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Garrett Motion Inc. Common Stock GTX

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Market dataready · fetched 2026-11-12T03:05:33.694Z

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 · 2026-11-11T21:00:10.595147214Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:05:33.259543+00:00

Share price$21.00
1D+0.2%
AH$20.63$20.77$20.91$21.05$21.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTX
Sold putSold callAH

Garrett Motion Inc. Common Stock options

Live interpolated GTX call and put midpoint premiums by absolute delta.Garrett Motion Inc. Common Stock$0.39$1.19$2.00$2.80$3.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGTX PRICE$0.47$0.51$0.62$0.82$1.14$1.46$1.83$2.24$2.55$0.47$0.54$0.71$0.59$0.83$1.08$1.32$1.72$2.18$3.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.26120.7%15.3%
25Δ23.84106.6%15.8%19.15100.6%11.3%
30Δ22.8388.8%11.2%19.58102.7%10.1%
35Δ22.3686.4%9.4%
40Δ
45Δ
50Δ21.1041.0%2.3%
55Δ20.8153.3%3.0%21.3747.0%2.2%
60Δ20.4964.3%3.0%21.6453.0%2.1%
65Δ20.1675.2%3.0%21.9159.0%1.9%
70Δ19.7684.0%2.8%22.3565.6%1.7%
75Δ19.2690.6%2.4%22.8772.5%1.5%
80Δ18.8490.3%1.9%24.0894.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.26
IV
120.7%
B/E move
15.3%

25Δ

Calls
Pseudo strike
23.84
IV
106.6%
B/E move
15.8%
Puts
Pseudo strike
19.15
IV
100.6%
B/E move
11.3%

30Δ

Calls
Pseudo strike
22.83
IV
88.8%
B/E move
11.2%
Puts
Pseudo strike
19.58
IV
102.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
22.36
IV
86.4%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.10
IV
41.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
20.81
IV
53.3%
B/E move
3.0%
Puts
Pseudo strike
21.37
IV
47.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
20.49
IV
64.3%
B/E move
3.0%
Puts
Pseudo strike
21.64
IV
53.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
20.16
IV
75.2%
B/E move
3.0%
Puts
Pseudo strike
21.91
IV
59.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
19.76
IV
84.0%
B/E move
2.8%
Puts
Pseudo strike
22.35
IV
65.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
19.26
IV
90.6%
B/E move
2.4%
Puts
Pseudo strike
22.87
IV
72.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
18.84
IV
90.3%
B/E move
1.9%
Puts
Pseudo strike
24.08
IV
94.3%
B/E move
1.4%

Options history

IV · four-Friday blend52.88%
Daily close
GTX44.1%67.9%91.7%2026-08-13: 54.39%2026-08-14: 50.98%2026-08-17: 55.61%2026-08-18: 64.47%2026-08-19: 63.05%2026-08-20: 81.76%2026-08-21: 48.39%2026-08-24: 48.39%2026-08-25: 50.86%2026-08-26: 50.27%2026-08-27: 49.81%2026-08-28: 47.70%2026-08-31: 47.40%2026-09-01: 49.10%2026-09-02: 47.58%2026-09-03: 50.34%2026-09-04: 49.45%2026-09-08: 50.72%2026-09-09: 57.21%2026-09-10: 57.39%2026-09-11: 53.87%2026-09-14: 51.31%2026-09-15: 66.60%2026-09-16: 72.01%2026-09-17: 88.46%2026-09-18: 51.95%2026-09-21: 55.30%2026-09-22: 55.93%2026-09-23: 56.55%2026-09-24: 52.97%2026-09-25: 51.24%2026-09-28: 54.79%2026-09-29: 54.97%2026-09-30: 56.41%2026-10-01: 49.72%2026-10-02: 49.70%2026-10-05: 59.77%2026-10-06: 55.63%2026-10-07: 54.02%2026-10-08: 58.13%2026-10-09: 60.12%2026-10-12: 66.69%2026-10-13: 56.84%2026-10-14: 73.62%2026-10-15: 67.80%2026-10-16: 51.65%2026-10-19: 55.02%2026-10-20: 50.07%2026-10-21: 54.90%2026-10-22: 55.03%2026-10-23: 56.90%2026-10-26: 62.10%2026-10-27: 59.14%2026-10-28: 58.68%2026-10-29: 51.51%2026-10-30: 52.88%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
54.39%
50.98%
55.61%
64.47%
63.05%
81.76%
48.39%
48.39%
50.86%
50.27%
49.81%
47.70%
47.40%
49.10%
47.58%
50.34%
49.45%
50.72%
57.21%
57.39%
53.87%
51.31%
66.60%
72.01%
88.46%
51.95%
55.30%
55.93%
56.55%
52.97%
51.24%
54.79%
54.97%
56.41%
49.72%
49.70%
59.77%
55.63%
54.02%
58.13%
60.12%
66.69%
56.84%
73.62%
67.80%
51.65%
55.02%
50.07%
54.90%
55.03%
56.90%
62.10%
59.14%
58.68%
51.51%
52.88%