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AutoNation, Inc. AN

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-11-03T22:19:39.171Z

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 · 2026-11-03T21:10:00.002482846Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T22:19:36.599239+00:00

Share price$178.51
1D-4.3%
AH$178$180$183$185$1875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAN
Sold putSold callAH

AutoNation, Inc. options

Live interpolated AN call and put midpoint premiums by absolute delta.AutoNation, Inc.$1.40$5.38$9.35$13.32$17.29$146.49$161.78$177.08$192.37$207.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AN spot · $178.51AN PRICE$1.83$2.45$3.04$3.60$4.36$5.22$6.14$7.28$8.42$9.87$11.39$13.57$16.15$1.86$2.44$3.01$3.57$4.25$5.05$5.86$6.90$8.08$9.25$10.68$12.12$14.83
PutsCheap0.91×
CallsCheap0.72×
SkewBullish-6.21 pp
Implied moveBullish±$12.00
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ194.8344.6%10.2%166.5141.0%7.8%
25Δ191.7644.4%8.8%169.1740.5%6.6%
30Δ188.8043.5%7.5%171.5439.2%5.6%
35Δ185.9941.7%6.2%173.7837.6%4.6%
40Δ183.6741.3%5.3%175.8136.6%3.9%
45Δ181.6241.7%4.7%177.5936.3%3.3%
50Δ179.5642.1%4.0%179.3636.1%2.8%
55Δ177.4942.6%3.5%181.2036.1%2.4%
60Δ175.4143.1%3.0%183.0636.3%2.0%
65Δ173.1543.6%2.5%184.9236.5%1.6%
70Δ170.8544.1%2.1%186.9436.0%1.3%
75Δ168.0145.6%1.7%188.9835.6%0.9%
80Δ164.8247.8%1.4%192.1637.3%0.7%

20Δ

Calls
Pseudo strike
194.83
IV
44.6%
B/E move
10.2%
Puts
Pseudo strike
166.51
IV
41.0%
B/E move
7.8%

25Δ

Calls
Pseudo strike
191.76
IV
44.4%
B/E move
8.8%
Puts
Pseudo strike
169.17
IV
40.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
188.80
IV
43.5%
B/E move
7.5%
Puts
Pseudo strike
171.54
IV
39.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
185.99
IV
41.7%
B/E move
6.2%
Puts
Pseudo strike
173.78
IV
37.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
183.67
IV
41.3%
B/E move
5.3%
Puts
Pseudo strike
175.81
IV
36.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
181.62
IV
41.7%
B/E move
4.7%
Puts
Pseudo strike
177.59
IV
36.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
179.56
IV
42.1%
B/E move
4.0%
Puts
Pseudo strike
179.36
IV
36.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
177.49
IV
42.6%
B/E move
3.5%
Puts
Pseudo strike
181.20
IV
36.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
175.41
IV
43.1%
B/E move
3.0%
Puts
Pseudo strike
183.06
IV
36.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
173.15
IV
43.6%
B/E move
2.5%
Puts
Pseudo strike
184.92
IV
36.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
170.85
IV
44.1%
B/E move
2.1%
Puts
Pseudo strike
186.94
IV
36.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
168.01
IV
45.6%
B/E move
1.7%
Puts
Pseudo strike
188.98
IV
35.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
164.82
IV
47.8%
B/E move
1.4%
Puts
Pseudo strike
192.16
IV
37.3%
B/E move
0.7%

Options history

IV · four-Friday blend38.62%
Daily close
AN30.7%38.8%47.0%2026-08-05: 34.84%2026-08-06: 35.45%2026-08-07: 34.83%2026-08-10: 35.90%2026-08-11: 34.96%2026-08-12: 35.21%2026-08-13: 35.66%2026-08-14: 34.87%2026-08-18: 37.03%2026-08-21: 35.02%2026-08-24: 36.12%2026-08-25: 34.65%2026-08-26: 35.27%2026-08-27: 33.80%2026-08-28: 31.82%2026-08-31: 33.09%2026-09-01: 33.00%2026-09-02: 32.23%2026-09-03: 32.18%2026-09-04: 32.24%2026-09-08: 34.26%2026-09-09: 33.86%2026-09-10: 33.77%2026-09-11: 33.15%2026-09-14: 35.11%2026-09-16: 38.42%2026-09-18: 34.56%2026-09-21: 37.01%2026-09-22: 37.05%2026-09-23: 37.74%2026-09-24: 37.37%2026-09-25: 37.12%2026-09-28: 37.62%2026-09-29: 38.51%2026-09-30: 38.45%2026-10-01: 38.74%2026-10-02: 38.38%2026-10-05: 37.90%2026-10-06: 39.10%2026-10-07: 39.39%2026-10-08: 40.85%2026-10-09: 39.33%2026-10-12: 41.02%2026-10-13: 42.02%2026-10-14: 42.68%2026-10-15: 45.83%2026-10-16: 41.21%2026-10-19: 42.20%2026-10-20: 43.21%2026-10-21: 44.59%2026-10-22: 43.99%2026-10-23: 44.50%2026-10-26: 45.08%2026-10-27: 44.54%2026-10-28: 45.64%2026-10-29: 45.15%2026-10-30: 38.62%Aug 5Sep 22Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.84%
35.45%
34.83%
35.90%
34.96%
35.21%
35.66%
34.87%
37.03%
35.02%
36.12%
34.65%
35.27%
33.80%
31.82%
33.09%
33.00%
32.23%
32.18%
32.24%
34.26%
33.86%
33.77%
33.15%
35.11%
38.42%
34.56%
37.01%
37.05%
37.74%
37.37%
37.12%
37.62%
38.51%
38.45%
38.74%
38.38%
37.90%
39.10%
39.39%
40.85%
39.33%
41.02%
42.02%
42.68%
45.83%
41.21%
42.20%
43.21%
44.59%
43.99%
44.50%
45.08%
44.54%
45.64%
45.15%
38.62%