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Groupon, Inc. Common Stock GRPN

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Market datapartial · fetched 2026-10-23T20:02:05.571Z

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 · 2026-10-23T20:00:02.736664141Z

FundamentalsAlpha Vantage · unavailable

Share price$16.12
1D-0.3%
AH$15.92$16.00$16.08$16.15$16.235:30 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$0.26$1.62$2.98$4.34$5.70$10.69$13.64$16.58$19.53$22.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRPN spot · $16.12GRPN PRICE$0.41$0.53$0.66$0.82$0.96$1.09$1.30$1.53$1.79$2.06$2.35$2.65$3.20$0.57$0.76$0.94$1.13$1.37$1.65$2.03$2.43$2.84$3.30$3.90$4.64$5.31
PutsExpensive1.40×
CallsExpensive1.49×
SkewBearish+9.07 pp
Implied moveBearish±$3.34
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7292.1%31.1%13.3298.8%20.9%
25Δ19.7790.4%26.0%13.9598.8%18.2%
30Δ18.9488.3%21.6%14.5695.5%15.5%
35Δ18.3288.3%18.7%15.1392.7%13.2%
40Δ17.7086.1%15.7%15.6591.6%11.4%
45Δ17.0781.6%12.6%16.1992.0%9.8%
50Δ16.5982.9%11.0%16.7595.0%8.7%
55Δ16.1385.0%9.6%17.3496.6%7.5%
60Δ15.6586.3%8.2%17.9496.9%6.3%
65Δ15.1687.1%6.8%18.5996.6%5.2%
70Δ14.6786.7%5.6%19.3597.7%4.1%
75Δ14.1685.7%4.3%20.2499.5%3.2%
80Δ13.4790.9%3.4%21.0697.6%2.3%

20Δ

Calls
Pseudo strike
20.72
IV
92.1%
B/E move
31.1%
Puts
Pseudo strike
13.32
IV
98.8%
B/E move
20.9%

25Δ

Calls
Pseudo strike
19.77
IV
90.4%
B/E move
26.0%
Puts
Pseudo strike
13.95
IV
98.8%
B/E move
18.2%

30Δ

Calls
Pseudo strike
18.94
IV
88.3%
B/E move
21.6%
Puts
Pseudo strike
14.56
IV
95.5%
B/E move
15.5%

35Δ

Calls
Pseudo strike
18.32
IV
88.3%
B/E move
18.7%
Puts
Pseudo strike
15.13
IV
92.7%
B/E move
13.2%

40Δ

Calls
Pseudo strike
17.70
IV
86.1%
B/E move
15.7%
Puts
Pseudo strike
15.65
IV
91.6%
B/E move
11.4%

45Δ

Calls
Pseudo strike
17.07
IV
81.6%
B/E move
12.6%
Puts
Pseudo strike
16.19
IV
92.0%
B/E move
9.8%

50Δ

Calls
Pseudo strike
16.59
IV
82.9%
B/E move
11.0%
Puts
Pseudo strike
16.75
IV
95.0%
B/E move
8.7%

55Δ

Calls
Pseudo strike
16.13
IV
85.0%
B/E move
9.6%
Puts
Pseudo strike
17.34
IV
96.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
15.65
IV
86.3%
B/E move
8.2%
Puts
Pseudo strike
17.94
IV
96.9%
B/E move
6.3%

65Δ

Calls
Pseudo strike
15.16
IV
87.1%
B/E move
6.8%
Puts
Pseudo strike
18.59
IV
96.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
14.67
IV
86.7%
B/E move
5.6%
Puts
Pseudo strike
19.35
IV
97.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
14.16
IV
85.7%
B/E move
4.3%
Puts
Pseudo strike
20.24
IV
99.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
13.47
IV
90.9%
B/E move
3.4%
Puts
Pseudo strike
21.06
IV
97.6%
B/E move
2.3%

Options history

No recorded observations