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Groupon, Inc. Common Stock GRPN

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Market datapartial · fetched 2026-10-22T23:23:47.126Z

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 · 2026-10-22T21:04:53.219886211Z

FundamentalsAlpha Vantage · unavailable

Share price$16.21
1D+0.4%
AH$15.74$15.99$16.24$16.49$16.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRPN
Sold putSold callAH

Groupon, Inc. Common Stock options

Live interpolated GRPN call and put midpoint premiums by absolute delta.Groupon, Inc. Common Stock$0.28$1.87$3.47$5.06$6.65$10.78$13.73$16.67$19.61$22.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRPN spot · $16.21GRPN PRICE$0.45$0.58$0.74$0.90$1.07$1.25$1.45$1.68$1.94$2.24$2.61$3.02$3.51$0.54$0.73$0.92$1.14$1.40$1.69$1.99$2.36$2.76$3.31$3.84$4.87$6.19
PutsExpensive1.39×
CallsExpensive1.62×
SkewBullish-1.69 pp
Implied moveBearish±$3.44
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.49100.3%35.4%13.5490.6%19.8%
25Δ20.3497.4%29.1%14.0993.1%17.6%
30Δ19.4996.9%24.8%14.6791.2%15.2%
35Δ18.7696.7%21.3%15.2390.5%13.1%
40Δ18.0394.8%17.8%15.7591.2%11.5%
45Δ17.4293.4%15.1%16.2891.7%10.0%
50Δ16.8392.5%12.7%16.8291.8%8.6%
55Δ16.2892.5%10.8%17.3992.2%7.3%
60Δ15.7492.9%9.1%17.9892.7%6.1%
65Δ15.2093.9%7.6%18.6994.6%5.1%
70Δ14.6295.8%6.3%19.3994.5%4.1%
75Δ14.0198.3%5.1%20.55101.2%3.3%
80Δ13.3399.8%3.9%21.99107.8%2.5%

20Δ

Calls
Pseudo strike
21.49
IV
100.3%
B/E move
35.4%
Puts
Pseudo strike
13.54
IV
90.6%
B/E move
19.8%

25Δ

Calls
Pseudo strike
20.34
IV
97.4%
B/E move
29.1%
Puts
Pseudo strike
14.09
IV
93.1%
B/E move
17.6%

30Δ

Calls
Pseudo strike
19.49
IV
96.9%
B/E move
24.8%
Puts
Pseudo strike
14.67
IV
91.2%
B/E move
15.2%

35Δ

Calls
Pseudo strike
18.76
IV
96.7%
B/E move
21.3%
Puts
Pseudo strike
15.23
IV
90.5%
B/E move
13.1%

40Δ

Calls
Pseudo strike
18.03
IV
94.8%
B/E move
17.8%
Puts
Pseudo strike
15.75
IV
91.2%
B/E move
11.5%

45Δ

Calls
Pseudo strike
17.42
IV
93.4%
B/E move
15.1%
Puts
Pseudo strike
16.28
IV
91.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
16.83
IV
92.5%
B/E move
12.7%
Puts
Pseudo strike
16.82
IV
91.8%
B/E move
8.6%

55Δ

Calls
Pseudo strike
16.28
IV
92.5%
B/E move
10.8%
Puts
Pseudo strike
17.39
IV
92.2%
B/E move
7.3%

60Δ

Calls
Pseudo strike
15.74
IV
92.9%
B/E move
9.1%
Puts
Pseudo strike
17.98
IV
92.7%
B/E move
6.1%

65Δ

Calls
Pseudo strike
15.20
IV
93.9%
B/E move
7.6%
Puts
Pseudo strike
18.69
IV
94.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
14.62
IV
95.8%
B/E move
6.3%
Puts
Pseudo strike
19.39
IV
94.5%
B/E move
4.1%

75Δ

Calls
Pseudo strike
14.01
IV
98.3%
B/E move
5.1%
Puts
Pseudo strike
20.55
IV
101.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
13.33
IV
99.8%
B/E move
3.9%
Puts
Pseudo strike
21.99
IV
107.8%
B/E move
2.5%

Options history

No recorded observations