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Group 1 Automotive, Inc. GPI

i

Market datapartial · fetched 2026-11-12T01:45:13.589Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T00:00:00.003311257Z

FundamentalsAlpha Vantage · unavailable

Share price$270.27
1D+4.0%
AH$259$262$265$268$2715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPI
Sold putSold callAH

Group 1 Automotive, Inc. options

Live interpolated GPI call and put midpoint premiums by absolute delta.Group 1 Automotive, Inc.$0.00$0.27$0.54$0.81$1.08$-0.27$0.11$0.50$0.89$1.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGPI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend45.11%
Daily close
GPI39.4%48.2%57.0%2026-08-13: 46.01%2026-08-14: 46.19%2026-08-17: 47.89%2026-08-18: 47.37%2026-08-19: 51.27%2026-08-20: 53.05%2026-08-21: 43.11%2026-08-24: 44.55%2026-08-25: 44.64%2026-08-26: 44.41%2026-08-27: 43.02%2026-08-28: 42.42%2026-08-31: 43.01%2026-09-01: 42.36%2026-09-02: 40.66%2026-09-03: 40.65%2026-09-04: 42.80%2026-09-08: 46.33%2026-09-09: 43.59%2026-09-10: 44.59%2026-09-11: 42.82%2026-09-14: 45.64%2026-09-15: 47.44%2026-09-16: 51.16%2026-09-17: 53.07%2026-09-18: 43.91%2026-09-21: 44.82%2026-09-22: 44.60%2026-09-23: 44.59%2026-09-24: 45.20%2026-09-25: 45.04%2026-09-28: 46.59%2026-09-29: 46.59%2026-09-30: 46.60%2026-10-01: 46.75%2026-10-02: 46.36%2026-10-05: 48.24%2026-10-06: 47.77%2026-10-07: 47.85%2026-10-08: 46.95%2026-10-09: 47.27%2026-10-12: 49.98%2026-10-13: 51.09%2026-10-14: 51.75%2026-10-15: 55.76%2026-10-16: 48.78%2026-10-19: 47.44%2026-10-20: 48.09%2026-10-21: 50.58%2026-10-22: 50.32%2026-10-23: 50.10%2026-10-26: 50.10%2026-10-27: 49.19%2026-10-28: 44.98%2026-10-29: 44.42%2026-10-30: 45.11%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
46.01%
46.19%
47.89%
47.37%
51.27%
53.05%
43.11%
44.55%
44.64%
44.41%
43.02%
42.42%
43.01%
42.36%
40.66%
40.65%
42.80%
46.33%
43.59%
44.59%
42.82%
45.64%
47.44%
51.16%
53.07%
43.91%
44.82%
44.60%
44.59%
45.20%
45.04%
46.59%
46.59%
46.60%
46.75%
46.36%
48.24%
47.77%
47.85%
46.95%
47.27%
49.98%
51.09%
51.75%
55.76%
48.78%
47.44%
48.09%
50.58%
50.32%
50.10%
50.10%
49.19%
44.98%
44.42%
45.11%