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GPGI, Inc. GPGI

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Market datapartial · fetched 2026-10-22T16:32:46.524Z

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 · 2026-10-22T16:32:34.493394938Z

FundamentalsAlpha Vantage · unavailable

Share price$12.71
1D-0.1%
$12.45$12.60$12.75$12.91$13.065:30 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.$0.60$1.94$3.28$4.63$5.97$7.88$10.44$13.00$15.56$18.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPGI spot · $12.71GPGI PRICE$0.74$1.07$1.09$1.10$1.11$1.13$1.14$1.31$1.69$2.06$2.44$2.81$1.06$1.12$1.04$0.96$0.88$1.04$1.37$1.71$2.04$2.37$2.70$3.95$5.58
PutsExpensive1.93×
CallsExpensive2.16×
SkewBullish-16.26 pp
Implied moveBearish±$2.50
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.18203.0%36.1%
25Δ20.68175.7%68.5%10.24169.0%28.2%
30Δ20.79208.2%72.1%10.90139.7%22.4%
35Δ18.78179.8%56.3%11.56110.3%16.6%
40Δ17.41156.3%45.6%12.2281.0%10.8%
45Δ16.04132.8%34.9%12.7570.4%7.9%
50Δ14.66109.3%24.2%13.1973.6%7.0%
55Δ13.2985.8%13.6%13.6376.7%6.2%
60Δ12.3074.7%7.0%14.0779.8%5.4%
65Δ11.8180.5%6.2%14.5083.0%4.6%
70Δ11.3386.3%5.4%14.9486.1%3.7%
75Δ10.8592.0%4.5%16.25100.7%3.2%
80Δ10.3797.8%3.7%17.95117.9%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.18
IV
203.0%
B/E move
36.1%

25Δ

Calls
Pseudo strike
20.68
IV
175.7%
B/E move
68.5%
Puts
Pseudo strike
10.24
IV
169.0%
B/E move
28.2%

30Δ

Calls
Pseudo strike
20.79
IV
208.2%
B/E move
72.1%
Puts
Pseudo strike
10.90
IV
139.7%
B/E move
22.4%

35Δ

Calls
Pseudo strike
18.78
IV
179.8%
B/E move
56.3%
Puts
Pseudo strike
11.56
IV
110.3%
B/E move
16.6%

40Δ

Calls
Pseudo strike
17.41
IV
156.3%
B/E move
45.6%
Puts
Pseudo strike
12.22
IV
81.0%
B/E move
10.8%

45Δ

Calls
Pseudo strike
16.04
IV
132.8%
B/E move
34.9%
Puts
Pseudo strike
12.75
IV
70.4%
B/E move
7.9%

50Δ

Calls
Pseudo strike
14.66
IV
109.3%
B/E move
24.2%
Puts
Pseudo strike
13.19
IV
73.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
13.29
IV
85.8%
B/E move
13.6%
Puts
Pseudo strike
13.63
IV
76.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
12.30
IV
74.7%
B/E move
7.0%
Puts
Pseudo strike
14.07
IV
79.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
11.81
IV
80.5%
B/E move
6.2%
Puts
Pseudo strike
14.50
IV
83.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
11.33
IV
86.3%
B/E move
5.4%
Puts
Pseudo strike
14.94
IV
86.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
10.85
IV
92.0%
B/E move
4.5%
Puts
Pseudo strike
16.25
IV
100.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.37
IV
97.8%
B/E move
3.7%
Puts
Pseudo strike
17.95
IV
117.9%
B/E move
2.7%

Options history

No recorded observations