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Gray Media, Inc. GTN

i

Market dataready · fetched 2026-11-04T08:53:24.627Z

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 · 2026-11-04T00:00:00.002674182Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T08:53:24.221620+00:00

Share price$4.69
1D+0.9%
AH$4.63$4.69$4.76$4.82$4.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTN
Sold putSold callAH

Gray Media, Inc. options

Live interpolated GTN call and put midpoint premiums by absolute delta.Gray Media, Inc.$0.08$0.65$1.21$1.77$2.34$4.10$4.40$4.71$5.02$5.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 GTN spot · $4.69GTN PRICE$0.14$0.16$0.29$0.53$0.76$1.00$1.24$1.47$1.71$1.94$2.18$0.16$0.20$0.23$0.26$0.29$0.33$0.36$0.39$0.42
Puts——
Calls——
Skew——
Implied moveBullish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.09190.8%37.5%
25Δ3.31176.9%33.7%
30Δ5.6592.7%23.4%3.52163.0%29.8%
35Δ5.2180.7%14.7%3.74149.2%25.9%
40Δ4.8790.8%10.2%3.95135.3%22.0%
45Δ4.63122.4%9.9%4.17121.4%18.1%
50Δ4.38154.0%9.7%4.38107.6%14.2%
55Δ4.13185.6%9.4%4.6093.7%10.3%
60Δ3.88217.2%9.2%4.8179.9%6.4%
65Δ3.64248.8%8.9%
70Δ3.39280.4%8.6%
75Δ3.14312.0%8.4%
80Δ2.89343.6%8.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.09
IV
190.8%
B/E move
37.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
176.9%
B/E move
33.7%

30Δ

Calls
Pseudo strike
5.65
IV
92.7%
B/E move
23.4%
Puts
Pseudo strike
3.52
IV
163.0%
B/E move
29.8%

35Δ

Calls
Pseudo strike
5.21
IV
80.7%
B/E move
14.7%
Puts
Pseudo strike
3.74
IV
149.2%
B/E move
25.9%

40Δ

Calls
Pseudo strike
4.87
IV
90.8%
B/E move
10.2%
Puts
Pseudo strike
3.95
IV
135.3%
B/E move
22.0%

45Δ

Calls
Pseudo strike
4.63
IV
122.4%
B/E move
9.9%
Puts
Pseudo strike
4.17
IV
121.4%
B/E move
18.1%

50Δ

Calls
Pseudo strike
4.38
IV
154.0%
B/E move
9.7%
Puts
Pseudo strike
4.38
IV
107.6%
B/E move
14.2%

55Δ

Calls
Pseudo strike
4.13
IV
185.6%
B/E move
9.4%
Puts
Pseudo strike
4.60
IV
93.7%
B/E move
10.3%

60Δ

Calls
Pseudo strike
3.88
IV
217.2%
B/E move
9.2%
Puts
Pseudo strike
4.81
IV
79.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
3.64
IV
248.8%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.39
IV
280.4%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.14
IV
312.0%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.89
IV
343.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.99%
Daily close
GTN56.5%74.8%93.0%2026-08-13: 86.31%2026-08-19: 90.51%2026-08-21: 62.66%2026-08-24: 67.78%2026-08-25: 66.77%2026-08-26: 66.85%2026-09-03: 58.99%Aug 13Aug 24Sep 3
7 observations2026-08-13 — 2026-09-03
Table
DateIV (%)
86.31%
90.51%
62.66%
67.78%
66.77%
66.85%
58.99%