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GrowGeneration Corp GRWG

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-22T21:54:49.605Z

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 · 2026-10-22T20:39:43.718246105Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:54:48.158442+00:00

Share price$1.44
1D+2.1%
AH$1.40$1.41$1.42$1.43$1.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRWG
Sold putSold callAH

GrowGeneration Corp options

Live interpolated GRWG call and put midpoint premiums by absolute delta.GrowGeneration Corp$0.01$0.82$1.63$2.44$3.25$-0.41$0.38$1.16$1.95$2.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRWG spot · $1.44GRWG PRICE$0.09$0.14$0.16$0.18$0.20$0.22$0.25$0.27$0.29$0.31$0.34$0.36$0.38$0.49$0.55$0.61$0.67$0.73$0.79$0.85$1.68$2.11$2.43$3.02
PutsExpensive4.45×
CallsExpensive2.87×
SkewBearish+136.56 pp
Implied moveBearish±$1.09
TiltBearish62.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.05271.8%187.7%1.11494.1%57.3%
25Δ4.87345.0%247.9%1.26459.4%51.2%
30Δ4.60326.4%230.3%1.40424.6%45.0%
35Δ4.32307.8%212.8%1.55389.9%38.9%
40Δ4.05289.2%195.2%1.70355.1%32.8%
45Δ3.77270.6%177.7%1.84320.4%26.6%
50Δ3.50252.0%160.2%1.99285.6%20.5%
55Δ3.22233.4%142.6%2.83363.3%20.1%
60Δ2.95214.8%125.1%3.30372.3%17.6%
65Δ2.67196.2%107.5%3.66363.8%14.4%
70Δ2.40177.6%90.0%4.29368.1%11.5%
75Δ2.12159.0%72.4%
80Δ1.85140.4%54.9%

20Δ

Calls
Pseudo strike
4.05
IV
271.8%
B/E move
187.7%
Puts
Pseudo strike
1.11
IV
494.1%
B/E move
57.3%

25Δ

Calls
Pseudo strike
4.87
IV
345.0%
B/E move
247.9%
Puts
Pseudo strike
1.26
IV
459.4%
B/E move
51.2%

30Δ

Calls
Pseudo strike
4.60
IV
326.4%
B/E move
230.3%
Puts
Pseudo strike
1.40
IV
424.6%
B/E move
45.0%

35Δ

Calls
Pseudo strike
4.32
IV
307.8%
B/E move
212.8%
Puts
Pseudo strike
1.55
IV
389.9%
B/E move
38.9%

40Δ

Calls
Pseudo strike
4.05
IV
289.2%
B/E move
195.2%
Puts
Pseudo strike
1.70
IV
355.1%
B/E move
32.8%

45Δ

Calls
Pseudo strike
3.77
IV
270.6%
B/E move
177.7%
Puts
Pseudo strike
1.84
IV
320.4%
B/E move
26.6%

50Δ

Calls
Pseudo strike
3.50
IV
252.0%
B/E move
160.2%
Puts
Pseudo strike
1.99
IV
285.6%
B/E move
20.5%

55Δ

Calls
Pseudo strike
3.22
IV
233.4%
B/E move
142.6%
Puts
Pseudo strike
2.83
IV
363.3%
B/E move
20.1%

60Δ

Calls
Pseudo strike
2.95
IV
214.8%
B/E move
125.1%
Puts
Pseudo strike
3.30
IV
372.3%
B/E move
17.6%

65Δ

Calls
Pseudo strike
2.67
IV
196.2%
B/E move
107.5%
Puts
Pseudo strike
3.66
IV
363.8%
B/E move
14.4%

70Δ

Calls
Pseudo strike
2.40
IV
177.6%
B/E move
90.0%
Puts
Pseudo strike
4.29
IV
368.1%
B/E move
11.5%

75Δ

Calls
Pseudo strike
2.12
IV
159.0%
B/E move
72.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.85
IV
140.4%
B/E move
54.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations