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Gray Media, Inc. GTN

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Market datapartial · fetched 2026-10-22T23:30:06.612Z

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 · 2026-10-22T23:00:00.002600134Z

FundamentalsAlpha Vantage · unavailable

Share price$4.70
1D+0.2%
AH$4.64$4.66$4.68$4.70$4.735:30 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.$0.10$0.72$1.35$1.97$2.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGTN PRICE$0.27$0.37$0.33$0.28$0.23$0.17$0.20$0.23$0.27$0.30$0.33$0.37$0.40$0.43$0.71$1.28$1.85$2.41
PutsExpensive1.72×
CallsExpensive3.00×
SkewBullish-77.44 pp
Implied move——
TiltBearish71.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.22211.7%101.9%3.11144.1%37.3%
25Δ9.96256.8%119.9%3.33133.4%33.3%
30Δ8.46199.1%87.1%3.55122.6%29.3%
35Δ6.85136.3%51.7%3.78111.9%25.3%
40Δ5.2473.5%16.4%4.00101.2%21.3%
45Δ4.2290.4%17.3%
50Δ4.4479.7%13.3%
55Δ4.6669.0%9.3%
60Δ4.8858.2%5.3%
65Δ5.2761.6%3.1%
70Δ5.8581.2%2.8%
75Δ6.42100.8%2.6%
80Δ7.00120.4%2.3%

20Δ

Calls
Pseudo strike
9.22
IV
211.7%
B/E move
101.9%
Puts
Pseudo strike
3.11
IV
144.1%
B/E move
37.3%

25Δ

Calls
Pseudo strike
9.96
IV
256.8%
B/E move
119.9%
Puts
Pseudo strike
3.33
IV
133.4%
B/E move
33.3%

30Δ

Calls
Pseudo strike
8.46
IV
199.1%
B/E move
87.1%
Puts
Pseudo strike
3.55
IV
122.6%
B/E move
29.3%

35Δ

Calls
Pseudo strike
6.85
IV
136.3%
B/E move
51.7%
Puts
Pseudo strike
3.78
IV
111.9%
B/E move
25.3%

40Δ

Calls
Pseudo strike
5.24
IV
73.5%
B/E move
16.4%
Puts
Pseudo strike
4.00
IV
101.2%
B/E move
21.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
90.4%
B/E move
17.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
79.7%
B/E move
13.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
69.0%
B/E move
9.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
58.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.27
IV
61.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.85
IV
81.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.42
IV
100.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.00
IV
120.4%
B/E move
2.3%

Options history

No recorded observations