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GPGI, Inc. GPGI

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Market datapartial · fetched 2026-10-22T16:14:17.214Z

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 · 2026-10-22T16:14:03.886055025Z

FundamentalsAlpha Vantage · unavailable

Share price$12.70
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.$0.20$1.62$3.05$4.47$5.90$8.63$10.80$12.96$15.12$17.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPGI spot · $12.70GPGI PRICE$0.35$0.48$0.60$0.72$0.84$0.96$1.08$1.59$2.56$3.54$4.51$5.49$1.16$1.74$2.32$2.89$3.47$4.04$4.62
PutsExpensive1.62×
CallsExpensive1.83×
SkewBullish-14.49 pp
Implied moveBearish±$2.70
TiltBullish5.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.9171.4%20.2%
30Δ14.5571.6%18.3%
35Δ14.1871.8%16.3%
40Δ13.8172.0%14.4%
45Δ13.4472.2%12.4%12.8771.6%7.9%
50Δ13.0772.4%10.5%13.5477.8%7.1%
55Δ12.7072.6%8.5%14.2183.9%6.4%
60Δ12.0386.9%7.2%14.8790.0%5.6%
65Δ10.98118.5%6.7%15.5496.1%4.9%
70Δ9.94150.0%6.1%16.21102.3%4.2%
75Δ8.90181.6%5.6%16.88108.4%3.4%
80Δ7.85213.2%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.91
IV
71.4%
B/E move
20.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.55
IV
71.6%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.18
IV
71.8%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.81
IV
72.0%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.44
IV
72.2%
B/E move
12.4%
Puts
Pseudo strike
12.87
IV
71.6%
B/E move
7.9%

50Δ

Calls
Pseudo strike
13.07
IV
72.4%
B/E move
10.5%
Puts
Pseudo strike
13.54
IV
77.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
12.70
IV
72.6%
B/E move
8.5%
Puts
Pseudo strike
14.21
IV
83.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
12.03
IV
86.9%
B/E move
7.2%
Puts
Pseudo strike
14.87
IV
90.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.98
IV
118.5%
B/E move
6.7%
Puts
Pseudo strike
15.54
IV
96.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.94
IV
150.0%
B/E move
6.1%
Puts
Pseudo strike
16.21
IV
102.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
8.90
IV
181.6%
B/E move
5.6%
Puts
Pseudo strike
16.88
IV
108.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
7.85
IV
213.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations