97$5.92$0.71$0.90$1.24$1.58$1.92$2.25$2.59$2.93$3.44$4.03$4.61$5.20$5.78
PutsCheap0.92×
CallsCheap0.95×
SkewBullish-1.06 pp
Implied moveBearish±$5.07
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.6632.9%5.3%118.4432.7%4.9%
25Δ128.6632.3%4.7%120.1229.9%3.7%
30Δ127.6631.7%4.1%120.9030.1%3.3%
35Δ126.6631.1%3.5%121.6730.3%3.0%
40Δ125.6630.5%2.9%122.4530.5%2.6%
45Δ124.7330.2%2.4%123.2330.6%2.2%
50Δ123.9230.6%2.1%124.0030.8%1.9%
55Δ123.1230.9%1.9%124.7831.0%1.5%
60Δ122.3131.2%1.6%125.6030.7%1.3%
65Δ121.5131.5%1.4%126.4430.1%1.1%
70Δ120.7031.8%1.1%127.2929.6%0.9%
75Δ119.8631.9%0.9%128.1329.0%0.7%
80Δ118.6930.9%0.7%128.9728.5%0.5%

20Δ

Calls
Pseudo strike
129.66
IV
32.9%
B/E move
5.3%
Puts
Pseudo strike
118.44
IV
32.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
128.66
IV
32.3%
B/E move
4.7%
Puts
Pseudo strike
120.12
IV
29.9%
B/E move
3.7%

30Δ

Calls
Pseudo strike
127.66
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
120.90
IV
30.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
126.66
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
121.67
IV
30.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
125.66
IV
30.5%
B/E move
2.9%
Puts
Pseudo strike
122.45
IV
30.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
124.73
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
123.23
IV
30.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
123.92
IV
30.6%
B/E move
2.1%
Puts
Pseudo strike
124.00
IV
30.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
123.12
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
124.78
IV
31.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
122.31
IV
31.2%
B/E move
1.6%
Puts
Pseudo strike
125.60
IV
30.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
121.51
IV
31.5%
B/E move
1.4%
Puts
Pseudo strike
126.44
IV
30.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
120.70
IV
31.8%
B/E move
1.1%
Puts
Pseudo strike
127.29
IV
29.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
119.86
IV
31.9%
B/E move
0.9%
Puts
Pseudo strike
128.13
IV
29.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
118.69
IV
30.9%
B/E move
0.7%
Puts
Pseudo strike
128.97
IV
28.5%
B/E move
0.5%

Options history

IV · four-Friday blend29.21%
Daily close
GPC27.5%30.7%34.0%2026-08-13: 30.88%2026-08-14: 29.43%2026-08-17: 31.66%2026-08-19: 33.54%2026-08-21: 29.15%2026-08-24: 29.81%2026-08-25: 29.41%2026-08-26: 28.57%2026-08-27: 28.54%2026-08-28: 29.69%2026-08-31: 29.57%2026-09-01: 28.93%2026-09-02: 29.42%2026-09-03: 29.01%2026-09-04: 28.84%2026-09-08: 30.07%2026-09-09: 31.37%2026-09-10: 31.42%2026-09-11: 30.28%2026-09-14: 31.32%2026-09-15: 32.54%2026-09-16: 32.79%2026-09-18: 30.57%2026-09-21: 30.10%2026-09-22: 30.85%2026-09-23: 30.24%2026-09-24: 30.53%2026-09-25: 30.98%2026-09-28: 32.23%2026-09-29: 31.69%2026-09-30: 31.46%2026-10-01: 30.19%2026-10-02: 31.11%2026-10-05: 31.12%2026-10-06: 31.90%2026-10-07: 32.12%2026-10-08: 31.29%2026-10-09: 31.03%2026-10-13: 32.59%2026-10-16: 32.94%2026-10-19: 32.08%2026-10-20: 29.55%2026-10-21: 29.15%2026-10-22: 28.53%2026-10-23: 28.61%2026-10-26: 29.85%2026-10-27: 29.23%2026-10-28: 29.27%2026-10-29: 27.94%2026-10-30: 29.21%Aug 13Sep 22Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.88%
29.43%
31.66%
33.54%
29.15%
29.81%
29.41%
28.57%
28.54%
29.69%
29.57%
28.93%
29.42%
29.01%
28.84%
30.07%
31.37%
31.42%
30.28%
31.32%
32.54%
32.79%
30.57%
30.10%
30.85%
30.24%
30.53%
30.98%
32.23%
31.69%
31.46%
30.19%
31.11%
31.12%
31.90%
32.12%
31.29%
31.03%
32.59%
32.94%
32.08%
29.55%
29.15%
28.53%
28.61%
29.85%
29.23%
29.27%
27.94%
29.21%