IntraAlpha
Create free account Start free

Frontier Group Holdings, Inc. Common Stock ULCC

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-11-12T02:50:32.624Z

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 · 2026-11-11T23:57:08.848211092Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:50:32.252844+00:00

Share price$8.00
1D-1.8%
AH$7.95$8.03$8.11$8.18$8.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMULCC
Sold putSold callAH

Frontier Group Holdings, Inc. Common Stock options

Live interpolated ULCC call and put midpoint premiums by absolute delta.Frontier Group Holdings, Inc. Common Stock$0.10$0.43$0.77$1.10$1.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEULCC PRICE$0.14$0.17$0.22$0.27$0.32$0.37$0.42$0.51$0.66$0.82$0.97$1.13$1.34$0.16$0.20$0.24$0.28$0.32$0.36
Puts——
CallsCheap0.86×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.47111.5%20.0%7.04105.5%14.0%
25Δ8.9594.3%13.9%7.22100.0%12.3%
30Δ8.7893.4%12.4%7.3994.6%10.6%
35Δ8.6192.5%11.0%7.5789.1%8.9%
40Δ8.4491.5%9.5%7.7483.7%7.2%
45Δ8.2790.6%8.0%7.9278.2%5.5%
50Δ8.1089.7%6.5%
55Δ7.9292.0%5.4%
60Δ7.7299.3%4.8%
65Δ7.53106.6%4.3%
70Δ7.33114.0%3.7%
75Δ7.13121.3%3.2%
80Δ6.87128.2%2.6%

20Δ

Calls
Pseudo strike
9.47
IV
111.5%
B/E move
20.0%
Puts
Pseudo strike
7.04
IV
105.5%
B/E move
14.0%

25Δ

Calls
Pseudo strike
8.95
IV
94.3%
B/E move
13.9%
Puts
Pseudo strike
7.22
IV
100.0%
B/E move
12.3%

30Δ

Calls
Pseudo strike
8.78
IV
93.4%
B/E move
12.4%
Puts
Pseudo strike
7.39
IV
94.6%
B/E move
10.6%

35Δ

Calls
Pseudo strike
8.61
IV
92.5%
B/E move
11.0%
Puts
Pseudo strike
7.57
IV
89.1%
B/E move
8.9%

40Δ

Calls
Pseudo strike
8.44
IV
91.5%
B/E move
9.5%
Puts
Pseudo strike
7.74
IV
83.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
8.27
IV
90.6%
B/E move
8.0%
Puts
Pseudo strike
7.92
IV
78.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
8.10
IV
89.7%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.92
IV
92.0%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.72
IV
99.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.53
IV
106.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.33
IV
114.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.13
IV
121.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.87
IV
128.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.79%
Daily EOD
ULCC77.6%85.7%93.8%2026-10-19: 81.10%2026-10-20: 82.36%2026-10-21: 85.10%2026-10-22: 84.41%2026-10-23: 88.26%2026-10-26: 92.66%2026-10-27: 90.98%2026-10-28: 81.71%2026-10-29: 78.74%2026-10-30: 79.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.10%
82.36%
85.10%
84.41%
88.26%
92.66%
90.98%
81.71%
78.74%
79.79%