ThetaOwl

GRPN

Groupon, Inc.Communication Services
$11.50
Bullish
Mkt Cap: $468.7M|Float: 29.0M|SI: 43.4%|DTC: 9.5
Data as of market close Apr 2, 2026
IV Rank
48
IV Pctl
78%
HV 20d
83.5%
52W Range
$9-$43
ATR(14)
$0.85
Exp. Move
±13.0%
P/C Ratio
0.53
Earnings
May 11
GEX Positive
DEX Long
Net Put Premium
IV Moderate
Max Pain Above
Exp. Move Wide
Low Put/Call

GRPN Key Options Data

IV Rank
48.1%
Total GEX
$0.00B
Total DEX
$1.8M
Max Pain
$12.00
Expected Move
±13.0%
Put/Call OI
0.53
Net Premium
$-0.1M
Spot Price
$11.50

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.50±13.0%$10.00$13.00
2026-05-1543±$3.15±27.4%$8.35$14.65
2026-06-1877±$2.20±19.1%$9.30$13.70
2026-07-17106±$4.00±34.8%$7.50$15.50
2026-10-16197±$5.38±46.7%$6.12$16.88
2027-01-15288±$6.62±57.6%$4.88$18.12

Explore GRPN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.