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Penske Automotive Group, Inc. PAG

i

Market dataready · fetched 2026-11-12T02:57:02.722Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.000388811Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:57:01.805637+00:00

Share price$214.23
1D+0.6%
AH$212.58$213.02$213.46$213.91$214.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAG
Sold putSold callAH

Penske Automotive Group, Inc. options

Live interpolated PAG call and put midpoint premiums by absolute delta.Penske Automotive Group, Inc.$0.84$3.60$6.35$9.11$11.86$186.61$201.54$216.46$231.38$246.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PAG spot · $214.23PAG PRICE$1.86$2.79$3.71$4.63$5.55$6.47$7.39$8.31$9.23$10.15$11.07$1.14$1.77$2.40$3.03$3.67$4.30$4.93$5.56$6.20$6.83
Puts——
Calls——
Skew——
Implied moveBullish±$10.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ211.207.9%1.9%
25Δ212.138.7%1.8%
30Δ218.8110.4%3.0%213.079.4%1.7%
35Δ217.4110.5%2.8%214.0010.2%1.5%
40Δ216.0210.5%2.6%214.9311.0%1.4%
45Δ214.6310.6%2.3%215.8711.8%1.2%
50Δ213.2410.6%2.1%216.8012.5%1.1%
55Δ211.8510.7%1.9%217.7313.3%1.0%
60Δ210.4610.7%1.7%218.6714.1%0.8%
65Δ209.0610.8%1.5%219.6014.9%0.7%
70Δ207.6710.8%1.2%
75Δ206.2810.9%1.0%
80Δ204.8910.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
211.20
IV
7.9%
B/E move
1.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
212.13
IV
8.7%
B/E move
1.8%

30Δ

Calls
Pseudo strike
218.81
IV
10.4%
B/E move
3.0%
Puts
Pseudo strike
213.07
IV
9.4%
B/E move
1.7%

35Δ

Calls
Pseudo strike
217.41
IV
10.5%
B/E move
2.8%
Puts
Pseudo strike
214.00
IV
10.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
216.02
IV
10.5%
B/E move
2.6%
Puts
Pseudo strike
214.93
IV
11.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
214.63
IV
10.6%
B/E move
2.3%
Puts
Pseudo strike
215.87
IV
11.8%
B/E move
1.2%

50Δ

Calls
Pseudo strike
213.24
IV
10.6%
B/E move
2.1%
Puts
Pseudo strike
216.80
IV
12.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
211.85
IV
10.7%
B/E move
1.9%
Puts
Pseudo strike
217.73
IV
13.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
210.46
IV
10.7%
B/E move
1.7%
Puts
Pseudo strike
218.67
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
209.06
IV
10.8%
B/E move
1.5%
Puts
Pseudo strike
219.60
IV
14.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
207.67
IV
10.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
206.28
IV
10.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
204.89
IV
10.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations