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CarGurus, Inc. Class A Common Stock CARG

i

Market dataready · fetched 2026-11-07T01:13:04.256Z

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 · 2026-11-06T21:00:09.150426186Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:13:03.816735+00:00

Share price$33.74
1D-6.3%
AH$33$35$36$38$395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCARG
Sold putSold callAH

CarGurus, Inc. Class A Common Stock options

Live interpolated CARG call and put midpoint premiums by absolute delta.CarGurus, Inc. Class A Common Stock$0.33$1.69$3.06$4.42$5.78$28.22$31.32$34.43$37.53$40.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CARG spot · $33.74CARG PRICE$0.74$1.02$1.30$1.51$1.59$1.76$3.52$5.02$5.39$0.47$0.68$0.92$0.88$1.07$1.26$1.46$1.66$1.86$2.12$2.37$2.66
Puts——
Calls——
Skew——
Implied moveBullish±$3.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7661.5%10.2%
25Δ38.1081.6%15.1%31.3962.5%9.0%
30Δ37.4687.0%14.1%31.8467.2%8.3%
35Δ36.8191.7%12.9%
40Δ35.8588.3%10.7%33.1943.6%4.2%
45Δ34.8577.4%8.0%33.5644.3%3.7%
50Δ34.1573.0%6.4%33.9245.0%3.2%
55Δ34.2944.4%2.7%
60Δ34.6543.6%2.2%
65Δ35.0242.7%1.7%
70Δ31.4784.3%3.7%35.3941.6%1.4%
75Δ29.96108.2%3.7%35.7740.5%1.0%
80Δ29.22100.0%2.6%36.1739.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.76
IV
61.5%
B/E move
10.2%

25Δ

Calls
Pseudo strike
38.10
IV
81.6%
B/E move
15.1%
Puts
Pseudo strike
31.39
IV
62.5%
B/E move
9.0%

30Δ

Calls
Pseudo strike
37.46
IV
87.0%
B/E move
14.1%
Puts
Pseudo strike
31.84
IV
67.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
36.81
IV
91.7%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
35.85
IV
88.3%
B/E move
10.7%
Puts
Pseudo strike
33.19
IV
43.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
34.85
IV
77.4%
B/E move
8.0%
Puts
Pseudo strike
33.56
IV
44.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
34.15
IV
73.0%
B/E move
6.4%
Puts
Pseudo strike
33.92
IV
45.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.29
IV
44.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.65
IV
43.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.02
IV
42.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
31.47
IV
84.3%
B/E move
3.7%
Puts
Pseudo strike
35.39
IV
41.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
29.96
IV
108.2%
B/E move
3.7%
Puts
Pseudo strike
35.77
IV
40.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
29.22
IV
100.0%
B/E move
2.6%
Puts
Pseudo strike
36.17
IV
39.2%
B/E move
0.7%

Options history

IV · four-Friday blend58.14%
Daily close
CARG37.5%55.3%73.1%2026-08-10: 44.19%2026-08-11: 46.66%2026-08-12: 46.96%2026-08-13: 45.60%2026-08-14: 52.81%2026-08-17: 51.54%2026-08-18: 49.72%2026-08-19: 53.39%2026-08-20: 56.09%2026-08-21: 40.86%2026-08-24: 46.71%2026-08-25: 42.90%2026-08-26: 41.01%2026-08-27: 40.36%2026-08-28: 42.04%2026-08-31: 41.51%2026-09-01: 42.28%2026-09-02: 39.95%2026-09-03: 45.16%2026-09-04: 40.25%2026-09-08: 45.32%2026-09-09: 41.89%2026-09-10: 47.80%2026-09-11: 52.06%2026-09-14: 46.68%2026-09-15: 57.59%2026-09-16: 62.17%2026-09-17: 58.49%2026-09-18: 44.65%2026-09-21: 46.39%2026-09-22: 45.59%2026-09-23: 48.76%2026-09-24: 50.42%2026-09-25: 49.60%2026-09-28: 49.21%2026-09-29: 48.26%2026-09-30: 52.24%2026-10-01: 50.65%2026-10-02: 49.94%2026-10-05: 50.33%2026-10-06: 52.78%2026-10-07: 52.72%2026-10-08: 52.85%2026-10-09: 48.81%2026-10-12: 59.55%2026-10-13: 58.35%2026-10-14: 59.29%2026-10-15: 70.62%2026-10-16: 53.12%2026-10-19: 51.58%2026-10-20: 55.22%2026-10-21: 58.57%2026-10-22: 58.54%2026-10-23: 57.04%2026-10-26: 61.26%2026-10-27: 59.48%2026-10-28: 57.48%2026-10-29: 56.35%2026-10-30: 58.14%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.19%
46.66%
46.96%
45.60%
52.81%
51.54%
49.72%
53.39%
56.09%
40.86%
46.71%
42.90%
41.01%
40.36%
42.04%
41.51%
42.28%
39.95%
45.16%
40.25%
45.32%
41.89%
47.80%
52.06%
46.68%
57.59%
62.17%
58.49%
44.65%
46.39%
45.59%
48.76%
50.42%
49.60%
49.21%
48.26%
52.24%
50.65%
49.94%
50.33%
52.78%
52.72%
52.85%
48.81%
59.55%
58.35%
59.29%
70.62%
53.12%
51.58%
55.22%
58.57%
58.54%
57.04%
61.26%
59.48%
57.48%
56.35%
58.14%