IntraAlpha
Create free account Start free

Garmin Ltd GRMN

i

Market datapartial · fetched 2026-10-22T23:56:40.309Z

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 · 2026-10-22T23:00:00.002612418Z

FundamentalsAlpha Vantage · unavailable

Share price$295.40
1D+1.2%
AH$287$290$293$295$2985:30 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$2.86$12.28$21.70$31.13$40.55$249.63$273.23$296.82$320.42$344.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRMN spot · $295.40GRMN PRICE$3.88$5.18$6.60$8.33$10.16$12.33$14.58$17.16$19.91$23.31$27.21$32.00$37.83$4.75$6.25$7.79$9.65$11.56$13.75$15.99$18.40$20.88$23.96$27.70$32.01$36.76
PutsExpensive1.37×
CallsExpensive1.53×
SkewBullish-3.43 pp
Implied moveBearish±$30.57
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ331.4643.8%13.5%266.8147.7%11.3%
25Δ324.9644.1%11.8%273.2546.8%9.6%
30Δ318.8144.1%10.2%279.1845.8%8.1%
35Δ313.7545.0%9.0%284.2845.4%7.0%
40Δ308.7445.8%8.0%289.2445.1%6.0%
45Δ303.8746.7%7.0%293.9544.7%5.1%
50Δ298.9847.4%6.1%298.6344.3%4.3%
55Δ293.9747.9%5.3%303.1843.5%3.6%
60Δ288.8848.4%4.5%307.6842.6%2.9%
65Δ283.4849.3%3.9%312.5442.1%2.3%
70Δ277.6950.4%3.2%317.7642.2%1.8%
75Δ271.2252.0%2.6%323.4542.0%1.3%
80Δ263.7553.5%2.1%329.5041.8%0.9%

20Δ

Calls
Pseudo strike
331.46
IV
43.8%
B/E move
13.5%
Puts
Pseudo strike
266.81
IV
47.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
324.96
IV
44.1%
B/E move
11.8%
Puts
Pseudo strike
273.25
IV
46.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
318.81
IV
44.1%
B/E move
10.2%
Puts
Pseudo strike
279.18
IV
45.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
313.75
IV
45.0%
B/E move
9.0%
Puts
Pseudo strike
284.28
IV
45.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
308.74
IV
45.8%
B/E move
8.0%
Puts
Pseudo strike
289.24
IV
45.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
303.87
IV
46.7%
B/E move
7.0%
Puts
Pseudo strike
293.95
IV
44.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
298.98
IV
47.4%
B/E move
6.1%
Puts
Pseudo strike
298.63
IV
44.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
293.97
IV
47.9%
B/E move
5.3%
Puts
Pseudo strike
303.18
IV
43.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
288.88
IV
48.4%
B/E move
4.5%
Puts
Pseudo strike
307.68
IV
42.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
283.48
IV
49.3%
B/E move
3.9%
Puts
Pseudo strike
312.54
IV
42.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
277.69
IV
50.4%
B/E move
3.2%
Puts
Pseudo strike
317.76
IV
42.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
271.22
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
323.45
IV
42.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
263.75
IV
53.5%
B/E move
2.1%
Puts
Pseudo strike
329.50
IV
41.8%
B/E move
0.9%

Options history

No recorded observations