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Sonic Automotive, Inc. SAH

i

Market dataready · fetched 2026-11-12T01:43:02.201Z

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 · 2026-11-12T00:00:00.00132457Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:43:01.225290+00:00

Share price$63.23
1D+3.3%
AH$60.78$61.44$62.10$62.76$63.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAH
Sold putSold callAH

Sonic Automotive, Inc. options

Live interpolated SAH call and put midpoint premiums by absolute delta.Sonic Automotive, Inc.$1.03$3.25$5.48$7.71$9.94$52.78$57.55$62.33$67.10$71.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SAH spot · $63.23SAH PRICE$1.49$1.83$2.17$2.48$2.66$2.84$3.02$3.20$3.38$3.56$3.74$1.27$1.72$2.16$2.57$2.78$3.00$3.22$3.44$4.08$5.47$6.86$8.20$9.30
PutsExpensive1.78×
Calls——
Skew——
Implied moveBearish±$5.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.88103.5%13.6%
25Δ57.35103.2%12.0%
30Δ67.2969.4%8.8%58.82102.9%10.4%
35Δ66.4873.7%8.0%60.20101.1%8.8%
40Δ65.6777.9%7.3%61.2493.5%7.6%
45Δ64.8980.5%6.5%62.2785.8%6.3%
50Δ64.1974.9%5.7%63.3078.2%5.0%
55Δ63.5069.4%4.9%64.3470.5%3.7%
60Δ62.8163.9%4.1%65.5768.3%2.8%
65Δ62.1258.4%3.3%67.1475.9%2.5%
70Δ61.4352.8%2.5%68.7183.4%2.2%
75Δ60.7447.3%1.7%70.2588.7%1.9%
80Δ60.0541.8%0.9%71.6484.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.88
IV
103.5%
B/E move
13.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.35
IV
103.2%
B/E move
12.0%

30Δ

Calls
Pseudo strike
67.29
IV
69.4%
B/E move
8.8%
Puts
Pseudo strike
58.82
IV
102.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
66.48
IV
73.7%
B/E move
8.0%
Puts
Pseudo strike
60.20
IV
101.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
65.67
IV
77.9%
B/E move
7.3%
Puts
Pseudo strike
61.24
IV
93.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
64.89
IV
80.5%
B/E move
6.5%
Puts
Pseudo strike
62.27
IV
85.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
64.19
IV
74.9%
B/E move
5.7%
Puts
Pseudo strike
63.30
IV
78.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
63.50
IV
69.4%
B/E move
4.9%
Puts
Pseudo strike
64.34
IV
70.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
62.81
IV
63.9%
B/E move
4.1%
Puts
Pseudo strike
65.57
IV
68.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
62.12
IV
58.4%
B/E move
3.3%
Puts
Pseudo strike
67.14
IV
75.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
61.43
IV
52.8%
B/E move
2.5%
Puts
Pseudo strike
68.71
IV
83.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
60.74
IV
47.3%
B/E move
1.7%
Puts
Pseudo strike
70.25
IV
88.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
60.05
IV
41.8%
B/E move
0.9%
Puts
Pseudo strike
71.64
IV
84.3%
B/E move
1.4%

Options history

IV · four-Friday blend48.47%
Daily EOD
SAH45.9%49.0%52.2%2026-10-19: 49.01%2026-10-20: 48.28%2026-10-21: 51.26%2026-10-22: 48.65%2026-10-23: 50.39%2026-10-26: 51.73%2026-10-27: 50.57%2026-10-28: 50.12%2026-10-29: 46.36%2026-10-30: 48.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.01%
48.28%
51.26%
48.65%
50.39%
51.73%
50.57%
50.12%
46.36%
48.47%