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GPGI, Inc. GPGI

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Market datapartial · fetched 2026-10-22T21:22:47.231Z

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 · 2026-10-22T20:28:01.656264172Z

FundamentalsAlpha Vantage · unavailable

Share price$12.55
1D-1.4%
AH$12.44$12.59$12.75$12.91$13.065:30 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.$0.21$1.20$2.19$3.18$4.17$7.97$10.48$12.99$15.50$18.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPGI spot · $12.55GPGI PRICE$0.32$0.84$1.07$1.08$1.08$1.09$1.09$1.10$1.45$1.85$2.25$2.65$3.05$1.05$1.14$1.08$1.03$0.98$0.94$1.24$1.53$1.82$2.11$2.40$2.70$3.88
PutsExpensive1.84×
CallsExpensive2.22×
SkewBullish-24.88 pp
Implied moveBearish±$2.33
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1589.6%31.2%9.05204.2%36.2%
25Δ22.10206.1%82.8%10.14170.8%28.3%
30Δ20.75212.4%73.9%10.74144.9%23.1%
35Δ18.66182.0%57.2%11.34119.1%17.8%
40Δ17.16156.0%45.4%11.9493.2%12.6%
45Δ15.66130.0%33.5%12.5369.1%7.7%
50Δ14.16104.0%21.6%12.9370.3%6.9%
55Δ12.6678.0%9.7%13.3371.5%6.0%
60Δ12.0682.5%7.7%13.7372.7%5.1%
65Δ11.5690.7%6.9%14.1373.9%4.3%
70Δ11.0698.9%6.1%14.5375.1%3.4%
75Δ10.56107.1%5.3%14.9376.3%2.6%
80Δ10.07115.3%4.5%16.1888.0%2.0%

20Δ

Calls
Pseudo strike
16.15
IV
89.6%
B/E move
31.2%
Puts
Pseudo strike
9.05
IV
204.2%
B/E move
36.2%

25Δ

Calls
Pseudo strike
22.10
IV
206.1%
B/E move
82.8%
Puts
Pseudo strike
10.14
IV
170.8%
B/E move
28.3%

30Δ

Calls
Pseudo strike
20.75
IV
212.4%
B/E move
73.9%
Puts
Pseudo strike
10.74
IV
144.9%
B/E move
23.1%

35Δ

Calls
Pseudo strike
18.66
IV
182.0%
B/E move
57.2%
Puts
Pseudo strike
11.34
IV
119.1%
B/E move
17.8%

40Δ

Calls
Pseudo strike
17.16
IV
156.0%
B/E move
45.4%
Puts
Pseudo strike
11.94
IV
93.2%
B/E move
12.6%

45Δ

Calls
Pseudo strike
15.66
IV
130.0%
B/E move
33.5%
Puts
Pseudo strike
12.53
IV
69.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
14.16
IV
104.0%
B/E move
21.6%
Puts
Pseudo strike
12.93
IV
70.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
12.66
IV
78.0%
B/E move
9.7%
Puts
Pseudo strike
13.33
IV
71.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
12.06
IV
82.5%
B/E move
7.7%
Puts
Pseudo strike
13.73
IV
72.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
11.56
IV
90.7%
B/E move
6.9%
Puts
Pseudo strike
14.13
IV
73.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
11.06
IV
98.9%
B/E move
6.1%
Puts
Pseudo strike
14.53
IV
75.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
10.56
IV
107.1%
B/E move
5.3%
Puts
Pseudo strike
14.93
IV
76.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
10.07
IV
115.3%
B/E move
4.5%
Puts
Pseudo strike
16.18
IV
88.0%
B/E move
2.0%

Options history

No recorded observations