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Garmin Ltd GRMN

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-04T09:39:07.137Z

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 · 2026-11-04T00:00:00.002604007Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:39:06.590097+00:00

Share price$271.44
1D-0.7%
AH$270$271$273$274$2755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRMN
Sold putSold callAH

Garmin Ltd options

Live interpolated GRMN call and put midpoint premiums by absolute delta.Garmin Ltd$1.46$6.41$11.36$16.31$21.26$238.41$254.90$271.40$287.89$304.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRMN spot · $271.44GRMN PRICE$2.00$2.74$3.49$4.25$5.20$6.15$7.10$8.05$9.72$11.48$13.23$15.06$18.34$2.40$3.14$4.05$5.00$5.95$6.93$8.28$9.63$10.98$12.33$14.82$17.33$19.83
PutsCheap0.74×
CallsFair0.96×
SkewBearish+2.05 pp
Implied moveBearish±$15.38
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ286.9328.9%6.4%255.7135.3%6.7%
25Δ284.5830.3%5.9%259.2335.4%5.7%
30Δ282.2431.6%5.3%262.1035.2%4.9%
35Δ279.8832.9%4.7%264.7934.9%4.3%
40Δ277.4832.6%4.1%267.4834.6%3.7%
45Δ275.0732.3%3.6%270.1534.4%3.0%
50Δ272.6632.0%3.1%272.6034.1%2.6%
55Δ270.2631.7%2.5%275.0633.8%2.2%
60Δ267.6732.2%2.2%277.5133.5%1.8%
65Δ265.0732.8%1.9%279.9633.2%1.4%
70Δ262.4733.3%1.6%283.1833.6%1.1%
75Δ259.8033.9%1.3%286.4233.9%0.9%
80Δ255.8534.9%1.0%289.6634.3%0.6%

20Δ

Calls
Pseudo strike
286.93
IV
28.9%
B/E move
6.4%
Puts
Pseudo strike
255.71
IV
35.3%
B/E move
6.7%

25Δ

Calls
Pseudo strike
284.58
IV
30.3%
B/E move
5.9%
Puts
Pseudo strike
259.23
IV
35.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
282.24
IV
31.6%
B/E move
5.3%
Puts
Pseudo strike
262.10
IV
35.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
279.88
IV
32.9%
B/E move
4.7%
Puts
Pseudo strike
264.79
IV
34.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
277.48
IV
32.6%
B/E move
4.1%
Puts
Pseudo strike
267.48
IV
34.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
275.07
IV
32.3%
B/E move
3.6%
Puts
Pseudo strike
270.15
IV
34.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
272.66
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
272.60
IV
34.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
270.26
IV
31.7%
B/E move
2.5%
Puts
Pseudo strike
275.06
IV
33.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
267.67
IV
32.2%
B/E move
2.2%
Puts
Pseudo strike
277.51
IV
33.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
265.07
IV
32.8%
B/E move
1.9%
Puts
Pseudo strike
279.96
IV
33.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
262.47
IV
33.3%
B/E move
1.6%
Puts
Pseudo strike
283.18
IV
33.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
259.80
IV
33.9%
B/E move
1.3%
Puts
Pseudo strike
286.42
IV
33.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
255.85
IV
34.9%
B/E move
1.0%
Puts
Pseudo strike
289.66
IV
34.3%
B/E move
0.6%

Options history

IV · four-Friday blend29.86%
Daily close
GRMN24.3%32.4%40.4%2026-08-06: 29.00%2026-08-07: 28.39%2026-08-10: 27.90%2026-08-11: 26.68%2026-08-12: 26.97%2026-08-13: 26.90%2026-08-14: 25.44%2026-08-17: 27.14%2026-08-18: 27.41%2026-08-21: 28.82%2026-08-24: 28.88%2026-08-25: 28.89%2026-08-26: 28.20%2026-08-27: 28.91%2026-08-28: 28.29%2026-08-31: 29.01%2026-09-01: 29.23%2026-09-02: 29.29%2026-09-03: 28.62%2026-09-04: 28.85%2026-09-08: 30.35%2026-09-09: 30.23%2026-09-10: 30.23%2026-09-11: 29.85%2026-09-14: 30.81%2026-09-15: 31.48%2026-09-16: 33.07%2026-09-18: 31.67%2026-09-21: 31.75%2026-09-22: 32.60%2026-09-23: 32.48%2026-09-24: 33.84%2026-09-25: 32.92%2026-09-28: 33.25%2026-09-29: 33.43%2026-09-30: 33.24%2026-10-01: 33.64%2026-10-02: 33.92%2026-10-05: 33.69%2026-10-06: 33.80%2026-10-07: 34.20%2026-10-08: 34.66%2026-10-09: 34.64%2026-10-12: 35.98%2026-10-13: 36.63%2026-10-16: 36.87%2026-10-19: 36.44%2026-10-20: 36.77%2026-10-21: 36.82%2026-10-22: 37.80%2026-10-23: 37.97%2026-10-26: 38.96%2026-10-27: 39.29%2026-10-28: 29.00%2026-10-29: 29.13%2026-10-30: 29.86%Aug 6Sep 18Oct 30
56 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
29.00%
28.39%
27.90%
26.68%
26.97%
26.90%
25.44%
27.14%
27.41%
28.82%
28.88%
28.89%
28.20%
28.91%
28.29%
29.01%
29.23%
29.29%
28.62%
28.85%
30.35%
30.23%
30.23%
29.85%
30.81%
31.48%
33.07%
31.67%
31.75%
32.60%
32.48%
33.84%
32.92%
33.25%
33.43%
33.24%
33.64%
33.92%
33.69%
33.80%
34.20%
34.66%
34.64%
35.98%
36.63%
36.87%
36.44%
36.77%
36.82%
37.80%
37.97%
38.96%
39.29%
29.00%
29.13%
29.86%