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GoPro, Inc. Class A Common Stock GPRO

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Market datapartial · fetched 2026-10-22T23:59:56.603Z

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 · 2026-10-22T23:58:03.450542516Z

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$0.29$0.36$0.42$0.49$0.25$0.10$0.19$0.27$0.36$0.44$0.03$0.03$0.03$0.03
PutsExpensive1.80×
CallsExpensive3.84×
SkewBullish-256.50 pp
Implied move——
TiltBullish94.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.56291.9%60.3%0.71269.1%33.3%
25Δ1.63375.3%74.2%0.78212.8%25.6%
30Δ1.70458.8%88.1%0.86156.5%17.9%
35Δ1.78542.2%102.0%0.94100.2%10.1%
40Δ1.85625.6%116.0%
45Δ1.92709.1%129.9%
50Δ1.99792.5%143.8%
55Δ1.42400.5%64.5%
60Δ0.97135.9%5.5%
65Δ0.89221.9%5.9%
70Δ0.81307.8%6.3%
75Δ0.73393.8%6.7%
80Δ0.65479.8%7.1%

20Δ

Calls
Pseudo strike
1.56
IV
291.9%
B/E move
60.3%
Puts
Pseudo strike
0.71
IV
269.1%
B/E move
33.3%

25Δ

Calls
Pseudo strike
1.63
IV
375.3%
B/E move
74.2%
Puts
Pseudo strike
0.78
IV
212.8%
B/E move
25.6%

30Δ

Calls
Pseudo strike
1.70
IV
458.8%
B/E move
88.1%
Puts
Pseudo strike
0.86
IV
156.5%
B/E move
17.9%

35Δ

Calls
Pseudo strike
1.78
IV
542.2%
B/E move
102.0%
Puts
Pseudo strike
0.94
IV
100.2%
B/E move
10.1%

40Δ

Calls
Pseudo strike
1.85
IV
625.6%
B/E move
116.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.92
IV
709.1%
B/E move
129.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.99
IV
792.5%
B/E move
143.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.42
IV
400.5%
B/E move
64.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.97
IV
135.9%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.89
IV
221.9%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.81
IV
307.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.73
IV
393.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.65
IV
479.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations