IntraAlpha
Create free account Start free

GoPro, Inc. Class A Common Stock GPRO

i

Market dataready · fetched 2026-11-12T01:02:15.070Z

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: 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 · 2026-11-12T00:59:56.664204891Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:02:14.279491+00:00

Share price$0.69
1D-7.3%
AH$0.67$0.69$0.72$0.74$0.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPRO
Sold putSold callAH

GoPro, Inc. Class A Common Stock options

Live interpolated GPRO call and put midpoint premiums by absolute delta.GoPro, Inc. Class A Common Stock$0.00$0.62$1.24$1.87$2.49$0.47$0.62$0.78$0.93$1.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GPRO spot · $0.69GPRO PRICE$0.03$0.04$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.24$0.26$0.07$0.11$0.15$0.19$0.23$0.27$0.32$2.00$2.31
Puts——
Calls——
Skew——
Implied moveBearish±$0.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.06252.3%56.6%0.55265.4%29.2%
25Δ0.96253.0%45.8%0.61283.9%27.2%
30Δ0.92271.4%42.7%0.67302.3%25.2%
35Δ0.88289.9%39.6%0.72320.8%23.1%
40Δ0.83308.3%36.5%0.78339.2%21.1%
45Δ0.79326.7%33.4%0.83357.7%19.1%
50Δ0.75345.2%30.4%0.89376.1%17.1%
55Δ0.71363.6%27.3%
60Δ0.66382.0%24.2%
65Δ0.62400.5%21.1%2.54796.8%21.9%
70Δ0.58418.9%18.0%2.89795.7%15.2%
75Δ0.54437.3%14.9%
80Δ

20Δ

Calls
Pseudo strike
1.06
IV
252.3%
B/E move
56.6%
Puts
Pseudo strike
0.55
IV
265.4%
B/E move
29.2%

25Δ

Calls
Pseudo strike
0.96
IV
253.0%
B/E move
45.8%
Puts
Pseudo strike
0.61
IV
283.9%
B/E move
27.2%

30Δ

Calls
Pseudo strike
0.92
IV
271.4%
B/E move
42.7%
Puts
Pseudo strike
0.67
IV
302.3%
B/E move
25.2%

35Δ

Calls
Pseudo strike
0.88
IV
289.9%
B/E move
39.6%
Puts
Pseudo strike
0.72
IV
320.8%
B/E move
23.1%

40Δ

Calls
Pseudo strike
0.83
IV
308.3%
B/E move
36.5%
Puts
Pseudo strike
0.78
IV
339.2%
B/E move
21.1%

45Δ

Calls
Pseudo strike
0.79
IV
326.7%
B/E move
33.4%
Puts
Pseudo strike
0.83
IV
357.7%
B/E move
19.1%

50Δ

Calls
Pseudo strike
0.75
IV
345.2%
B/E move
30.4%
Puts
Pseudo strike
0.89
IV
376.1%
B/E move
17.1%

55Δ

Calls
Pseudo strike
0.71
IV
363.6%
B/E move
27.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.66
IV
382.0%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.62
IV
400.5%
B/E move
21.1%
Puts
Pseudo strike
2.54
IV
796.8%
B/E move
21.9%

70Δ

Calls
Pseudo strike
0.58
IV
418.9%
B/E move
18.0%
Puts
Pseudo strike
2.89
IV
795.7%
B/E move
15.2%

75Δ

Calls
Pseudo strike
0.54
IV
437.3%
B/E move
14.9%
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 blend112.58%
Daily EOD
GPRO112.5%112.6%112.7%2026-10-19: 112.58%Oct 19
1 observations2026-10-19 — 2026-10-19
Table
DateIV (%)
112.58%