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Groupon GRPN 15.58 -1.73 -9.99%

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ATM IV
0.889
Put Call Ratio (OI)
0.321
Put Call Ratio (Vol)
0.811
IV Rank
25.9
IV Percentile
49.2
Max pain
17

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.4
44.4
View values by strike
GRPN · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 10 K -108
4.00 0 -151
5.00 27.8 K -477
8.00 3.67 K -22.7 K
9.00 0 -54.4
10.00 30.2 K -11.8 K
11.00 1.44 K -4.24 K
12.00 25 K -1.62 K
13.00 57.2 K -8.13 K
14.00 11.5 K -12.6 K
15.00 156 K -174 K
16.00 11.4 K -129 K
17.00 93.2 K -141 K
18.00 153 K -36.5 K
19.00 184 K -49.3 K
20.00 269 K -65.2 K
21.00 95.9 K -122 K
22.00 452 K -73.5 K
23.00 17.3 K -15.7 K
24.00 18.9 K -5.52 K
25.00 140 K -34.1 K
26.00 1.02 K -4.9 K
27.00 23 K -24.9 K
28.00 6.15 K -3.5 K
29.00 1.77 K -5.56 K
30.00 123 K -1.51 K
31.00 470 -1.04 K
32.00 4.66 K -15.3 K
33.00 8.63 K 0
34.00 225 0
35.00 112 K 0
36.00 119 0
37.00 2.31 K -678
38.00 128 0
39.00 13.3 0
40.00 231 K 0
41.00 760 0
42.00 620 0
45.00 8.33 K 0
47.00 1.4 K 0
50.00 12.6 K 0
55.00 154 0
60.00 27.6 K 0