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Asbury Automotive Group, Inc. ABG

i

Market dataready · fetched 2026-11-07T06:20:12.179Z

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 · 2026-11-07T00:00:00.003993295Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:20:11.062588+00:00

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.$1.63$6.14$10.66$15.18$19.70$165.38$183.05$200.71$218.37$236.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABG spot · $202.65ABG PRICE$2.11$2.75$3.46$4.17$5.12$6.23$7.33$8.44$9.70$11.19$13.14$15.82$18.40$2.22$2.84$3.52$4.58$5.70$6.76$7.78$8.80$9.82$10.87$12.95$15.03$17.10
PutsExpensive1.10×
CallsCheap0.74×
SkewBullish-4.34 pp
Implied moveBearish±$15.11
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ221.8552.0%10.5%188.1749.9%8.2%
25Δ217.4949.6%8.7%191.6847.5%6.8%
30Δ214.3648.9%7.5%194.5746.1%5.7%
35Δ211.2448.3%6.3%196.8947.4%5.1%
40Δ208.5648.3%5.4%199.1149.0%4.6%
45Δ206.1848.7%4.8%201.3148.8%4.0%
50Δ203.8049.2%4.2%203.5147.4%3.4%
55Δ201.4249.6%3.6%205.7045.9%2.8%
60Δ199.0049.9%3.0%207.8944.5%2.3%
65Δ196.5250.0%2.5%210.1043.1%1.7%
70Δ193.7051.2%2.1%212.8143.0%1.4%
75Δ190.3554.2%1.7%215.5342.8%1.1%
80Δ186.9854.5%1.3%218.2442.7%0.7%

20Δ

Calls
Pseudo strike
221.85
IV
52.0%
B/E move
10.5%
Puts
Pseudo strike
188.17
IV
49.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
217.49
IV
49.6%
B/E move
8.7%
Puts
Pseudo strike
191.68
IV
47.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
214.36
IV
48.9%
B/E move
7.5%
Puts
Pseudo strike
194.57
IV
46.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
211.24
IV
48.3%
B/E move
6.3%
Puts
Pseudo strike
196.89
IV
47.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
208.56
IV
48.3%
B/E move
5.4%
Puts
Pseudo strike
199.11
IV
49.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
206.18
IV
48.7%
B/E move
4.8%
Puts
Pseudo strike
201.31
IV
48.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
203.80
IV
49.2%
B/E move
4.2%
Puts
Pseudo strike
203.51
IV
47.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
201.42
IV
49.6%
B/E move
3.6%
Puts
Pseudo strike
205.70
IV
45.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
199.00
IV
49.9%
B/E move
3.0%
Puts
Pseudo strike
207.89
IV
44.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
196.52
IV
50.0%
B/E move
2.5%
Puts
Pseudo strike
210.10
IV
43.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
193.70
IV
51.2%
B/E move
2.1%
Puts
Pseudo strike
212.81
IV
43.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
190.35
IV
54.2%
B/E move
1.7%
Puts
Pseudo strike
215.53
IV
42.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
186.98
IV
54.5%
B/E move
1.3%
Puts
Pseudo strike
218.24
IV
42.7%
B/E move
0.7%

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%