GRPN
Groupon, Inc.Close $20.22EOD onlyThis page reflects GRPN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1.00 | 19.81 | 18.70 | 19.90 | 0.00 | 1 | 1 | 1587.5% | 0.998 | 0.0003 | -0.038 | 0.000 | 0.000 |
| 2.00 | 18.90 | 17.70 | 18.90 | 0.00 | 1 | 2 | 1181.3% | 0.996 | 0.0005 | -0.038 | 0.000 | 0.000 |
| 3.00 | 17.94 | 16.60 | 17.90 | 0.00 | 1 | 1 | 825.0% | 0.998 | 0.0004 | -0.014 | 0.000 | 0.000 |
| 4.00 | 17.03 | 15.70 | 16.90 | 0.00 | 1 | 2 | 815.6% | 0.995 | 0.0010 | -0.038 | 0.000 | 0.000 |
| 5.00 | 20.20 | 14.70 | 15.90 | 0.00 | 2 | 2 | 706.3% | 0.994 | 0.0013 | -0.038 | 0.000 | 0.000 |
| 6.00 | 19.20 | 13.70 | 14.90 | 0.00 | 6 | 1 | 618.8% | 0.993 | 0.0018 | -0.038 | 0.000 | 0.000 |
| 7.00 | 13.60 | 12.30 | 13.90 | -0.86 | 2 | 2 | 900.0% | 0.956 | 0.0056 | -0.256 | 0.002 | 0.000 |
| 8.00 | 13.55 | 11.30 | 12.80 | 0.00 | 1 | 2 | 760.9% | 0.954 | 0.0069 | -0.223 | 0.002 | 0.001 |
| 9.00 | 17.60 | 10.30 | 11.80 | 0.00 | 1 | 7 | 677.3% | 0.948 | 0.0086 | -0.221 | 0.002 | 0.001 |
| 10.00 | 10.70 | 9.70 | 10.90 | 0.80 | 2 | 62 | 375.0% | 0.988 | 0.0047 | -0.038 | 0.001 | 0.001 |
| 11.00 | 12.20 | 8.70 | 9.90 | 0.00 | 21 | 28 | 329.7% | 0.986 | 0.0060 | -0.038 | 0.001 | 0.001 |
| 12.00 | 16.20 | 7.30 | 8.90 | 0.00 | 1 | 4 | 503.1% | 0.915 | 0.0169 | -0.240 | 0.003 | 0.001 |
| 13.00 | 8.10 | 6.70 | 7.80 | 0.00 | 4 | 16 | 210.9% | 0.992 | 0.0057 | -0.016 | 0.000 | 0.001 |
| 14.00 | 6.55 | 5.70 | 6.80 | -7.53 | 2 | 6 | 179.7% | 0.990 | 0.0078 | -0.016 | 0.000 | 0.001 |
| 15.00 | 5.65 | 4.70 | 5.80 | -7.45 | 2 | 103 | 150.0% | 0.988 | 0.0111 | -0.016 | 0.001 | 0.001 |
| 16.00 | 12.05 | 3.70 | 5.00 | 0.00 | 2 | 104 | 166.4% | 0.948 | 0.0347 | -0.056 | 0.002 | 0.001 |
| 17.00 | 10.35 | 2.20 | 3.80 | 0.00 | 2 | 74 | 224.2% | 0.831 | 0.0614 | -0.174 | 0.005 | 0.001 |
| 18.00 | 2.50 | 1.85 | 2.95 | -2.72 | 2 | 190 | 110.2% | 0.888 | 0.0941 | -0.066 | 0.003 | 0.001 |
| 19.00 | 1.63 | 1.10 | 2.00 | -0.22 | 4 | 454 | 97.3% | 0.775 | 0.1684 | -0.091 | 0.006 | 0.001 |
| 20.00 | 0.86 | 0.50 | 0.85 | -0.09 | 69 | 579 | 66.4% | 0.586 | 0.3200 | -0.080 | 0.007 | 0.001 |
| 21.00 | 0.26 | 0.20 | 0.35 | -0.19 | 90 | 741 | 68.0% | 0.282 | 0.2710 | -0.071 | 0.006 | 0.000 |
| 22.00 | 0.25 | 0.10 | 0.25 | 0.07 | 677 | 1,283 | 85.5% | 0.148 | 0.1474 | -0.061 | 0.004 | 0.000 |
| 23.00 | 0.08 | 0.05 | 0.15 | -0.02 | 23 | 1,556 | 95.3% | 0.074 | 0.0806 | -0.041 | 0.003 | 0.000 |
| 24.00 | 0.03 | 0.00 | 0.50 | -0.02 | 5 | 2,155 | 152.0% | 0.120 | 0.0720 | -0.093 | 0.004 | 0.000 |
| 25.00 | 0.05 | 0.00 | 0.15 | 0.00 | 15 | 1,358 | 128.9% | 0.040 | 0.0362 | -0.034 | 0.002 | 0.000 |
| 26.00 | 0.05 | 0.00 | 0.05 | 0.00 | 25 | 489 | 120.3% | 0.012 | 0.0145 | -0.012 | 0.001 | 0.000 |
| 27.00 | 0.06 | 0.00 | 0.15 | 0.00 | 6 | 3,529 | 163.3% | 0.030 | 0.0229 | -0.034 | 0.001 | 0.000 |
| 28.00 | 0.05 | 0.00 | 0.15 | 0.00 | 3 | 1,067 | 179.7% | 0.028 | 0.0194 | -0.035 | 0.001 | 0.000 |
| 29.00 | 0.06 | 0.00 | 0.50 | 0.00 | 4 | 265 | 252.0% | 0.072 | 0.0296 | -0.105 | 0.003 | 0.000 |
| 30.00 | 0.04 | 0.00 | 0.05 | 0.00 | 2 | 4,928 | 175.0% | 0.008 | 0.0069 | -0.012 | 0.000 | 0.000 |
| 31.00 | 0.11 | 0.00 | 0.05 | 0.00 | 1 | 629 | 187.5% | 0.008 | 0.0061 | -0.012 | 0.000 | 0.000 |
| 32.00 | 0.06 | 0.00 | 0.10 | 0.00 | 3 | 1,862 | 220.3% | 0.014 | 0.0088 | -0.024 | 0.001 | 0.000 |
| 33.00 | 0.04 | 0.00 | 0.50 | 0.00 | 1 | 247 | 313.3% | 0.057 | 0.0199 | -0.109 | 0.002 | 0.000 |
| 34.00 | 0.30 | 0.00 | 0.20 | 0.00 | 1 | 75 | 272.7% | 0.024 | 0.0113 | -0.047 | 0.001 | 0.000 |
| 35.00 | 0.04 | 0.00 | 0.05 | 0.00 | 15 | 4,970 | 231.3% | 0.006 | 0.0040 | -0.012 | 0.000 | 0.000 |
| 36.00 | 0.05 | 0.00 | 0.50 | 0.00 | 2 | 74 | 352.7% | 0.050 | 0.0160 | -0.112 | 0.002 | 0.000 |
| 37.00 | 0.10 | 0.00 | 0.50 | 0.00 | 5 | 52 | 364.8% | 0.048 | 0.0150 | -0.112 | 0.002 | 0.000 |
| 38.00 | 0.10 | 0.00 | 0.50 | 0.00 | 10 | 925 | 376.6% | 0.047 | 0.0142 | -0.113 | 0.002 | 0.000 |
| 39.00 | 0.13 | 0.00 | 0.50 | 0.00 | 1 | 48 | 387.5% | 0.045 | 0.0134 | -0.113 | 0.002 | 0.000 |
| 40.00 | 0.04 | 0.00 | 0.05 | 0.00 | 5 | 7,323 | 275.0% | 0.005 | 0.0026 | -0.011 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1.00 | 0.02 | 0.00 | 0.05 | 0.00 | 0 | 1 | 1300.0% | -0.001 | 0.0001 | -0.011 | 0.000 | -0.000 |
| 8.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 4 | 400.0% | -0.003 | 0.0013 | -0.011 | 0.000 | -0.000 |
| 9.00 | 0.10 | 0.00 | 0.05 | 0.00 | 6 | 8 | 353.1% | -0.004 | 0.0017 | -0.012 | 0.000 | -0.000 |
| 10.00 | 0.03 | 0.00 | 0.05 | 0.00 | 1 | 37 | 312.5% | -0.004 | 0.0022 | -0.012 | 0.000 | -0.000 |
| 11.00 | 0.07 | 0.00 | 0.05 | 0.00 | 2 | 24 | 271.9% | -0.005 | 0.0028 | -0.011 | 0.000 | -0.000 |
| 12.00 | 0.08 | 0.00 | 0.05 | 0.00 | 2 | 51 | 237.5% | -0.006 | 0.0037 | -0.012 | 0.000 | -0.000 |
| 13.00 | 0.35 | 0.00 | 0.10 | 0.00 | 2 | 27 | 229.7% | -0.013 | 0.0079 | -0.023 | 0.001 | -0.000 |
| 14.00 | 0.10 | 0.00 | 0.10 | 0.00 | 2 | 555 | 195.3% | -0.015 | 0.0107 | -0.023 | 0.001 | -0.000 |
| 15.00 | 0.10 | 0.00 | 0.10 | 0.00 | 51 | 288 | 164.1% | -0.019 | 0.0151 | -0.023 | 0.001 | -0.000 |
| 16.00 | 0.05 | 0.00 | 0.10 | 0.00 | 4 | 490 | 134.4% | -0.024 | 0.0226 | -0.023 | 0.001 | -0.000 |
| 17.00 | 0.08 | 0.00 | 0.10 | 0.00 | 1 | 306 | 104.7% | -0.030 | 0.0356 | -0.022 | 0.001 | -0.000 |
| 18.00 | 0.05 | 0.00 | 0.20 | 0.00 | 6 | 187 | 91.4% | -0.074 | 0.0833 | -0.039 | 0.003 | -0.000 |
| 19.00 | 0.15 | 0.05 | 0.20 | -0.05 | 3 | 4,401 | 64.1% | -0.134 | 0.1842 | -0.042 | 0.004 | -0.000 |
| 20.00 | 0.45 | 0.35 | 0.70 | -0.10 | 27 | 2,312 | 75.0% | -0.421 | 0.2844 | -0.089 | 0.007 | -0.001 |
| 21.00 | 0.80 | 0.70 | 1.25 | -0.22 | 2 | 212 | 56.8% | -0.759 | 0.2993 | -0.052 | 0.006 | -0.001 |
| 22.00 | 1.80 | 1.40 | 2.20 | 0.00 | 35 | 423 | 123.4% | -0.756 | 0.1385 | -0.116 | 0.006 | -0.001 |
| 23.00 | 2.74 | 2.15 | 3.20 | 0.02 | 16 | 511 | 154.3% | -0.802 | 0.0984 | -0.129 | 0.005 | -0.002 |
| 24.00 | 3.51 | 3.10 | 4.30 | 0.26 | 14 | 3,265 | 197.7% | -0.806 | 0.0758 | -0.163 | 0.005 | -0.002 |
| 25.00 | 4.60 | 4.10 | 5.30 | 0.00 | 11 | 539 | 223.4% | -0.828 | 0.0623 | -0.172 | 0.005 | -0.002 |
| 26.00 | 5.21 | 5.10 | 6.30 | 0.00 | 4 | 125 | 247.3% | -0.843 | 0.0530 | -0.179 | 0.004 | -0.002 |
| 27.00 | 6.70 | 6.10 | 7.30 | 0.00 | 1 | 357 | 269.5% | -0.855 | 0.0461 | -0.184 | 0.004 | -0.002 |
| 28.00 | 7.45 | 7.20 | 8.30 | 1.05 | 2 | 19 | 290.2% | -0.865 | 0.0408 | -0.189 | 0.004 | -0.002 |
| 29.00 | 6.15 | 8.10 | 9.80 | 0.00 | 10 | 17 | 229.7% | -0.948 | 0.0253 | -0.071 | 0.002 | -0.002 |
| 30.00 | 7.20 | 9.10 | 10.30 | 0.00 | 1 | 105 | 327.7% | -0.881 | 0.0332 | -0.196 | 0.004 | -0.002 |
| 31.00 | 10.48 | 10.10 | 11.30 | 4.78 | 128 | 0 | 345.3% | -0.886 | 0.0304 | -0.200 | 0.004 | -0.002 |
| 32.00 | 11.43 | 11.20 | 12.30 | 5.03 | 129 | 0 | 361.7% | -0.892 | 0.0281 | -0.202 | 0.003 | -0.002 |
| 33.00 | 12.60 | 12.10 | 13.30 | 5.50 | 1 | 0 | 377.3% | -0.896 | 0.0261 | -0.204 | 0.003 | -0.003 |
| 34.00 | 7.88 | 13.10 | 15.00 | 0.00 | 0 | 0 | 332.8% | -0.942 | 0.0191 | -0.114 | 0.002 | -0.003 |
| 35.00 | 8.82 | 14.10 | 15.30 | 0.00 | 11 | 3 | 406.6% | -0.904 | 0.0229 | -0.208 | 0.003 | -0.003 |
| 40.00 | 12.74 | 19.00 | 20.70 | 0.00 | 1 | 0 | 318.8% | -0.987 | 0.0059 | -0.029 | 0.001 | -0.003 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.