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GPGI, Inc. GPGI

i

Market datapartial · fetched 2026-11-03T20:17:30.886Z

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

PriceAlpaca · sip · 2026-11-03T20:17:25.256728443Z

FundamentalsAlpha Vantage · unavailable

Share price$11.68
1D-1.1%
$11.58$11.65$11.71$11.77$11.845:30 AM6:30 AM9:00 AM1:00 PMGPGI
Sold putSold call

GPGI, Inc. options

Live interpolated GPGI call and put midpoint premiums by absolute delta.GPGI, 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 PRICEGPGI 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 blend72.05%
Daily close
GPGI55.8%78.5%101.1%2026-08-05: 73.27%2026-08-07: 64.02%2026-08-21: 64.33%2026-08-24: 64.13%2026-08-25: 58.95%2026-08-26: 60.43%2026-08-31: 63.29%2026-09-01: 60.25%2026-09-15: 71.57%2026-09-18: 62.75%2026-09-21: 63.71%2026-09-22: 65.74%2026-09-23: 64.96%2026-09-24: 65.08%2026-09-30: 65.98%2026-10-02: 68.82%2026-10-07: 66.83%2026-10-08: 68.56%2026-10-09: 66.06%2026-10-12: 80.52%2026-10-14: 71.89%2026-10-15: 97.97%2026-10-16: 68.22%2026-10-19: 67.81%2026-10-20: 63.27%2026-10-21: 76.96%2026-10-22: 79.55%2026-10-23: 72.22%2026-10-26: 84.71%2026-10-27: 78.15%2026-10-28: 82.93%2026-10-29: 69.84%2026-10-30: 72.05%Aug 5Oct 7Oct 30
33 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
73.27%
64.02%
64.33%
64.13%
58.95%
60.43%
63.29%
60.25%
71.57%
62.75%
63.71%
65.74%
64.96%
65.08%
65.98%
68.82%
66.83%
68.56%
66.06%
80.52%
71.89%
97.97%
68.22%
67.81%
63.27%
76.96%
79.55%
72.22%
84.71%
78.15%
82.93%
69.84%
72.05%