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Groupon, Inc. Common Stock GRPN

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Market dataready · fetched 2026-11-13T10:48:58.866Z

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 · 2026-11-12T21:00:05.937343095Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T10:48:58.092302+00:00

Share price$12.21
1D-3.2%
AH$11.80$12.02$12.24$12.45$12.675:30 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$0.10$0.52$0.93$1.35$1.76$7.06$9.64$12.21$14.78$17.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRPN spot · $12.21GRPN PRICE$0.15$0.19$0.23$0.30$0.37$0.44$0.50$0.57$0.65$0.77$0.89$1.01$1.13$0.17$0.23$0.29$0.35$0.41$0.49$0.57$0.65$0.73$0.81$0.89$1.09$1.64
PutsCheap0.32×
CallsCheap0.54×
SkewBullish-0.36 pp
Implied moveBearish±$1.07
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.6282.3%12.7%11.2076.2%9.6%
25Δ13.2978.7%10.4%11.3976.9%8.6%
30Δ12.9875.6%8.2%11.5877.5%7.5%
35Δ12.8175.6%7.4%11.7678.1%6.5%
40Δ12.6475.7%6.6%11.9578.7%5.5%
45Δ12.4775.8%5.7%12.1177.4%4.8%
50Δ12.3075.9%4.9%12.2775.4%4.2%
55Δ12.1376.0%4.0%12.4273.4%3.6%
60Δ11.9675.8%3.3%12.5871.4%3.0%
65Δ11.7874.9%2.8%12.7369.3%2.4%
70Δ11.6073.9%2.3%12.8967.3%1.8%
75Δ11.4372.9%1.9%13.1570.5%1.3%
80Δ11.2572.0%1.4%13.7188.4%1.2%

20Δ

Calls
Pseudo strike
13.62
IV
82.3%
B/E move
12.7%
Puts
Pseudo strike
11.20
IV
76.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
13.29
IV
78.7%
B/E move
10.4%
Puts
Pseudo strike
11.39
IV
76.9%
B/E move
8.6%

30Δ

Calls
Pseudo strike
12.98
IV
75.6%
B/E move
8.2%
Puts
Pseudo strike
11.58
IV
77.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
12.81
IV
75.6%
B/E move
7.4%
Puts
Pseudo strike
11.76
IV
78.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
12.64
IV
75.7%
B/E move
6.6%
Puts
Pseudo strike
11.95
IV
78.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
12.47
IV
75.8%
B/E move
5.7%
Puts
Pseudo strike
12.11
IV
77.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
12.30
IV
75.9%
B/E move
4.9%
Puts
Pseudo strike
12.27
IV
75.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
12.13
IV
76.0%
B/E move
4.0%
Puts
Pseudo strike
12.42
IV
73.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
11.96
IV
75.8%
B/E move
3.3%
Puts
Pseudo strike
12.58
IV
71.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.78
IV
74.9%
B/E move
2.8%
Puts
Pseudo strike
12.73
IV
69.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
11.60
IV
73.9%
B/E move
2.3%
Puts
Pseudo strike
12.89
IV
67.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
11.43
IV
72.9%
B/E move
1.9%
Puts
Pseudo strike
13.15
IV
70.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.25
IV
72.0%
B/E move
1.4%
Puts
Pseudo strike
13.71
IV
88.4%
B/E move
1.2%

Options history

IV · four-Friday blend85.09%
Daily EOD
GRPN82.3%84.5%86.8%2026-10-19: 83.06%2026-10-20: 84.80%2026-10-21: 83.99%2026-10-22: 82.56%2026-10-23: 82.75%2026-10-26: 83.70%2026-10-27: 82.95%2026-10-28: 84.47%2026-10-29: 86.45%2026-10-30: 85.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.06%
84.80%
83.99%
82.56%
82.75%
83.70%
82.95%
84.47%
86.45%
85.09%