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Group 1 Automotive, Inc. GPI

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Market datapartial · fetched 2026-10-22T16:16:29.240Z

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 · 2026-10-22T16:15:20.961123058Z

FundamentalsAlpha Vantage · unavailable

Share price$241.63
1D+5.9%
$227$231$235$239$2435:30 AM6:30 AM9:00 AM1:00 PMGPI
Sold putSold call

Group 1 Automotive, Inc. options

Live interpolated GPI call and put midpoint premiums by absolute delta.Group 1 Automotive, Inc.$3.68$15.37$27.05$38.73$50.41$190.04$214.96$239.88$264.80$289.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPI spot · $241.63GPI PRICE$4.95$5.31$6.35$7.64$9.27$11.01$13.57$16.13$18.80$21.49$25.14$28.98$33.09$5.33$7.08$9.12$11.26$13.46$15.71$18.26$21.07$25.00$29.12$33.48$39.31$47.05
PutsExpensive1.32×
CallsFair1.03×
SkewBearish+5.14 pp
Implied moveBearish±$31.83
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ293.2071.4%23.4%211.6063.8%14.6%
25Δ273.6756.7%15.5%218.2463.3%12.6%
30Δ265.2752.8%12.4%224.1963.3%11.0%
35Δ259.0051.3%10.4%229.9063.4%9.5%
40Δ254.2151.3%9.0%235.3462.2%8.2%
45Δ249.4651.7%7.8%240.7261.0%6.9%
50Δ245.0153.9%7.0%245.8359.9%5.8%
55Δ240.5656.1%6.2%251.0459.2%4.8%
60Δ235.7256.5%5.3%256.7960.0%4.1%
65Δ230.8356.6%4.4%262.6860.3%3.3%
70Δ225.3857.5%3.7%268.7860.0%2.6%
75Δ219.8158.5%3.0%276.1360.5%2.0%
80Δ214.0357.6%2.3%285.2261.8%1.4%

20Δ

Calls
Pseudo strike
293.20
IV
71.4%
B/E move
23.4%
Puts
Pseudo strike
211.60
IV
63.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
273.67
IV
56.7%
B/E move
15.5%
Puts
Pseudo strike
218.24
IV
63.3%
B/E move
12.6%

30Δ

Calls
Pseudo strike
265.27
IV
52.8%
B/E move
12.4%
Puts
Pseudo strike
224.19
IV
63.3%
B/E move
11.0%

35Δ

Calls
Pseudo strike
259.00
IV
51.3%
B/E move
10.4%
Puts
Pseudo strike
229.90
IV
63.4%
B/E move
9.5%

40Δ

Calls
Pseudo strike
254.21
IV
51.3%
B/E move
9.0%
Puts
Pseudo strike
235.34
IV
62.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
249.46
IV
51.7%
B/E move
7.8%
Puts
Pseudo strike
240.72
IV
61.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
245.01
IV
53.9%
B/E move
7.0%
Puts
Pseudo strike
245.83
IV
59.9%
B/E move
5.8%

55Δ

Calls
Pseudo strike
240.56
IV
56.1%
B/E move
6.2%
Puts
Pseudo strike
251.04
IV
59.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
235.72
IV
56.5%
B/E move
5.3%
Puts
Pseudo strike
256.79
IV
60.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
230.83
IV
56.6%
B/E move
4.4%
Puts
Pseudo strike
262.68
IV
60.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
225.38
IV
57.5%
B/E move
3.7%
Puts
Pseudo strike
268.78
IV
60.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
219.81
IV
58.5%
B/E move
3.0%
Puts
Pseudo strike
276.13
IV
60.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
214.03
IV
57.6%
B/E move
2.3%
Puts
Pseudo strike
285.22
IV
61.8%
B/E move
1.4%

Options history

No recorded observations