IntraAlpha
Create free account Start free

Penske Automotive Group, Inc. PAG

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-11-04T09:39:18.126Z

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 · 2026-11-04T00:00:00.000380033Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:39:16.651106+00:00

Share price$212.21
1D-0.6%
AH$212.10$212.48$212.86$213.23$213.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAG
Sold putSold callAH

Penske Automotive Group, Inc. options

Live interpolated PAG call and put midpoint premiums by absolute delta.Penske Automotive Group, Inc.$0.59$2.71$4.84$6.96$9.08$192.04$198.85$205.65$212.46$219.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAG spot · $212.21PAG PRICE$0.82$1.05$1.28$1.51$1.75$1.98$2.21$2.44$2.67$2.90$3.13$4.37$7.27$2.33$2.83$3.34$3.84$4.34$4.84$5.34$5.85$6.35$6.85$7.35$7.86$8.47
PutsExpensive8.69×
CallsExpensive2.24×
SkewBearish+29.09 pp
Implied moveBearish±$7.55
TiltBearish35.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.618.9%2.9%182.7758.7%15.0%
25Δ216.898.9%2.7%185.8755.4%13.7%
30Δ216.179.0%2.5%188.9852.1%12.5%
35Δ215.469.1%2.2%192.0948.8%11.3%
40Δ214.749.1%2.0%195.2045.5%10.1%
45Δ214.039.2%1.8%198.3042.2%8.8%
50Δ213.319.3%1.6%201.4138.9%7.6%
55Δ212.599.3%1.3%204.5235.6%6.4%
60Δ211.889.4%1.1%207.6232.3%5.2%
65Δ211.169.5%0.9%210.7329.0%3.9%
70Δ210.459.5%0.6%213.8425.7%2.7%
75Δ208.8811.1%0.5%216.9422.4%1.5%
80Δ205.9115.1%0.5%220.1219.3%0.3%

20Δ

Calls
Pseudo strike
217.61
IV
8.9%
B/E move
2.9%
Puts
Pseudo strike
182.77
IV
58.7%
B/E move
15.0%

25Δ

Calls
Pseudo strike
216.89
IV
8.9%
B/E move
2.7%
Puts
Pseudo strike
185.87
IV
55.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
216.17
IV
9.0%
B/E move
2.5%
Puts
Pseudo strike
188.98
IV
52.1%
B/E move
12.5%

35Δ

Calls
Pseudo strike
215.46
IV
9.1%
B/E move
2.2%
Puts
Pseudo strike
192.09
IV
48.8%
B/E move
11.3%

40Δ

Calls
Pseudo strike
214.74
IV
9.1%
B/E move
2.0%
Puts
Pseudo strike
195.20
IV
45.5%
B/E move
10.1%

45Δ

Calls
Pseudo strike
214.03
IV
9.2%
B/E move
1.8%
Puts
Pseudo strike
198.30
IV
42.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
213.31
IV
9.3%
B/E move
1.6%
Puts
Pseudo strike
201.41
IV
38.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
212.59
IV
9.3%
B/E move
1.3%
Puts
Pseudo strike
204.52
IV
35.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
211.88
IV
9.4%
B/E move
1.1%
Puts
Pseudo strike
207.62
IV
32.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
211.16
IV
9.5%
B/E move
0.9%
Puts
Pseudo strike
210.73
IV
29.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
210.45
IV
9.5%
B/E move
0.6%
Puts
Pseudo strike
213.84
IV
25.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
208.88
IV
11.1%
B/E move
0.5%
Puts
Pseudo strike
216.94
IV
22.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
205.91
IV
15.1%
B/E move
0.5%
Puts
Pseudo strike
220.12
IV
19.3%
B/E move
0.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations