IntraAlpha
Create free account Start free

Penske Automotive Group, Inc. PAG

i

Market dataready · fetched 2026-11-06T21:45:48.135Z

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 · 2026-11-06T21:10:00.00092309Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:45:47.625702+00:00

Share price$212.36
1D+0.0%
AH$212.18$212.34$212.50$212.66$212.825:30 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.$0.42$4.27$8.12$11.97$15.82$208.60$213.60$218.59$223.58$228.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PAG spot · $212.36PAG PRICE$1.86$1.97$2.08$2.19$2.30$2.41$2.52$2.62$2.73$2.84$2.95$3.06$4.39$0.83$1.62$2.40$3.19$3.97$4.76$5.54$6.33$7.11$7.90$8.68$14.71
Puts——
CallsExpensive6.51×
Skew——
Implied moveBearish±$7.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ245.5361.7%16.5%
25Δ242.4657.1%15.1%210.409.6%1.3%
30Δ239.3952.5%13.7%211.3511.1%1.2%
35Δ236.3247.9%12.3%212.3112.5%1.2%
40Δ233.2643.3%10.9%213.2614.0%1.1%
45Δ230.1938.7%9.5%214.2115.4%1.0%
50Δ227.1234.1%8.1%215.1616.9%0.9%
55Δ224.0529.5%6.7%216.1118.3%0.8%
60Δ220.9824.9%5.3%217.0619.8%0.8%
65Δ217.9220.3%4.0%218.0121.2%0.7%
70Δ214.8515.8%2.6%218.9622.7%0.6%
75Δ211.7811.2%1.2%219.9224.2%0.5%
80Δ208.6610.1%0.3%225.9633.7%0.5%

20Δ

Calls
Pseudo strike
245.53
IV
61.7%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
242.46
IV
57.1%
B/E move
15.1%
Puts
Pseudo strike
210.40
IV
9.6%
B/E move
1.3%

30Δ

Calls
Pseudo strike
239.39
IV
52.5%
B/E move
13.7%
Puts
Pseudo strike
211.35
IV
11.1%
B/E move
1.2%

35Δ

Calls
Pseudo strike
236.32
IV
47.9%
B/E move
12.3%
Puts
Pseudo strike
212.31
IV
12.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
233.26
IV
43.3%
B/E move
10.9%
Puts
Pseudo strike
213.26
IV
14.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
230.19
IV
38.7%
B/E move
9.5%
Puts
Pseudo strike
214.21
IV
15.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
227.12
IV
34.1%
B/E move
8.1%
Puts
Pseudo strike
215.16
IV
16.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
224.05
IV
29.5%
B/E move
6.7%
Puts
Pseudo strike
216.11
IV
18.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
220.98
IV
24.9%
B/E move
5.3%
Puts
Pseudo strike
217.06
IV
19.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
217.92
IV
20.3%
B/E move
4.0%
Puts
Pseudo strike
218.01
IV
21.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
214.85
IV
15.8%
B/E move
2.6%
Puts
Pseudo strike
218.96
IV
22.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
211.78
IV
11.2%
B/E move
1.2%
Puts
Pseudo strike
219.92
IV
24.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
208.66
IV
10.1%
B/E move
0.3%
Puts
Pseudo strike
225.96
IV
33.7%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations