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Penske Automotive Group, Inc. PAG

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Market datapartial · fetched 2026-10-22T23:00:49.673Z

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 · 2026-10-22T23:00:00.001651327Z

FundamentalsAlpha Vantage · unavailable

Share price$212.11
1D-0.0%
AH$211.80$211.97$212.13$212.30$212.475:30 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.$1.32$4.57$7.83$11.08$14.34$-0.21$0.14$0.50$0.86$1.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPAG PRICE$3.51$9.02$1.67$2.28$2.90$3.51$4.13$4.74$5.36$5.97$6.58$7.20$7.81$8.43$13.40
PutsCheap0.86×
CallsCheap0.22×
SkewBearish+9.06 pp
Implied move——
TiltBearish71.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.5921.7%5.7%
25Δ203.2321.2%5.3%
30Δ204.8820.8%4.8%
35Δ206.5220.3%4.3%
40Δ208.1619.8%3.8%
45Δ209.8119.3%3.3%
50Δ211.4518.8%2.8%
55Δ213.1018.3%2.3%
60Δ214.7417.8%1.9%
65Δ216.3917.3%1.4%
70Δ218.0316.8%0.9%
75Δ209.897.2%0.6%219.6716.4%0.4%
80Δ204.1713.2%0.5%224.9021.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
201.59
IV
21.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
203.23
IV
21.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
204.88
IV
20.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
206.52
IV
20.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
208.16
IV
19.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
209.81
IV
19.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
211.45
IV
18.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
213.10
IV
18.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
214.74
IV
17.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
216.39
IV
17.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
218.03
IV
16.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
209.89
IV
7.2%
B/E move
0.6%
Puts
Pseudo strike
219.67
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
204.17
IV
13.2%
B/E move
0.5%
Puts
Pseudo strike
224.90
IV
21.3%
B/E move
0.3%

Options history

No recorded observations