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Group 1 Automotive, Inc. GPI

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Market datapartial · fetched 2026-10-22T23:27:22.268Z

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 · 2026-10-22T23:00:00.003315787Z

FundamentalsAlpha Vantage · unavailable

Share price$242.79
1D+6.4%
AH$227$232$236$241$2465:30 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.$3.28$13.52$23.76$34.00$44.24$194.66$218.99$243.32$267.64$291.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPI spot · $242.79GPI PRICE$4.39$5.77$6.53$8.07$9.78$11.56$14.28$17.31$20.05$22.64$25.97$29.61$35.42$5.32$7.14$8.30$9.92$12.26$14.60$16.95$19.70$23.50$26.73$29.27$32.76$41.29
PutsExpensive1.23×
CallsExpensive1.07×
SkewBullish-1.54 pp
Implied moveBearish±$31.23
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ286.1561.4%19.7%212.8263.2%14.5%
25Δ278.2061.7%17.0%219.2763.6%12.6%
30Δ266.8653.7%12.6%226.1158.6%10.3%
35Δ261.3754.1%11.0%232.1055.7%8.5%
40Δ256.2554.2%9.6%236.9256.6%7.5%
45Δ251.2454.3%8.2%241.7456.7%6.4%
50Δ246.4456.7%7.4%246.5355.8%5.4%
55Δ241.7060.0%6.7%251.5155.4%4.5%
60Δ236.6960.6%5.7%256.9756.5%3.8%
65Δ231.5359.6%4.7%261.9555.8%3.1%
70Δ226.0859.5%3.8%266.3253.1%2.4%
75Δ220.5159.6%3.0%271.5251.4%1.7%
80Δ213.2062.1%2.4%281.0355.1%1.3%

20Δ

Calls
Pseudo strike
286.15
IV
61.4%
B/E move
19.7%
Puts
Pseudo strike
212.82
IV
63.2%
B/E move
14.5%

25Δ

Calls
Pseudo strike
278.20
IV
61.7%
B/E move
17.0%
Puts
Pseudo strike
219.27
IV
63.6%
B/E move
12.6%

30Δ

Calls
Pseudo strike
266.86
IV
53.7%
B/E move
12.6%
Puts
Pseudo strike
226.11
IV
58.6%
B/E move
10.3%

35Δ

Calls
Pseudo strike
261.37
IV
54.1%
B/E move
11.0%
Puts
Pseudo strike
232.10
IV
55.7%
B/E move
8.5%

40Δ

Calls
Pseudo strike
256.25
IV
54.2%
B/E move
9.6%
Puts
Pseudo strike
236.92
IV
56.6%
B/E move
7.5%

45Δ

Calls
Pseudo strike
251.24
IV
54.3%
B/E move
8.2%
Puts
Pseudo strike
241.74
IV
56.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
246.44
IV
56.7%
B/E move
7.4%
Puts
Pseudo strike
246.53
IV
55.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
241.70
IV
60.0%
B/E move
6.7%
Puts
Pseudo strike
251.51
IV
55.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
236.69
IV
60.6%
B/E move
5.7%
Puts
Pseudo strike
256.97
IV
56.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
231.53
IV
59.6%
B/E move
4.7%
Puts
Pseudo strike
261.95
IV
55.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
226.08
IV
59.5%
B/E move
3.8%
Puts
Pseudo strike
266.32
IV
53.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
220.51
IV
59.6%
B/E move
3.0%
Puts
Pseudo strike
271.52
IV
51.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
213.20
IV
62.1%
B/E move
2.4%
Puts
Pseudo strike
281.03
IV
55.1%
B/E move
1.3%

Options history

No recorded observations