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Sonic Automotive, Inc. SAH

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Market datapartial · fetched 2026-10-22T23:45:33.201Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001569003Z

FundamentalsAlpha Vantage · unavailable

Share price$63.14
1D+3.2%
AH$60.72$61.50$62.29$63.07$63.855:30 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.$1.47$3.80$6.13$8.46$10.80$49.27$56.33$63.40$70.47$77.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAH spot · $63.14SAH PRICE$2.45$2.45$1.72$2.13$2.55$2.96$3.57$4.24$4.90$5.57$6.44$7.38$8.33$2.02$2.54$2.99$3.44$3.75$4.04$4.33$4.70$5.56$6.42$7.28$8.34$10.13
PutsExpensive1.10×
CallsFair1.03×
SkewBullish-2.95 pp
Implied moveBearish±$7.90
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.41148.8%59.7%52.7289.8%19.7%
25Δ81.29107.0%32.6%55.4384.9%16.2%
30Δ69.5154.3%12.8%57.5779.0%13.6%
35Δ68.1154.0%11.2%59.7273.1%10.9%
40Δ66.7153.6%9.7%61.1767.4%9.1%
45Δ65.3153.3%8.1%62.5161.7%7.4%
50Δ64.0453.7%7.1%63.8556.1%5.7%
55Δ62.8054.4%6.2%65.1951.2%4.2%
60Δ61.5755.1%5.3%66.4650.9%3.5%
65Δ60.3455.7%4.4%67.7350.5%2.9%
70Δ58.9955.5%3.6%69.0150.2%2.2%
75Δ57.6054.8%2.9%70.4550.1%1.6%
80Δ56.2154.2%2.2%72.5351.0%1.2%

20Δ

Calls
Pseudo strike
98.41
IV
148.8%
B/E move
59.7%
Puts
Pseudo strike
52.72
IV
89.8%
B/E move
19.7%

25Δ

Calls
Pseudo strike
81.29
IV
107.0%
B/E move
32.6%
Puts
Pseudo strike
55.43
IV
84.9%
B/E move
16.2%

30Δ

Calls
Pseudo strike
69.51
IV
54.3%
B/E move
12.8%
Puts
Pseudo strike
57.57
IV
79.0%
B/E move
13.6%

35Δ

Calls
Pseudo strike
68.11
IV
54.0%
B/E move
11.2%
Puts
Pseudo strike
59.72
IV
73.1%
B/E move
10.9%

40Δ

Calls
Pseudo strike
66.71
IV
53.6%
B/E move
9.7%
Puts
Pseudo strike
61.17
IV
67.4%
B/E move
9.1%

45Δ

Calls
Pseudo strike
65.31
IV
53.3%
B/E move
8.1%
Puts
Pseudo strike
62.51
IV
61.7%
B/E move
7.4%

50Δ

Calls
Pseudo strike
64.04
IV
53.7%
B/E move
7.1%
Puts
Pseudo strike
63.85
IV
56.1%
B/E move
5.7%

55Δ

Calls
Pseudo strike
62.80
IV
54.4%
B/E move
6.2%
Puts
Pseudo strike
65.19
IV
51.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
61.57
IV
55.1%
B/E move
5.3%
Puts
Pseudo strike
66.46
IV
50.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
60.34
IV
55.7%
B/E move
4.4%
Puts
Pseudo strike
67.73
IV
50.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
58.99
IV
55.5%
B/E move
3.6%
Puts
Pseudo strike
69.01
IV
50.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
57.60
IV
54.8%
B/E move
2.9%
Puts
Pseudo strike
70.45
IV
50.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.21
IV
54.2%
B/E move
2.2%
Puts
Pseudo strike
72.53
IV
51.0%
B/E move
1.2%

Options history

No recorded observations