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Gentherm Inc Common Stock THRM

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Market datapartial · fetched 2026-10-22T22:14:16.474Z

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 · 2026-10-22T20:34:59.154890929Z

FundamentalsAlpha Vantage · unavailable

Share price$26.15
1D-5.4%
AH$25.13$25.93$26.73$27.52$28.325:30 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$0.66$2.75$4.84$6.93$9.02$17.08$22.45$27.83$33.21$38.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THRM spot · $26.15THRM PRICE$0.89$0.96$2.45$2.03$1.21$1.61$2.00$2.39$2.79$3.27$3.87$4.47$5.15$1.99$2.45$2.32$1.02$1.30$1.58$1.86$2.13$2.41$3.15$4.91$6.66$8.41
PutsCheap0.87×
CallsExpensive1.38×
SkewBullish-19.29 pp
Implied moveBullish±$3.86
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.30123.5%46.0%19.52179.5%32.9%
25Δ35.43104.0%39.2%21.19173.2%28.3%
30Δ46.90239.1%88.7%23.11134.2%20.5%
35Δ36.05158.0%45.6%25.0453.8%8.2%
40Δ27.8763.2%11.2%25.5553.7%7.3%
45Δ27.2467.2%10.3%26.0653.6%6.4%
50Δ26.6171.3%9.4%26.5753.5%5.5%
55Δ25.9775.3%8.5%27.0753.4%4.6%
60Δ25.3479.3%7.6%27.5853.3%3.7%
65Δ24.6082.9%6.6%28.5255.6%3.0%
70Δ23.7485.9%5.6%30.4062.9%2.5%
75Δ22.8688.6%4.5%32.2770.2%2.1%
80Δ21.9187.0%3.5%34.1577.6%1.6%

20Δ

Calls
Pseudo strike
37.30
IV
123.5%
B/E move
46.0%
Puts
Pseudo strike
19.52
IV
179.5%
B/E move
32.9%

25Δ

Calls
Pseudo strike
35.43
IV
104.0%
B/E move
39.2%
Puts
Pseudo strike
21.19
IV
173.2%
B/E move
28.3%

30Δ

Calls
Pseudo strike
46.90
IV
239.1%
B/E move
88.7%
Puts
Pseudo strike
23.11
IV
134.2%
B/E move
20.5%

35Δ

Calls
Pseudo strike
36.05
IV
158.0%
B/E move
45.6%
Puts
Pseudo strike
25.04
IV
53.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
27.87
IV
63.2%
B/E move
11.2%
Puts
Pseudo strike
25.55
IV
53.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
27.24
IV
67.2%
B/E move
10.3%
Puts
Pseudo strike
26.06
IV
53.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
26.61
IV
71.3%
B/E move
9.4%
Puts
Pseudo strike
26.57
IV
53.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
25.97
IV
75.3%
B/E move
8.5%
Puts
Pseudo strike
27.07
IV
53.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
25.34
IV
79.3%
B/E move
7.6%
Puts
Pseudo strike
27.58
IV
53.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
24.60
IV
82.9%
B/E move
6.6%
Puts
Pseudo strike
28.52
IV
55.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
23.74
IV
85.9%
B/E move
5.6%
Puts
Pseudo strike
30.40
IV
62.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
22.86
IV
88.6%
B/E move
4.5%
Puts
Pseudo strike
32.27
IV
70.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
21.91
IV
87.0%
B/E move
3.5%
Puts
Pseudo strike
34.15
IV
77.6%
B/E move
1.6%

Options history

No recorded observations