IntraAlpha
Create free account Start free

Groupon, Inc. Common Stock GRPN

i

Market datapartial · fetched 2026-10-23T02:25:37.684Z

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 · 2026-10-22T23:39:01.817673452Z

FundamentalsAlpha Vantage · unavailable

Share price$15.92
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$0.33$1.53$2.74$3.95$5.15$11.03$13.91$16.78$19.65$22.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRPN spot · $15.92GRPN PRICE$0.46$0.60$0.76$0.93$1.11$1.31$1.53$1.78$2.09$2.44$2.88$3.39$4.06$0.50$0.68$0.85$1.02$1.26$1.50$1.77$2.05$2.38$2.73$3.20$3.82$4.80
PutsExpensive1.23×
CallsExpensive1.79×
SkewBullish-21.36 pp
Implied moveBearish±$3.30
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.40104.7%37.3%13.4185.3%18.8%
25Δ20.23102.1%30.8%13.9388.0%16.7%
30Δ19.39102.5%26.6%14.4686.5%14.5%
35Δ18.63102.4%22.9%14.9984.2%12.3%
40Δ17.88101.1%19.3%15.4784.3%10.7%
45Δ17.23100.4%16.4%15.9484.4%9.3%
50Δ16.63100.7%14.1%16.4383.9%7.9%
55Δ16.05101.6%12.0%16.9183.2%6.7%
60Δ15.47103.8%10.3%17.4282.7%5.5%
65Δ14.87106.5%8.7%17.9482.2%4.5%
70Δ14.22111.2%7.4%18.5582.3%3.6%
75Δ13.49115.9%6.1%19.3083.7%2.8%
80Δ12.64123.6%4.9%20.3988.1%2.1%

20Δ

Calls
Pseudo strike
21.40
IV
104.7%
B/E move
37.3%
Puts
Pseudo strike
13.41
IV
85.3%
B/E move
18.8%

25Δ

Calls
Pseudo strike
20.23
IV
102.1%
B/E move
30.8%
Puts
Pseudo strike
13.93
IV
88.0%
B/E move
16.7%

30Δ

Calls
Pseudo strike
19.39
IV
102.5%
B/E move
26.6%
Puts
Pseudo strike
14.46
IV
86.5%
B/E move
14.5%

35Δ

Calls
Pseudo strike
18.63
IV
102.4%
B/E move
22.9%
Puts
Pseudo strike
14.99
IV
84.2%
B/E move
12.3%

40Δ

Calls
Pseudo strike
17.88
IV
101.1%
B/E move
19.3%
Puts
Pseudo strike
15.47
IV
84.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
17.23
IV
100.4%
B/E move
16.4%
Puts
Pseudo strike
15.94
IV
84.4%
B/E move
9.3%

50Δ

Calls
Pseudo strike
16.63
IV
100.7%
B/E move
14.1%
Puts
Pseudo strike
16.43
IV
83.9%
B/E move
7.9%

55Δ

Calls
Pseudo strike
16.05
IV
101.6%
B/E move
12.0%
Puts
Pseudo strike
16.91
IV
83.2%
B/E move
6.7%

60Δ

Calls
Pseudo strike
15.47
IV
103.8%
B/E move
10.3%
Puts
Pseudo strike
17.42
IV
82.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
14.87
IV
106.5%
B/E move
8.7%
Puts
Pseudo strike
17.94
IV
82.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
14.22
IV
111.2%
B/E move
7.4%
Puts
Pseudo strike
18.55
IV
82.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
13.49
IV
115.9%
B/E move
6.1%
Puts
Pseudo strike
19.30
IV
83.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
12.64
IV
123.6%
B/E move
4.9%
Puts
Pseudo strike
20.39
IV
88.1%
B/E move
2.1%

Options history

No recorded observations