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General Motors Company GM

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-08T21:13:12.696Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:30:33.098533818Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T21:10:20.419927+00:00

Share price$86.32
1D-3.1%
AH$85.80$86.64$87.49$88.34$89.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGM
Sold putSold callAH

General Motors Company options

Live interpolated GM call and put midpoint premiums by absolute delta.General Motors Company$0.32$1.71$3.09$4.47$5.86$80.39$84.03$87.67$91.32$94.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GM spot · $86.32GM PRICE$0.47$0.64$0.82$1.02$1.23$1.44$1.71$1.98$2.32$2.72$3.24$4.08$5.46$0.54$0.72$0.91$1.13$1.35$1.56$1.87$2.20$2.53$2.90$3.34$3.74$4.25
PutsExpensive1.06×
CallsExpensive1.08×
SkewBullish-0.92 pp
Implied moveBearish±$3.57
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.2142.7%5.1%82.5846.7%5.0%
25Δ89.5043.3%4.4%83.3746.3%4.2%
30Δ88.8543.8%3.9%84.0845.9%3.6%
35Δ88.2244.0%3.4%84.7146.0%3.2%
40Δ87.6243.8%2.9%85.3245.4%2.7%
45Δ87.0343.3%2.5%85.9244.0%2.3%
50Δ86.4843.4%2.2%86.4944.5%2.0%
55Δ85.9243.6%1.8%87.0645.1%1.7%
60Δ85.3643.8%1.6%87.6444.7%1.4%
65Δ84.7444.7%1.3%88.2444.4%1.1%
70Δ84.0546.6%1.1%88.8744.3%0.9%
75Δ83.0851.3%1.0%89.4742.9%0.7%
80Δ81.6059.9%0.9%90.1542.2%0.5%

20Δ

Calls
Pseudo strike
90.21
IV
42.7%
B/E move
5.1%
Puts
Pseudo strike
82.58
IV
46.7%
B/E move
5.0%

25Δ

Calls
Pseudo strike
89.50
IV
43.3%
B/E move
4.4%
Puts
Pseudo strike
83.37
IV
46.3%
B/E move
4.2%

30Δ

Calls
Pseudo strike
88.85
IV
43.8%
B/E move
3.9%
Puts
Pseudo strike
84.08
IV
45.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
88.22
IV
44.0%
B/E move
3.4%
Puts
Pseudo strike
84.71
IV
46.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
87.62
IV
43.8%
B/E move
2.9%
Puts
Pseudo strike
85.32
IV
45.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
87.03
IV
43.3%
B/E move
2.5%
Puts
Pseudo strike
85.92
IV
44.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
86.48
IV
43.4%
B/E move
2.2%
Puts
Pseudo strike
86.49
IV
44.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
85.92
IV
43.6%
B/E move
1.8%
Puts
Pseudo strike
87.06
IV
45.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
85.36
IV
43.8%
B/E move
1.6%
Puts
Pseudo strike
87.64
IV
44.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
84.74
IV
44.7%
B/E move
1.3%
Puts
Pseudo strike
88.24
IV
44.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
84.05
IV
46.6%
B/E move
1.1%
Puts
Pseudo strike
88.87
IV
44.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
83.08
IV
51.3%
B/E move
1.0%
Puts
Pseudo strike
89.47
IV
42.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
81.60
IV
59.9%
B/E move
0.9%
Puts
Pseudo strike
90.15
IV
42.2%
B/E move
0.5%

Options history

IV · four-Friday blend35.94%
Daily close
GM26.6%38.8%50.9%2026-08-10: 33.61%2026-08-11: 32.97%2026-08-12: 31.62%2026-08-13: 31.22%2026-08-14: 28.30%2026-08-17: 32.09%2026-08-18: 31.68%2026-08-19: 31.68%2026-08-20: 32.43%2026-08-21: 30.48%2026-08-24: 33.51%2026-08-25: 32.32%2026-08-26: 32.22%2026-08-27: 31.05%2026-08-28: 28.86%2026-08-31: 30.33%2026-09-01: 31.77%2026-09-02: 31.17%2026-09-03: 30.93%2026-09-04: 28.93%2026-09-08: 33.13%2026-09-09: 36.69%2026-09-10: 37.56%2026-09-11: 31.33%2026-09-14: 33.54%2026-09-15: 34.16%2026-09-16: 34.76%2026-09-17: 32.16%2026-09-18: 33.24%2026-09-21: 34.71%2026-09-22: 33.88%2026-09-23: 34.29%2026-09-24: 36.50%2026-09-25: 35.58%2026-09-28: 36.35%2026-09-29: 35.63%2026-09-30: 37.18%2026-10-01: 37.44%2026-10-02: 35.78%2026-10-05: 37.76%2026-10-06: 39.59%2026-10-07: 39.68%2026-10-08: 40.40%2026-10-09: 38.54%2026-10-12: 41.12%2026-10-13: 44.18%2026-10-14: 46.25%2026-10-15: 43.99%2026-10-16: 47.90%2026-10-19: 49.24%2026-10-20: 35.74%2026-10-21: 34.18%2026-10-22: 34.63%2026-10-23: 33.19%2026-10-26: 34.24%2026-10-27: 35.83%2026-10-28: 38.28%2026-10-29: 36.37%2026-10-30: 35.94%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.61%
32.97%
31.62%
31.22%
28.30%
32.09%
31.68%
31.68%
32.43%
30.48%
33.51%
32.32%
32.22%
31.05%
28.86%
30.33%
31.77%
31.17%
30.93%
28.93%
33.13%
36.69%
37.56%
31.33%
33.54%
34.16%
34.76%
32.16%
33.24%
34.71%
33.88%
34.29%
36.50%
35.58%
36.35%
35.63%
37.18%
37.44%
35.78%
37.76%
39.59%
39.68%
40.40%
38.54%
41.12%
44.18%
46.25%
43.99%
47.90%
49.24%
35.74%
34.18%
34.63%
33.19%
34.24%
35.83%
38.28%
36.37%
35.94%