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GrowGeneration Corp. Common Stock GRWG

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-04T02:52:05.350Z

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 · 2026-11-03T21:00:00.935666972Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T02:52:04.962252+00:00

Share price$1.50
1D-0.7%
AH$1.47$1.49$1.52$1.54$1.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRWG
Sold putSold callAH

GrowGeneration Corp. Common Stock options

Live interpolated GRWG call and put midpoint premiums by absolute delta.GrowGeneration Corp. Common Stock$0.08$0.18$0.29$0.39$0.50$1.19$1.34$1.49$1.64$1.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GRWG spot · $1.50GRWG PRICE$0.09$0.12$0.16$0.19$0.22$0.25$0.29$0.32$0.35$0.39$0.42$0.45$0.38$0.39$0.40$0.40$0.41$0.42$0.43$0.44$0.44$0.45$0.46$0.47
Puts——
Calls——
Skew——
Implied moveBearish±$0.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.04579.7%56.0%
25Δ1.87119.8%30.5%1.10546.3%52.4%
30Δ1.80122.7%28.4%1.17512.9%48.7%
35Δ1.74125.6%26.2%1.23479.6%45.0%
40Δ1.67128.5%24.0%1.29446.2%41.3%
45Δ1.61131.3%21.9%1.36412.8%37.6%
50Δ1.54134.2%19.7%1.42379.4%33.9%
55Δ1.48137.1%17.5%1.48346.1%30.2%
60Δ1.41140.0%15.3%1.55312.7%26.5%
65Δ1.35142.9%13.2%1.61279.3%22.8%
70Δ1.28145.8%11.0%1.67245.9%19.2%
75Δ1.21148.7%8.8%1.73212.6%15.5%
80Δ1.15151.6%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
579.7%
B/E move
56.0%

25Δ

Calls
Pseudo strike
1.87
IV
119.8%
B/E move
30.5%
Puts
Pseudo strike
1.10
IV
546.3%
B/E move
52.4%

30Δ

Calls
Pseudo strike
1.80
IV
122.7%
B/E move
28.4%
Puts
Pseudo strike
1.17
IV
512.9%
B/E move
48.7%

35Δ

Calls
Pseudo strike
1.74
IV
125.6%
B/E move
26.2%
Puts
Pseudo strike
1.23
IV
479.6%
B/E move
45.0%

40Δ

Calls
Pseudo strike
1.67
IV
128.5%
B/E move
24.0%
Puts
Pseudo strike
1.29
IV
446.2%
B/E move
41.3%

45Δ

Calls
Pseudo strike
1.61
IV
131.3%
B/E move
21.9%
Puts
Pseudo strike
1.36
IV
412.8%
B/E move
37.6%

50Δ

Calls
Pseudo strike
1.54
IV
134.2%
B/E move
19.7%
Puts
Pseudo strike
1.42
IV
379.4%
B/E move
33.9%

55Δ

Calls
Pseudo strike
1.48
IV
137.1%
B/E move
17.5%
Puts
Pseudo strike
1.48
IV
346.1%
B/E move
30.2%

60Δ

Calls
Pseudo strike
1.41
IV
140.0%
B/E move
15.3%
Puts
Pseudo strike
1.55
IV
312.7%
B/E move
26.5%

65Δ

Calls
Pseudo strike
1.35
IV
142.9%
B/E move
13.2%
Puts
Pseudo strike
1.61
IV
279.3%
B/E move
22.8%

70Δ

Calls
Pseudo strike
1.28
IV
145.8%
B/E move
11.0%
Puts
Pseudo strike
1.67
IV
245.9%
B/E move
19.2%

75Δ

Calls
Pseudo strike
1.21
IV
148.7%
B/E move
8.8%
Puts
Pseudo strike
1.73
IV
212.6%
B/E move
15.5%

80Δ

Calls
Pseudo strike
1.15
IV
151.6%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations