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GPGI, Inc. GPGI

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-22T09:19:45.731Z

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 · 2026-10-21T23:00:00.002910603Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:19:43.988617+00:00

Share price$12.92
1D+0.6%
AH$12.67$12.77$12.88$12.99$13.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPGI
Sold putSold callAH

GPGI, Inc. options

Live interpolated GPGI call and put midpoint premiums by absolute delta.GPGI, Inc.$0.17$2.43$4.68$6.94$9.20$7.41$10.20$12.98$15.77$18.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPGI spot · $12.92GPGI PRICE$0.49$0.41$1.09$1.12$1.14$1.17$1.19$1.22$1.24$1.55$1.92$2.30$2.68$0.57$0.60$0.64$0.67$0.89$1.55$2.21$2.86$3.75$4.95$6.15$7.35$8.55
PutsExpensive2.29×
CallsExpensive2.28×
SkewBullish-3.42 pp
Implied moveBearish±$3.40
TiltBearish39.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.45146.9%62.1%9.16156.0%33.5%
25Δ15.9187.0%26.3%10.06131.2%26.8%
30Δ23.90226.6%93.4%10.96106.4%20.1%
35Δ22.07201.4%79.4%11.8681.6%13.4%
40Δ20.23176.3%65.4%12.6969.1%8.7%
45Δ18.40151.2%51.4%13.3387.1%8.8%
50Δ16.56126.1%37.4%13.98105.0%8.9%
55Δ14.73101.0%23.4%14.62123.0%9.0%
60Δ12.9075.9%9.4%15.57135.0%8.5%
65Δ12.1273.8%5.8%16.93138.4%7.3%
70Δ11.6478.1%5.0%18.29141.9%6.0%
75Δ11.1582.4%4.1%19.66145.4%4.7%
80Δ10.6786.7%3.3%21.02148.8%3.5%

20Δ

Calls
Pseudo strike
20.45
IV
146.9%
B/E move
62.1%
Puts
Pseudo strike
9.16
IV
156.0%
B/E move
33.5%

25Δ

Calls
Pseudo strike
15.91
IV
87.0%
B/E move
26.3%
Puts
Pseudo strike
10.06
IV
131.2%
B/E move
26.8%

30Δ

Calls
Pseudo strike
23.90
IV
226.6%
B/E move
93.4%
Puts
Pseudo strike
10.96
IV
106.4%
B/E move
20.1%

35Δ

Calls
Pseudo strike
22.07
IV
201.4%
B/E move
79.4%
Puts
Pseudo strike
11.86
IV
81.6%
B/E move
13.4%

40Δ

Calls
Pseudo strike
20.23
IV
176.3%
B/E move
65.4%
Puts
Pseudo strike
12.69
IV
69.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
18.40
IV
151.2%
B/E move
51.4%
Puts
Pseudo strike
13.33
IV
87.1%
B/E move
8.8%

50Δ

Calls
Pseudo strike
16.56
IV
126.1%
B/E move
37.4%
Puts
Pseudo strike
13.98
IV
105.0%
B/E move
8.9%

55Δ

Calls
Pseudo strike
14.73
IV
101.0%
B/E move
23.4%
Puts
Pseudo strike
14.62
IV
123.0%
B/E move
9.0%

60Δ

Calls
Pseudo strike
12.90
IV
75.9%
B/E move
9.4%
Puts
Pseudo strike
15.57
IV
135.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
12.12
IV
73.8%
B/E move
5.8%
Puts
Pseudo strike
16.93
IV
138.4%
B/E move
7.3%

70Δ

Calls
Pseudo strike
11.64
IV
78.1%
B/E move
5.0%
Puts
Pseudo strike
18.29
IV
141.9%
B/E move
6.0%

75Δ

Calls
Pseudo strike
11.15
IV
82.4%
B/E move
4.1%
Puts
Pseudo strike
19.66
IV
145.4%
B/E move
4.7%

80Δ

Calls
Pseudo strike
10.67
IV
86.7%
B/E move
3.3%
Puts
Pseudo strike
21.02
IV
148.8%
B/E move
3.5%

Options history

No recorded observations