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AutoNation, Inc. AN

i

Market datapartial · fetched 2026-11-06T14:34:47.707Z

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

FundamentalsAlpha Vantage · unavailable

Share priceAN
1D
Price history unavailable.

AutoNation, Inc. options

Live interpolated AN call and put midpoint premiums by absolute delta.AutoNation, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEAN 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 blend38.62%
Daily close
AN30.7%38.8%47.0%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 10Sep 23Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%