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Asbury Automotive Group, Inc. ABG

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-11-05T18:19:34.059Z

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 · 2026-11-05T18:19:21.611357365Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:13:20.674562+00:00

Share price$205.05
1D-4.5%
$203$207$210$213$2165:30 AM6:30 AM9:00 AM1:00 PMABG
Sold putSold call

Asbury Automotive Group, Inc. options

Live interpolated ABG call and put midpoint premiums by absolute delta.Asbury Automotive Group, Inc.$1.94$7.10$12.27$17.43$22.60$153.46$175.53$197.60$219.67$241.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ABG spot · $205.05ABG PRICE$3.70$4.56$5.42$6.40$7.54$8.68$9.82$11.22$13.01$15.28$17.98$2.49$3.29$4.10$4.90$6.02$7.38$8.74$10.10$11.81$13.77$15.73$17.81$21.11
PutsExpensive1.10×
Calls——
Skew——
Implied moveBearish±$16.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.2450.9%8.9%
25Δ192.4749.9%7.7%
30Δ217.5148.3%7.9%195.5648.6%6.6%
35Δ214.5748.0%6.9%198.6647.2%5.5%
40Δ211.6447.8%5.9%201.4346.9%4.7%
45Δ208.9147.5%5.0%203.9547.4%4.1%
50Δ206.4347.1%4.4%206.4647.9%3.6%
55Δ203.9646.6%3.7%208.9848.3%3.0%
60Δ201.4846.2%3.0%211.7048.4%2.5%
65Δ198.9346.1%2.5%214.5548.2%2.1%
70Δ196.2646.6%2.1%217.4148.1%1.6%
75Δ193.1947.7%1.7%220.3747.9%1.2%
80Δ189.7749.2%1.3%224.3547.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
189.24
IV
50.9%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
192.47
IV
49.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
217.51
IV
48.3%
B/E move
7.9%
Puts
Pseudo strike
195.56
IV
48.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
214.57
IV
48.0%
B/E move
6.9%
Puts
Pseudo strike
198.66
IV
47.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
211.64
IV
47.8%
B/E move
5.9%
Puts
Pseudo strike
201.43
IV
46.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
208.91
IV
47.5%
B/E move
5.0%
Puts
Pseudo strike
203.95
IV
47.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
206.43
IV
47.1%
B/E move
4.4%
Puts
Pseudo strike
206.46
IV
47.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
203.96
IV
46.6%
B/E move
3.7%
Puts
Pseudo strike
208.98
IV
48.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
201.48
IV
46.2%
B/E move
3.0%
Puts
Pseudo strike
211.70
IV
48.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
198.93
IV
46.1%
B/E move
2.5%
Puts
Pseudo strike
214.55
IV
48.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
196.26
IV
46.6%
B/E move
2.1%
Puts
Pseudo strike
217.41
IV
48.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
193.19
IV
47.7%
B/E move
1.7%
Puts
Pseudo strike
220.37
IV
47.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
189.77
IV
49.2%
B/E move
1.3%
Puts
Pseudo strike
224.35
IV
47.7%
B/E move
0.9%

Options history

IV · four-Friday blend42.30%
Daily close
ABG35.7%45.5%55.2%2026-08-07: 41.27%2026-08-10: 41.31%2026-08-11: 40.85%2026-08-12: 41.72%2026-08-13: 39.09%2026-08-14: 39.11%2026-08-17: 41.64%2026-08-18: 40.18%2026-08-19: 45.21%2026-08-21: 38.39%2026-08-24: 39.30%2026-08-25: 38.28%2026-08-26: 38.32%2026-08-27: 37.56%2026-08-28: 38.25%2026-08-31: 37.72%2026-09-01: 37.75%2026-09-02: 37.23%2026-09-03: 37.10%2026-09-04: 37.03%2026-09-08: 39.34%2026-09-09: 39.10%2026-09-10: 38.49%2026-09-11: 38.50%2026-09-14: 39.21%2026-09-16: 43.17%2026-09-17: 47.36%2026-09-18: 41.95%2026-09-21: 40.98%2026-09-22: 40.77%2026-09-23: 41.10%2026-09-24: 40.97%2026-09-25: 40.93%2026-09-28: 41.94%2026-09-29: 43.97%2026-09-30: 42.82%2026-10-01: 43.14%2026-10-02: 42.61%2026-10-05: 43.41%2026-10-06: 43.54%2026-10-07: 42.79%2026-10-08: 42.09%2026-10-09: 42.62%2026-10-12: 44.94%2026-10-13: 49.71%2026-10-14: 52.41%2026-10-15: 53.88%2026-10-16: 46.76%2026-10-19: 46.97%2026-10-20: 46.37%2026-10-21: 46.82%2026-10-22: 48.36%2026-10-23: 46.57%2026-10-26: 48.07%2026-10-27: 43.72%2026-10-28: 40.27%2026-10-29: 40.62%2026-10-30: 42.30%Aug 7Sep 21Oct 30
58 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
41.27%
41.31%
40.85%
41.72%
39.09%
39.11%
41.64%
40.18%
45.21%
38.39%
39.30%
38.28%
38.32%
37.56%
38.25%
37.72%
37.75%
37.23%
37.10%
37.03%
39.34%
39.10%
38.49%
38.50%
39.21%
43.17%
47.36%
41.95%
40.98%
40.77%
41.10%
40.97%
40.93%
41.94%
43.97%
42.82%
43.14%
42.61%
43.41%
43.54%
42.79%
42.09%
42.62%
44.94%
49.71%
52.41%
53.88%
46.76%
46.97%
46.37%
46.82%
48.36%
46.57%
48.07%
43.72%
40.27%
40.62%
42.30%