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Frontier Group Holdings, Inc. Common Stock ULCC

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Market datapartial · fetched 2026-10-22T14:52:42.947Z

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 · 2026-10-22T14:52:40.274062994Z

FundamentalsAlpha Vantage · unavailable

Share price$5.22
1D+5.8%
$4.74$4.87$5.00$5.13$5.265:30 AM6:30 AM9:00 AM1:00 PMULCC
Sold putSold call

Frontier Group Holdings, Inc. Common Stock options

Live interpolated ULCC call and put midpoint premiums by absolute delta.Frontier Group Holdings, Inc. Common Stock$0.08$0.63$1.18$1.73$2.27$3.27$4.15$5.04$5.92$6.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ULCC spot · $5.21ULCC PRICE$0.14$0.17$0.21$0.27$0.33$0.40$0.46$0.53$0.60$0.68$0.78$0.87$0.97$0.22$0.29$0.36$0.43$0.53$0.66$0.80$0.94$1.08$1.35$1.69$2.12
PutsExpensive1.32×
CallsFair1.01×
SkewBearish+23.81 pp
Implied moveBearish±$1.27
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.8696.1%34.2%4.20108.4%23.5%
25Δ6.5090.6%28.0%4.42106.6%20.7%
30Δ6.1485.2%21.8%4.64104.9%17.9%
35Δ5.9083.5%18.2%4.86103.1%15.0%
40Δ5.7384.3%16.3%5.08102.5%12.7%
45Δ5.5785.1%14.4%5.29103.6%11.3%
50Δ5.4085.8%12.5%5.50104.8%9.9%
55Δ5.2386.6%10.6%5.71106.0%8.5%
60Δ5.0787.3%8.6%5.92107.2%7.0%
65Δ4.9185.4%7.2%6.25111.7%5.9%
70Δ4.7681.5%6.1%6.65118.2%5.0%
75Δ4.6077.7%5.0%7.12126.9%4.1%
80Δ4.4573.9%3.9%

20Δ

Calls
Pseudo strike
6.86
IV
96.1%
B/E move
34.2%
Puts
Pseudo strike
4.20
IV
108.4%
B/E move
23.5%

25Δ

Calls
Pseudo strike
6.50
IV
90.6%
B/E move
28.0%
Puts
Pseudo strike
4.42
IV
106.6%
B/E move
20.7%

30Δ

Calls
Pseudo strike
6.14
IV
85.2%
B/E move
21.8%
Puts
Pseudo strike
4.64
IV
104.9%
B/E move
17.9%

35Δ

Calls
Pseudo strike
5.90
IV
83.5%
B/E move
18.2%
Puts
Pseudo strike
4.86
IV
103.1%
B/E move
15.0%

40Δ

Calls
Pseudo strike
5.73
IV
84.3%
B/E move
16.3%
Puts
Pseudo strike
5.08
IV
102.5%
B/E move
12.7%

45Δ

Calls
Pseudo strike
5.57
IV
85.1%
B/E move
14.4%
Puts
Pseudo strike
5.29
IV
103.6%
B/E move
11.3%

50Δ

Calls
Pseudo strike
5.40
IV
85.8%
B/E move
12.5%
Puts
Pseudo strike
5.50
IV
104.8%
B/E move
9.9%

55Δ

Calls
Pseudo strike
5.23
IV
86.6%
B/E move
10.6%
Puts
Pseudo strike
5.71
IV
106.0%
B/E move
8.5%

60Δ

Calls
Pseudo strike
5.07
IV
87.3%
B/E move
8.6%
Puts
Pseudo strike
5.92
IV
107.2%
B/E move
7.0%

65Δ

Calls
Pseudo strike
4.91
IV
85.4%
B/E move
7.2%
Puts
Pseudo strike
6.25
IV
111.7%
B/E move
5.9%

70Δ

Calls
Pseudo strike
4.76
IV
81.5%
B/E move
6.1%
Puts
Pseudo strike
6.65
IV
118.2%
B/E move
5.0%

75Δ

Calls
Pseudo strike
4.60
IV
77.7%
B/E move
5.0%
Puts
Pseudo strike
7.12
IV
126.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
4.45
IV
73.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations