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Garrett Motion Inc. Common Stock GTX

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-07T21:44:48.126Z

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 · 2026-11-06T21:00:06.181027325Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:44:47.686508+00:00

Share price$20.13
1D+2.7%
AH$19.48$19.74$20.00$20.26$20.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTX
Sold putSold callAH

Garrett Motion Inc. Common Stock options

Live interpolated GTX call and put midpoint premiums by absolute delta.Garrett Motion Inc. Common Stock$0.30$0.97$1.63$2.30$2.96$15.83$18.01$20.19$22.37$24.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GTX spot · $20.13GTX PRICE$0.44$0.65$0.87$1.08$1.29$1.47$1.64$1.86$2.20$0.38$0.62$0.90$1.17$1.26$1.37$1.62$1.88$2.13$2.39$2.56$2.66$2.77
PutsExpensive1.40×
Calls——
Skew——
Implied moveBearish±$2.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8982.5%13.0%
25Δ18.3191.1%12.1%
30Δ18.65103.1%11.8%
35Δ20.9048.1%6.0%18.99115.1%11.5%
40Δ20.6856.2%6.0%19.51104.9%9.4%
45Δ20.4664.4%5.9%20.0394.8%7.3%
50Δ20.2372.5%5.9%20.4893.3%6.3%
55Δ20.0180.6%5.8%20.9291.7%5.4%
60Δ19.6478.7%4.9%21.3690.2%4.5%
65Δ19.2876.6%3.9%21.8188.6%3.5%
70Δ18.8975.4%3.1%22.1383.6%2.8%
75Δ18.4377.5%2.5%22.3776.1%2.1%
80Δ22.6068.5%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.89
IV
82.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.31
IV
91.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.65
IV
103.1%
B/E move
11.8%

35Δ

Calls
Pseudo strike
20.90
IV
48.1%
B/E move
6.0%
Puts
Pseudo strike
18.99
IV
115.1%
B/E move
11.5%

40Δ

Calls
Pseudo strike
20.68
IV
56.2%
B/E move
6.0%
Puts
Pseudo strike
19.51
IV
104.9%
B/E move
9.4%

45Δ

Calls
Pseudo strike
20.46
IV
64.4%
B/E move
5.9%
Puts
Pseudo strike
20.03
IV
94.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
20.23
IV
72.5%
B/E move
5.9%
Puts
Pseudo strike
20.48
IV
93.3%
B/E move
6.3%

55Δ

Calls
Pseudo strike
20.01
IV
80.6%
B/E move
5.8%
Puts
Pseudo strike
20.92
IV
91.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
19.64
IV
78.7%
B/E move
4.9%
Puts
Pseudo strike
21.36
IV
90.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
19.28
IV
76.6%
B/E move
3.9%
Puts
Pseudo strike
21.81
IV
88.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
18.89
IV
75.4%
B/E move
3.1%
Puts
Pseudo strike
22.13
IV
83.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.43
IV
77.5%
B/E move
2.5%
Puts
Pseudo strike
22.37
IV
76.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.60
IV
68.5%
B/E move
1.5%

Options history

IV · four-Friday blend52.88%
Daily close
GTX44.1%67.9%91.7%2026-08-10: 53.91%2026-08-11: 60.10%2026-08-12: 50.23%2026-08-13: 54.39%2026-08-14: 50.98%2026-08-17: 55.61%2026-08-18: 64.47%2026-08-19: 63.05%2026-08-20: 81.76%2026-08-21: 48.39%2026-08-24: 48.39%2026-08-25: 50.86%2026-08-26: 50.27%2026-08-27: 49.81%2026-08-28: 47.70%2026-08-31: 47.40%2026-09-01: 49.10%2026-09-02: 47.58%2026-09-03: 50.34%2026-09-04: 49.45%2026-09-08: 50.72%2026-09-09: 57.21%2026-09-10: 57.39%2026-09-11: 53.87%2026-09-14: 51.31%2026-09-15: 66.60%2026-09-16: 72.01%2026-09-17: 88.46%2026-09-18: 51.95%2026-09-21: 55.30%2026-09-22: 55.93%2026-09-23: 56.55%2026-09-24: 52.97%2026-09-25: 51.24%2026-09-28: 54.79%2026-09-29: 54.97%2026-09-30: 56.41%2026-10-01: 49.72%2026-10-02: 49.70%2026-10-05: 59.77%2026-10-06: 55.63%2026-10-07: 54.02%2026-10-08: 58.13%2026-10-09: 60.12%2026-10-12: 66.69%2026-10-13: 56.84%2026-10-14: 73.62%2026-10-15: 67.80%2026-10-16: 51.65%2026-10-19: 55.02%2026-10-20: 50.07%2026-10-21: 54.90%2026-10-22: 55.03%2026-10-23: 56.90%2026-10-26: 62.10%2026-10-27: 59.14%2026-10-28: 58.68%2026-10-29: 51.51%2026-10-30: 52.88%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.91%
60.10%
50.23%
54.39%
50.98%
55.61%
64.47%
63.05%
81.76%
48.39%
48.39%
50.86%
50.27%
49.81%
47.70%
47.40%
49.10%
47.58%
50.34%
49.45%
50.72%
57.21%
57.39%
53.87%
51.31%
66.60%
72.01%
88.46%
51.95%
55.30%
55.93%
56.55%
52.97%
51.24%
54.79%
54.97%
56.41%
49.72%
49.70%
59.77%
55.63%
54.02%
58.13%
60.12%
66.69%
56.84%
73.62%
67.80%
51.65%
55.02%
50.07%
54.90%
55.03%
56.90%
62.10%
59.14%
58.68%
51.51%
52.88%