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Asbury Automotive Group, Inc. ABG

i

Market datapartial · fetched 2026-11-07T10:22:43.929Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.003993295Z

FundamentalsAlpha Vantage · unavailable

Share price$202.65
1D+0.1%
AH$202$203$204$206$2075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABG
Sold putSold callAH

Asbury Automotive Group, Inc. options

Live interpolated ABG call and put midpoint premiums by absolute delta.Asbury Automotive Group, Inc.$0.00$0.27$0.54$0.81$1.08$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.30%
Daily close
ABG35.7%45.5%55.2%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 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%