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Garmin Ltd GRMN

i

Market dataready · fetched 2026-11-06T14:14:54.366Z

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 · 2026-11-06T14:14:27.074255493Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-06T14:14:53.811701+00:00

Share price$284.00
1D+0.0%
$283.86$283.93$284.00$284.07$284.145:30 AM6:30 AM9:00 AM1:00 PMGRMN
Sold putSold call

Garmin Ltd options

Live interpolated GRMN call and put midpoint premiums by absolute delta.Garmin Ltd$1.33$8.56$15.78$23.01$30.23$249.25$265.65$282.05$298.45$314.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GRMN spot · $284.00GRMN PRICE$2.30$3.01$4.01$5.00$5.99$7.41$9.01$10.62$12.52$15.58$18.63$23.05$28.15$2.11$2.78$3.45$4.12$4.83$5.62$6.42$7.21$8.00
Puts——
CallsFair1.03×
Skew——
Implied moveBullish±$15.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ304.0737.9%7.9%269.9033.0%5.7%
25Δ299.6737.4%6.6%272.7032.1%5.0%
30Δ296.7438.0%5.9%275.4631.1%4.2%
35Δ293.8238.6%5.2%278.2130.2%3.5%
40Δ290.9039.1%4.5%280.6629.3%2.9%
45Δ288.0240.1%4.0%282.5528.4%2.5%
50Δ285.1541.2%3.6%284.4427.4%2.1%
55Δ282.2942.4%3.1%286.3326.5%1.7%
60Δ279.2043.9%2.7%288.2225.5%1.3%
65Δ275.2646.9%2.4%
70Δ271.3149.8%2.1%
75Δ266.0253.8%1.8%
80Δ260.0658.3%1.5%

20Δ

Calls
Pseudo strike
304.07
IV
37.9%
B/E move
7.9%
Puts
Pseudo strike
269.90
IV
33.0%
B/E move
5.7%

25Δ

Calls
Pseudo strike
299.67
IV
37.4%
B/E move
6.6%
Puts
Pseudo strike
272.70
IV
32.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
296.74
IV
38.0%
B/E move
5.9%
Puts
Pseudo strike
275.46
IV
31.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
293.82
IV
38.6%
B/E move
5.2%
Puts
Pseudo strike
278.21
IV
30.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
290.90
IV
39.1%
B/E move
4.5%
Puts
Pseudo strike
280.66
IV
29.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
288.02
IV
40.1%
B/E move
4.0%
Puts
Pseudo strike
282.55
IV
28.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
285.15
IV
41.2%
B/E move
3.6%
Puts
Pseudo strike
284.44
IV
27.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
282.29
IV
42.4%
B/E move
3.1%
Puts
Pseudo strike
286.33
IV
26.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
279.20
IV
43.9%
B/E move
2.7%
Puts
Pseudo strike
288.22
IV
25.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
275.26
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
271.31
IV
49.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
266.02
IV
53.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
260.06
IV
58.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.86%
Daily close
GRMN24.3%32.4%40.4%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 10Sep 21Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%