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Gray Media, Inc. GTN

COMMUNICATION SERVICES · BROADCASTING
i

Market dataready · fetched 2026-11-12T03:10:36.654Z

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 · 2026-11-12T00:00:00.002507457Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:10:36.203368+00:00

Share price$5.92
1D+1.0%
AH$5.77$5.84$5.91$5.97$6.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTN
Sold putSold callAH

Gray Media, Inc. options

Live interpolated GTN call and put midpoint premiums by absolute delta.Gray Media, Inc.$0.09$1.08$2.07$3.06$4.06$4.18$5.01$5.85$6.68$7.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GTN spot · $5.92GTN PRICE$0.20$0.26$0.31$0.37$0.42$0.48$0.53$0.59$0.64$0.70$0.75$0.81$0.66$0.98$1.29$1.60$1.91$2.22$2.53$2.84$3.15$3.46$3.77
Puts——
Calls——
Skew——
Implied moveBearish±$2.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.14120.7%24.0%
30Δ6.98117.5%22.3%5.38226.2%20.4%
35Δ6.83114.3%20.6%5.78228.8%18.8%
40Δ6.67111.2%18.8%6.19231.4%17.1%
45Δ6.51108.0%17.1%6.60234.0%15.5%
50Δ6.35104.9%15.3%7.00236.6%13.9%
55Δ6.19101.7%13.6%7.41239.2%12.3%
60Δ6.0398.6%11.9%7.81241.8%10.7%
65Δ5.8895.4%10.1%8.22244.5%9.1%
70Δ5.7292.3%8.4%8.63247.1%7.5%
75Δ5.5689.1%6.6%9.03249.7%5.9%
80Δ5.4086.0%4.9%9.44252.3%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.14
IV
120.7%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.98
IV
117.5%
B/E move
22.3%
Puts
Pseudo strike
5.38
IV
226.2%
B/E move
20.4%

35Δ

Calls
Pseudo strike
6.83
IV
114.3%
B/E move
20.6%
Puts
Pseudo strike
5.78
IV
228.8%
B/E move
18.8%

40Δ

Calls
Pseudo strike
6.67
IV
111.2%
B/E move
18.8%
Puts
Pseudo strike
6.19
IV
231.4%
B/E move
17.1%

45Δ

Calls
Pseudo strike
6.51
IV
108.0%
B/E move
17.1%
Puts
Pseudo strike
6.60
IV
234.0%
B/E move
15.5%

50Δ

Calls
Pseudo strike
6.35
IV
104.9%
B/E move
15.3%
Puts
Pseudo strike
7.00
IV
236.6%
B/E move
13.9%

55Δ

Calls
Pseudo strike
6.19
IV
101.7%
B/E move
13.6%
Puts
Pseudo strike
7.41
IV
239.2%
B/E move
12.3%

60Δ

Calls
Pseudo strike
6.03
IV
98.6%
B/E move
11.9%
Puts
Pseudo strike
7.81
IV
241.8%
B/E move
10.7%

65Δ

Calls
Pseudo strike
5.88
IV
95.4%
B/E move
10.1%
Puts
Pseudo strike
8.22
IV
244.5%
B/E move
9.1%

70Δ

Calls
Pseudo strike
5.72
IV
92.3%
B/E move
8.4%
Puts
Pseudo strike
8.63
IV
247.1%
B/E move
7.5%

75Δ

Calls
Pseudo strike
5.56
IV
89.1%
B/E move
6.6%
Puts
Pseudo strike
9.03
IV
249.7%
B/E move
5.9%

80Δ

Calls
Pseudo strike
5.40
IV
86.0%
B/E move
4.9%
Puts
Pseudo strike
9.44
IV
252.3%
B/E move
4.3%

Options history

IV · four-Friday blend58.99%
Daily close
GTN56.5%74.8%93.0%2026-08-13: 86.31%2026-08-19: 90.51%2026-08-21: 62.66%2026-08-24: 67.78%2026-08-25: 66.77%2026-08-26: 66.85%2026-09-03: 58.99%Aug 13Aug 24Sep 3
7 observations2026-08-13 — 2026-09-03
Table
DateIV (%)
86.31%
90.51%
62.66%
67.78%
66.77%
66.85%
58.99%