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GoPro, Inc. Class A Common Stock GPRO

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Market datapartial · fetched 2026-10-22T21:36:31.204Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-22T21:27:26.685012993Z

FundamentalsAlpha Vantage · unavailable

Share price$1.02
1D-3.8%
AH$1.01$1.02$1.04$1.05$1.075:30 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$0.01$0.14$0.27$0.40$0.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGPRO PRICE$0.08$0.15$0.22$0.28$0.35$0.42$0.49$0.25$0.11$0.19$0.28$0.36$0.45$0.03$0.03$0.03$0.03
PutsExpensive1.58×
CallsExpensive3.93×
SkewBullish-255.33 pp
Implied move——
TiltBullish94.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.56290.6%60.4%0.70268.5%33.5%
25Δ1.63373.5%74.2%0.78213.0%25.8%
30Δ1.70456.5%88.0%0.86157.6%18.2%
35Δ1.77539.4%101.8%0.94102.1%10.5%
40Δ1.85622.3%115.7%
45Δ1.92705.3%129.5%
50Δ1.99788.2%143.3%
55Δ1.42398.9%64.2%
60Δ0.97140.4%5.6%
65Δ0.89225.5%6.0%
70Δ0.81310.7%6.4%
75Δ0.73395.8%6.8%
80Δ0.65481.0%7.2%

20Δ

Calls
Pseudo strike
1.56
IV
290.6%
B/E move
60.4%
Puts
Pseudo strike
0.70
IV
268.5%
B/E move
33.5%

25Δ

Calls
Pseudo strike
1.63
IV
373.5%
B/E move
74.2%
Puts
Pseudo strike
0.78
IV
213.0%
B/E move
25.8%

30Δ

Calls
Pseudo strike
1.70
IV
456.5%
B/E move
88.0%
Puts
Pseudo strike
0.86
IV
157.6%
B/E move
18.2%

35Δ

Calls
Pseudo strike
1.77
IV
539.4%
B/E move
101.8%
Puts
Pseudo strike
0.94
IV
102.1%
B/E move
10.5%

40Δ

Calls
Pseudo strike
1.85
IV
622.3%
B/E move
115.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.92
IV
705.3%
B/E move
129.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.99
IV
788.2%
B/E move
143.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.42
IV
398.9%
B/E move
64.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.97
IV
140.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.89
IV
225.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.81
IV
310.7%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.73
IV
395.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.65
IV
481.0%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations