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Gentherm Inc Common Stock THRM

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T01:45:07.047Z

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 · 2026-11-11T22:17:11.323440065Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:45:05.787292+00:00

Share price$29.94
1D-0.9%
AH$29.49$29.67$29.86$30.05$30.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHRM
Sold putSold callAH

Gentherm Inc Common Stock options

Live interpolated THRM call and put midpoint premiums by absolute delta.Gentherm Inc Common Stock$0.41$1.18$1.94$2.71$3.47$27.41$28.70$29.98$31.27$32.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive THRM spot · $29.94THRM PRICE$0.95$1.10$1.25$1.35$1.43$1.52$1.60$1.68$1.76$1.00$0.50$0.68$0.87$1.05$1.24$1.48$1.84$2.19$2.54$2.90$3.25
Puts——
Calls——
Skew——
Implied moveBearish±$2.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.86169.0%20.3%
25Δ28.1962.6%7.5%
30Δ28.5864.6%6.8%
35Δ28.9766.7%6.1%
40Δ31.2373.8%7.5%29.3668.7%5.4%
45Δ30.7172.6%6.3%29.7670.8%4.7%
50Δ30.1971.3%5.0%30.1972.2%4.1%
55Δ29.8667.6%4.2%30.7072.7%3.6%
60Δ29.6362.3%3.8%31.2073.2%3.1%
65Δ29.4157.1%3.3%31.7173.7%2.6%
70Δ29.1851.9%2.8%32.2174.2%2.1%
75Δ28.9546.7%2.3%32.7274.7%1.6%
80Δ28.7341.5%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.86
IV
169.0%
B/E move
20.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.19
IV
62.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.58
IV
64.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.97
IV
66.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
31.23
IV
73.8%
B/E move
7.5%
Puts
Pseudo strike
29.36
IV
68.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
30.71
IV
72.6%
B/E move
6.3%
Puts
Pseudo strike
29.76
IV
70.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
30.19
IV
71.3%
B/E move
5.0%
Puts
Pseudo strike
30.19
IV
72.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
29.86
IV
67.6%
B/E move
4.2%
Puts
Pseudo strike
30.70
IV
72.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
29.63
IV
62.3%
B/E move
3.8%
Puts
Pseudo strike
31.20
IV
73.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
29.41
IV
57.1%
B/E move
3.3%
Puts
Pseudo strike
31.71
IV
73.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
29.18
IV
51.9%
B/E move
2.8%
Puts
Pseudo strike
32.21
IV
74.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
28.95
IV
46.7%
B/E move
2.3%
Puts
Pseudo strike
32.72
IV
74.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
28.73
IV
41.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.65%
Daily EOD
THRM52.2%57.7%63.2%2026-10-19: 54.49%2026-10-20: 52.94%2026-10-21: 55.85%2026-10-22: 56.73%2026-10-23: 62.44%2026-10-26: 56.39%2026-10-27: 55.39%2026-10-28: 56.89%2026-10-29: 58.13%2026-10-30: 56.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.49%
52.94%
55.85%
56.73%
62.44%
56.39%
55.39%
56.89%
58.13%
56.65%