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Garmin Ltd GRMN

i

Market dataready · fetched 2026-11-12T02:55:55.663Z

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 · 2026-11-12T00:00:00.00297057Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:55:55.264577+00:00

Share price$293.93
1D+1.0%
AH$291$292$293$294$2965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRMN
Sold putSold callAH

Garmin Ltd options

Live interpolated GRMN call and put midpoint premiums by absolute delta.Garmin Ltd$1.23$5.06$8.90$12.73$16.56$265.40$278.62$291.84$305.05$318.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRMN spot · $293.93GRMN PRICE$1.64$2.20$2.75$3.30$4.13$4.99$5.84$6.70$7.55$8.71$10.22$11.72$13.22$1.94$2.52$3.10$3.68$4.41$5.33$6.25$7.17$8.09$9.02$11.16$13.31$15.46
PutsExpensive1.14×
CallsCheap0.73×
SkewBearish+1.61 pp
Implied moveBearish±$12.09
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ307.4130.9%5.1%280.6436.5%5.2%
25Δ305.0131.0%4.5%283.2735.3%4.5%
30Δ302.6131.1%3.9%285.9134.0%3.8%
35Δ300.2031.1%3.3%288.5432.8%3.1%
40Δ298.3231.1%2.9%290.8232.0%2.6%
45Δ296.4831.0%2.6%292.6631.6%2.2%
50Δ294.6431.0%2.2%294.5031.3%1.9%
55Δ292.8031.0%1.9%296.3431.0%1.6%
60Δ290.9630.9%1.6%298.1830.7%1.3%
65Δ289.0030.7%1.3%300.0230.4%1.0%
70Δ286.9030.4%1.1%302.6931.1%0.8%
75Δ284.8030.1%0.9%305.3531.8%0.6%
80Δ282.7029.7%0.7%308.0232.5%0.5%

20Δ

Calls
Pseudo strike
307.41
IV
30.9%
B/E move
5.1%
Puts
Pseudo strike
280.64
IV
36.5%
B/E move
5.2%

25Δ

Calls
Pseudo strike
305.01
IV
31.0%
B/E move
4.5%
Puts
Pseudo strike
283.27
IV
35.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
302.61
IV
31.1%
B/E move
3.9%
Puts
Pseudo strike
285.91
IV
34.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
300.20
IV
31.1%
B/E move
3.3%
Puts
Pseudo strike
288.54
IV
32.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
298.32
IV
31.1%
B/E move
2.9%
Puts
Pseudo strike
290.82
IV
32.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
296.48
IV
31.0%
B/E move
2.6%
Puts
Pseudo strike
292.66
IV
31.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
294.64
IV
31.0%
B/E move
2.2%
Puts
Pseudo strike
294.50
IV
31.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
292.80
IV
31.0%
B/E move
1.9%
Puts
Pseudo strike
296.34
IV
31.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
290.96
IV
30.9%
B/E move
1.6%
Puts
Pseudo strike
298.18
IV
30.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
289.00
IV
30.7%
B/E move
1.3%
Puts
Pseudo strike
300.02
IV
30.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
286.90
IV
30.4%
B/E move
1.1%
Puts
Pseudo strike
302.69
IV
31.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
284.80
IV
30.1%
B/E move
0.9%
Puts
Pseudo strike
305.35
IV
31.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
282.70
IV
29.7%
B/E move
0.7%
Puts
Pseudo strike
308.02
IV
32.5%
B/E move
0.5%

Options history

IV · four-Friday blend29.86%
Daily close
GRMN24.3%32.4%40.4%2026-08-13: 26.90%2026-08-14: 25.44%2026-08-17: 27.14%2026-08-18: 27.41%2026-08-21: 28.82%2026-08-24: 28.88%2026-08-25: 28.89%2026-08-26: 28.20%2026-08-27: 28.91%2026-08-28: 28.29%2026-08-31: 29.01%2026-09-01: 29.23%2026-09-02: 29.29%2026-09-03: 28.62%2026-09-04: 28.85%2026-09-08: 30.35%2026-09-09: 30.23%2026-09-10: 30.23%2026-09-11: 29.85%2026-09-14: 30.81%2026-09-15: 31.48%2026-09-16: 33.07%2026-09-18: 31.67%2026-09-21: 31.75%2026-09-22: 32.60%2026-09-23: 32.48%2026-09-24: 33.84%2026-09-25: 32.92%2026-09-28: 33.25%2026-09-29: 33.43%2026-09-30: 33.24%2026-10-01: 33.64%2026-10-02: 33.92%2026-10-05: 33.69%2026-10-06: 33.80%2026-10-07: 34.20%2026-10-08: 34.66%2026-10-09: 34.64%2026-10-12: 35.98%2026-10-13: 36.63%2026-10-16: 36.87%2026-10-19: 36.44%2026-10-20: 36.77%2026-10-21: 36.82%2026-10-22: 37.80%2026-10-23: 37.97%2026-10-26: 38.96%2026-10-27: 39.29%2026-10-28: 29.00%2026-10-29: 29.13%2026-10-30: 29.86%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.90%
25.44%
27.14%
27.41%
28.82%
28.88%
28.89%
28.20%
28.91%
28.29%
29.01%
29.23%
29.29%
28.62%
28.85%
30.35%
30.23%
30.23%
29.85%
30.81%
31.48%
33.07%
31.67%
31.75%
32.60%
32.48%
33.84%
32.92%
33.25%
33.43%
33.24%
33.64%
33.92%
33.69%
33.80%
34.20%
34.66%
34.64%
35.98%
36.63%
36.87%
36.44%
36.77%
36.82%
37.80%
37.97%
38.96%
39.29%
29.00%
29.13%
29.86%