IntraAlpha
Create free account Start free

GPGI, Inc. GPGI

i

Market dataready · fetched 2026-11-11T15:47:19.509Z

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 · 2026-11-11T15:46:27.365305707Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:47:18.551371+00:00

Share price$14.79
1D-0.5%
$14.70$14.75$14.80$14.86$14.915:30 AM6:30 AM9:00 AM1:00 PMGPGI
Sold putSold call

GPGI, Inc. options

Live interpolated GPGI call and put midpoint premiums by absolute delta.GPGI, Inc.$0.33$1.42$2.50$3.58$4.66$10.01$12.37$14.74$17.10$19.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GPGI spot · $14.79GPGI PRICE$0.45$0.53$0.62$0.70$0.80$1.04$1.28$1.51$1.75$1.99$2.22$0.72$0.88$0.97$1.06$1.15$1.24$1.43$1.88$2.34$2.79$3.25$3.79$4.35
PutsExpensive1.25×
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.47234.1%27.3%
25Δ12.50209.2%21.4%
30Δ16.0878.3%11.8%13.03192.1%18.4%
35Δ15.8081.9%10.4%13.56175.1%15.4%
40Δ15.5285.4%9.1%14.09158.0%12.5%
45Δ15.2489.0%7.8%14.62141.0%9.5%
50Δ14.9692.4%6.6%15.16130.9%7.1%
55Δ14.6194.7%5.9%15.73137.9%6.4%
60Δ14.2797.0%5.1%16.30144.9%5.6%
65Δ13.9399.4%4.4%16.87151.9%4.8%
70Δ13.59101.7%3.7%17.43158.9%4.1%
75Δ13.24104.0%3.0%18.10155.4%3.3%
80Δ12.90106.4%2.3%18.78150.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.47
IV
234.1%
B/E move
27.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.50
IV
209.2%
B/E move
21.4%

30Δ

Calls
Pseudo strike
16.08
IV
78.3%
B/E move
11.8%
Puts
Pseudo strike
13.03
IV
192.1%
B/E move
18.4%

35Δ

Calls
Pseudo strike
15.80
IV
81.9%
B/E move
10.4%
Puts
Pseudo strike
13.56
IV
175.1%
B/E move
15.4%

40Δ

Calls
Pseudo strike
15.52
IV
85.4%
B/E move
9.1%
Puts
Pseudo strike
14.09
IV
158.0%
B/E move
12.5%

45Δ

Calls
Pseudo strike
15.24
IV
89.0%
B/E move
7.8%
Puts
Pseudo strike
14.62
IV
141.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
14.96
IV
92.4%
B/E move
6.6%
Puts
Pseudo strike
15.16
IV
130.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
14.61
IV
94.7%
B/E move
5.9%
Puts
Pseudo strike
15.73
IV
137.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
14.27
IV
97.0%
B/E move
5.1%
Puts
Pseudo strike
16.30
IV
144.9%
B/E move
5.6%

65Δ

Calls
Pseudo strike
13.93
IV
99.4%
B/E move
4.4%
Puts
Pseudo strike
16.87
IV
151.9%
B/E move
4.8%

70Δ

Calls
Pseudo strike
13.59
IV
101.7%
B/E move
3.7%
Puts
Pseudo strike
17.43
IV
158.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
13.24
IV
104.0%
B/E move
3.0%
Puts
Pseudo strike
18.10
IV
155.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
12.90
IV
106.4%
B/E move
2.3%
Puts
Pseudo strike
18.78
IV
150.5%
B/E move
2.4%

Options history

IV · four-Friday blend72.05%
Daily close
GPGI55.8%78.5%101.1%2026-08-21: 64.33%2026-08-24: 64.13%2026-08-25: 58.95%2026-08-26: 60.43%2026-08-31: 63.29%2026-09-01: 60.25%2026-09-15: 71.57%2026-09-18: 62.75%2026-09-21: 63.71%2026-09-22: 65.74%2026-09-23: 64.96%2026-09-24: 65.08%2026-09-30: 65.98%2026-10-02: 68.82%2026-10-07: 66.83%2026-10-08: 68.56%2026-10-09: 66.06%2026-10-12: 80.52%2026-10-14: 71.89%2026-10-15: 97.97%2026-10-16: 68.22%2026-10-19: 67.81%2026-10-20: 63.27%2026-10-21: 76.96%2026-10-22: 79.55%2026-10-23: 72.22%2026-10-26: 84.71%2026-10-27: 78.15%2026-10-28: 82.93%2026-10-29: 69.84%2026-10-30: 72.05%Aug 21Oct 8Oct 30
31 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
64.33%
64.13%
58.95%
60.43%
63.29%
60.25%
71.57%
62.75%
63.71%
65.74%
64.96%
65.08%
65.98%
68.82%
66.83%
68.56%
66.06%
80.52%
71.89%
97.97%
68.22%
67.81%
63.27%
76.96%
79.55%
72.22%
84.71%
78.15%
82.93%
69.84%
72.05%