IntraAlpha
Create free account Start free

GrowGeneration Corp. Common Stock GRWG

i

Market dataready · fetched 2026-11-13T02:49:25.164Z

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 · 2026-11-12T22:28:48.867564378Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:49:25.063179+00:00

Share price$1.23
1D-2.4%
AH$1.18$1.21$1.23$1.25$1.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRWG
Sold putSold callAH

GrowGeneration Corp. Common Stock options

Live interpolated GRWG call and put midpoint premiums by absolute delta.GrowGeneration Corp. Common Stock$0.03$0.40$0.78$1.15$1.52$0.80$1.04$1.29$1.53$1.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GRWG spot · $1.23GRWG PRICE$0.07$0.09$0.12$0.14$0.16$0.19$0.21$0.23$0.25$0.28$0.30$0.32$0.16$0.27$0.39$0.50$0.61$0.73$0.84$0.96$1.07$1.18$1.30$1.41
Puts——
Calls——
Skew——
Implied moveBearish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.68370.1%124.1%
25Δ2.53363.1%113.7%1.12216.5%21.4%
30Δ2.38356.1%103.3%1.26223.1%19.9%
35Δ2.23349.2%92.9%1.39229.7%18.4%
40Δ2.08342.2%82.4%1.52236.3%16.9%
45Δ1.93335.2%72.0%1.65243.0%15.5%
50Δ1.78328.2%61.6%1.79249.6%14.0%
55Δ1.63321.3%51.2%1.92256.2%12.5%
60Δ1.48314.3%40.8%2.05262.8%11.0%
65Δ1.33307.3%30.3%2.18269.4%9.5%
70Δ1.18300.3%19.9%2.31276.1%8.1%
75Δ1.03293.4%9.5%2.45282.7%6.6%
80Δ2.58289.3%5.1%

20Δ

Calls
Pseudo strike
2.68
IV
370.1%
B/E move
124.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.53
IV
363.1%
B/E move
113.7%
Puts
Pseudo strike
1.12
IV
216.5%
B/E move
21.4%

30Δ

Calls
Pseudo strike
2.38
IV
356.1%
B/E move
103.3%
Puts
Pseudo strike
1.26
IV
223.1%
B/E move
19.9%

35Δ

Calls
Pseudo strike
2.23
IV
349.2%
B/E move
92.9%
Puts
Pseudo strike
1.39
IV
229.7%
B/E move
18.4%

40Δ

Calls
Pseudo strike
2.08
IV
342.2%
B/E move
82.4%
Puts
Pseudo strike
1.52
IV
236.3%
B/E move
16.9%

45Δ

Calls
Pseudo strike
1.93
IV
335.2%
B/E move
72.0%
Puts
Pseudo strike
1.65
IV
243.0%
B/E move
15.5%

50Δ

Calls
Pseudo strike
1.78
IV
328.2%
B/E move
61.6%
Puts
Pseudo strike
1.79
IV
249.6%
B/E move
14.0%

55Δ

Calls
Pseudo strike
1.63
IV
321.3%
B/E move
51.2%
Puts
Pseudo strike
1.92
IV
256.2%
B/E move
12.5%

60Δ

Calls
Pseudo strike
1.48
IV
314.3%
B/E move
40.8%
Puts
Pseudo strike
2.05
IV
262.8%
B/E move
11.0%

65Δ

Calls
Pseudo strike
1.33
IV
307.3%
B/E move
30.3%
Puts
Pseudo strike
2.18
IV
269.4%
B/E move
9.5%

70Δ

Calls
Pseudo strike
1.18
IV
300.3%
B/E move
19.9%
Puts
Pseudo strike
2.31
IV
276.1%
B/E move
8.1%

75Δ

Calls
Pseudo strike
1.03
IV
293.4%
B/E move
9.5%
Puts
Pseudo strike
2.45
IV
282.7%
B/E move
6.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
289.3%
B/E move
5.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations