GRPN · Groupon, Inc.

Track GRPN — free Ask ALVIS about GRPN

$28.13 +0.60 (+2.18%)

Market Cap

$1.05B

37.98M

Options Chain

15-min delayed Underlying $28.13 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 80 contracts

Put / call OI

0.14

Call-heavy positioning

Open interest

37,929

contracts outstanding

Volume

6,310

traded today

Max pain

$21.00

$7.13 below spot

ATM implied vol

125.3%

market's expected move

Open interest by strike · near the money

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Oct 16 80d Jan 15 171d Dec 17 507d Jan 21 542d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	4	736.5%	0.997	$25.30		—	—	—	—	0
Call · $1 In the money Last $25.30 Breakeven $26.30 Implied vol 736.5% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.011 Vega 0.001 Open interest 0 Model this call Put · $1 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	496.8%	0.997	$24.30		—	—	—	—	0
Call · $2 In the money Last $24.30 Breakeven $26.30 Implied vol 496.8% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.007 Vega 0.001 Open interest 1 Model this call Put · $2 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	494.6%	0.992	$24.91		—	—	—	—	0
Call · $3 In the money Last $24.91 Breakeven $27.91 Implied vol 494.6% Delta 0.992 ≈99% ITM Gamma 0.001 Theta -0.017 Vega 0.002 Open interest 0 Model this call Put · $3 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	229.2%	1	$21.17		—	—	—	—	0
Call · $4 In the money Last $21.17 Breakeven $25.17 Implied vol 229.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 2 Model this call Put · $4 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	2	349.5%	0.992	$20.20		—	—	—	—	0
Call · $5 In the money Last $20.20 Breakeven $25.20 Implied vol 349.5% Delta 0.992 ≈99% ITM Gamma 0.001 Theta -0.013 Vega 0.001 Open interest 4 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	6	—	—	$19.20		—	—	—	—	0
Call · $6 In the money Last $19.20 Breakeven $25.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $6 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	250.5%	0.994	$18.70		—	-0.017	319%	—	0
Call · $7 In the money Last $18.70 Breakeven $25.70 Implied vol 250.5% Delta 0.994 ≈99% ITM Gamma 0.001 Theta -0.007 Vega 0.002 Open interest 1 Model this call Put · $7 Last — Breakeven — Implied vol 319% Delta -0.017 ≈2% ITM Gamma 0.002 Theta -0.02 Vega 0.003 Open interest 0 Model this put
1	2	—	—	$16.80		$0.10	-0.014	269%	4	4
Call · $8 In the money Last $16.80 Breakeven $24.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $8 Last $0.10 Breakeven $7.90 Implied vol 269% Delta -0.014 ≈1% ITM Gamma 0.002 Theta -0.015 Vega 0.004 Open interest 4 Model this put
7	1	203.9%	0.993	$17.60		$0.10	-0.016	244.7%	6	8
Call · $9 In the money Last $17.60 Breakeven $26.60 Implied vol 203.9% Delta 0.993 ≈99% ITM Gamma 0.001 Theta -0.007 Vega 0.002 Open interest 7 Model this call Put · $9 Last $0.10 Breakeven $8.90 Implied vol 244.7% Delta -0.016 ≈2% ITM Gamma 0.002 Theta -0.015 Vega 0.004 Open interest 8 Model this put
72	1	—	—	$9.90		$0.10	-0.05	329.8%	6	37
Call · $10 In the money Last $9.90 Breakeven $19.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 72 Model this call Put · $10 Last $0.10 Breakeven $9.90 Implied vol 329.8% Delta -0.05 ≈5% ITM Gamma 0.004 Theta -0.051 Vega 0.007 Open interest 37 Model this put
28	21	0.2%	1	$12.20		$0.07	-0.019	203.6%	2	24
Call · $11 In the money Last $12.20 Breakeven $23.20 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 28 Model this call Put · $11 Last $0.07 Breakeven $10.93 Implied vol 203.6% Delta -0.019 ≈2% ITM Gamma 0.003 Theta -0.014 Vega 0.004 Open interest 24 Model this put
4	3	151.2%	0.992	$11.20		$0.08	-0.015	170.1%	2	51
Call · $12 In the money Last $11.20 Breakeven $23.20 Implied vol 151.2% Delta 0.992 ≈99% ITM Gamma 0.002 Theta -0.006 Vega 0.002 Open interest 4 Model this call Put · $12 Last $0.08 Breakeven $11.92 Implied vol 170.1% Delta -0.015 ≈1% ITM Gamma 0.003 Theta -0.009 Vega 0.002 Open interest 51 Model this put
16	4	157.3%	0.983	$14.14		$0.35	-0.032	185.3%	2	27
Call · $13 In the money Last $14.14 Breakeven $27.14 Implied vol 157.3% Delta 0.983 ≈98% ITM Gamma 0.004 Theta -0.011 Vega 0.002 Open interest 16 Model this call Put · $13 Last $0.35 Breakeven $12.65 Implied vol 185.3% Delta -0.032 ≈3% ITM Gamma 0.005 Theta -0.02 Vega 0.005 Open interest 27 Model this put
6	1	0.2%	1	$14.08		$0.10	-0.022	149.9%	2	554
Call · $14 In the money Last $14.08 Breakeven $28.08 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 6 Model this call Put · $14 Last $0.10 Breakeven $13.90 Implied vol 149.9% Delta -0.022 ≈2% ITM Gamma 0.005 Theta -0.012 Vega 0.005 Open interest 554 Model this put
103	1	—	—	$13.10		$0.10	-0.028	141%	51	288
Call · $15 In the money Last $13.10 Breakeven $28.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 103 Model this call Put · $15 Last $0.10 Breakeven $14.90 Implied vol 141% Delta -0.028 ≈3% ITM Gamma 0.006 Theta -0.013 Vega 0.005 Open interest 288 Model this put
112	1	—	—	$12.31		$0.23	-0.041	142%	27	501
Call · $16 In the money Last $12.31 Breakeven $28.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 112 Model this call Put · $16 Last $0.23 Breakeven $15.77 Implied vol 142% Delta -0.041 ≈4% ITM Gamma 0.009 Theta -0.019 Vega 0.005 Open interest 501 Model this put
77	3	114.9%	0.968	$10.80		$0.25	-0.056	138.5%	2	303
Call · $17 In the money Last $10.80 Breakeven $27.80 Implied vol 114.9% Delta 0.968 ≈97% ITM Gamma 0.009 Theta -0.014 Vega 0.006 Open interest 77 Model this call Put · $17 Last $0.25 Breakeven $16.75 Implied vol 138.5% Delta -0.056 ≈6% ITM Gamma 0.011 Theta -0.023 Vega 0.01 Open interest 303 Model this put
206	6	103.2%	0.965	$9.45		$0.37	-0.076	137.6%	1	193
Call · $18 In the money Last $9.45 Breakeven $27.45 Implied vol 103.2% Delta 0.965 ≈96% ITM Gamma 0.01 Theta -0.014 Vega 0.006 Open interest 206 Model this call Put · $18 Last $0.37 Breakeven $17.63 Implied vol 137.6% Delta -0.076 ≈8% ITM Gamma 0.015 Theta -0.029 Vega 0.01 Open interest 193 Model this put
473	1	139.5%	0.899	$8.68		$0.47	-0.097	136.8%	2k	131
Call · $19 In the money Last $8.68 Breakeven $27.68 Implied vol 139.5% Delta 0.899 ≈90% ITM Gamma 0.018 Theta -0.039 Vega 0.015 Open interest 473 Model this call Put · $19 Last $0.47 Breakeven $18.53 Implied vol 136.8% Delta -0.097 ≈10% ITM Gamma 0.018 Theta -0.036 Vega 0.01 Open interest 131 Model this put
571	14	143.8%	0.864	$6.90		$0.75	-0.113	125.5%	21	688
Call · $20 In the money Last $6.90 Breakeven $26.90 Implied vol 143.8% Delta 0.864 ≈86% ITM Gamma 0.021 Theta -0.049 Vega 0.016 Open interest 571 Model this call Put · $20 Last $0.75 Breakeven $19.25 Implied vol 125.5% Delta -0.113 ≈11% ITM Gamma 0.021 Theta -0.036 Vega 0.016 Open interest 688 Model this put
194	30	116.9%	0.867	$7.31		$0.88	-0.14	120.9%	1	133
Call · $21 In the money Last $7.31 Breakeven $28.31 Implied vol 116.9% Delta 0.867 ≈87% ITM Gamma 0.026 Theta -0.039 Vega 0.016 Open interest 194 Model this call Put · $21 Last $0.88 Breakeven $20.12 Implied vol 120.9% Delta -0.14 ≈14% ITM Gamma 0.026 Theta -0.04 Vega 0.016 Open interest 133 Model this put
670	2	136.9%	0.807	$6.20		$1.00	-0.176	122.6%	10	211
Call · $22 In the money Last $6.20 Breakeven $28.20 Implied vol 136.9% Delta 0.807 ≈81% ITM Gamma 0.028 Theta -0.058 Vega 0.022 Open interest 670 Model this call Put · $22 Last $1.00 Breakeven $21.00 Implied vol 122.6% Delta -0.176 ≈18% ITM Gamma 0.03 Theta -0.048 Vega 0.017 Open interest 211 Model this put
310	1	96.5%	0.822	$6.10		$1.30	-0.216	121.6%	3	350
Call · $23 In the money Last $6.10 Breakeven $29.10 Implied vol 96.5% Delta 0.822 ≈82% ITM Gamma 0.038 Theta -0.04 Vega 0.017 Open interest 310 Model this call Put · $23 Last $1.30 Breakeven $21.70 Implied vol 121.6% Delta -0.216 ≈22% ITM Gamma 0.034 Theta -0.053 Vega 0.022 Open interest 350 Model this put
815	1	118.7%	0.745	$5.50		$1.62	-0.261	125.2%	2k	285
Call · $24 In the money Last $5.50 Breakeven $29.50 Implied vol 118.7% Delta 0.745 ≈74% ITM Gamma 0.038 Theta -0.059 Vega 0.023 Open interest 815 Model this call Put · $24 Last $1.62 Breakeven $22.38 Implied vol 125.2% Delta -0.261 ≈26% ITM Gamma 0.037 Theta -0.061 Vega 0.023 Open interest 285 Model this put
1.1k	10	101.6%	0.715	$4.50		$2.15	-0.301	121.6%	8	452
Call · $25 In the money Last $4.50 Breakeven $29.50 Implied vol 101.6% Delta 0.715 ≈71% ITM Gamma 0.047 Theta -0.054 Vega 0.023 Open interest 1.1k Model this call Put · $25 Last $2.15 Breakeven $22.85 Implied vol 121.6% Delta -0.301 ≈30% ITM Gamma 0.041 Theta -0.064 Vega 0.026 Open interest 452 Model this put
114	1	108.3%	0.658	$4.60		$2.45	-0.347	124%	140	131
Call · $26 In the money Last $4.60 Breakeven $30.60 Implied vol 108.3% Delta 0.658 ≈66% ITM Gamma 0.048 Theta -0.061 Vega 0.027 Open interest 114 Model this call Put · $26 Last $2.45 Breakeven $23.55 Implied vol 124% Delta -0.347 ≈35% ITM Gamma 0.042 Theta -0.068 Vega 0.027 Open interest 131 Model this put
244	1	113.5%	0.607	$4.40		$2.75	-0.391	134.4%	13	84
Call · $27 In the money Last $4.40 Breakeven $31.40 Implied vol 113.5% Delta 0.607 ≈61% ITM Gamma 0.048 Theta -0.067 Vega 0.028 Open interest 244 Model this call Put · $27 Last $2.75 Breakeven $24.25 Implied vol 134.4% Delta -0.391 ≈39% ITM Gamma 0.04 Theta -0.077 Vega 0.027 Open interest 84 Model this put
667	430	127.1%	0.565	$3.60		$3.60	-0.438	123.6%	17	21
Call · $28 In the money Last $3.60 Breakeven $31.60 Implied vol 127.1% Delta 0.565 ≈56% ITM Gamma 0.044 Theta -0.078 Vega 0.028 Open interest 667 Model this call Put · $28 Last $3.60 Breakeven $24.40 Implied vol 123.6% Delta -0.438 ≈44% ITM Gamma 0.046 Theta -0.073 Vega 0.028 Open interest 21 Model this put
Underlying $28.13
249	180	115.4%	0.513	$3.30		$4.30	-0.483	120.8%	45	45
Call · $29 Last $3.30 Breakeven $32.30 Implied vol 115.4% Delta 0.513 ≈51% ITM Gamma 0.049 Theta -0.07 Vega 0.029 Open interest 249 Model this call Put · $29 In the money Last $4.30 Breakeven $24.70 Implied vol 120.8% Delta -0.483 ≈48% ITM Gamma 0.047 Theta -0.071 Vega 0.029 Open interest 45 Model this put
9k	701	124.8%	0.479	$2.80		$4.90	-0.524	123.3%	5	107
Call · $30 Last $2.80 Breakeven $32.80 Implied vol 124.8% Delta 0.479 ≈48% ITM Gamma 0.045 Theta -0.076 Vega 0.029 Open interest 9k Model this call Put · $30 In the money Last $4.90 Breakeven $25.10 Implied vol 123.3% Delta -0.524 ≈52% ITM Gamma 0.045 Theta -0.072 Vega 0.029 Open interest 107 Model this put
175	18	120.3%	0.429	$2.40		$5.70	-0.558	129%	29	29
Call · $31 Last $2.40 Breakeven $33.40 Implied vol 120.3% Delta 0.429 ≈43% ITM Gamma 0.046 Theta -0.073 Vega 0.03 Open interest 175 Model this call Put · $31 In the money Last $5.70 Breakeven $25.30 Implied vol 129% Delta -0.558 ≈56% ITM Gamma 0.043 Theta -0.075 Vega 0.029 Open interest 29 Model this put
2.2k	63	127.1%	0.402	$2.10		$6.40	-0.608	121.6%	50	48
Call · $32 Last $2.10 Breakeven $34.10 Implied vol 127.1% Delta 0.402 ≈40% ITM Gamma 0.043 Theta -0.075 Vega 0.026 Open interest 2.2k Model this call Put · $32 In the money Last $6.40 Breakeven $25.60 Implied vol 121.6% Delta -0.608 ≈61% ITM Gamma 0.045 Theta -0.069 Vega 0.026 Open interest 48 Model this put
243	1	119.2%	0.352	$1.55		$7.10	-0.634	127%	46	44
Call · $33 Last $1.55 Breakeven $34.55 Implied vol 119.2% Delta 0.352 ≈35% ITM Gamma 0.044 Theta -0.067 Vega 0.027 Open interest 243 Model this call Put · $33 In the money Last $7.10 Breakeven $25.90 Implied vol 127% Delta -0.634 ≈63% ITM Gamma 0.042 Theta -0.07 Vega 0.027 Open interest 44 Model this put
65	12	125.5%	0.33	$1.70		$7.88	-0.673	124.9%	9	9
Call · $34 Last $1.70 Breakeven $35.70 Implied vol 125.5% Delta 0.33 ≈33% ITM Gamma 0.04 Theta -0.069 Vega 0.027 Open interest 65 Model this call Put · $34 In the money Last $7.88 Breakeven $26.12 Implied vol 124.9% Delta -0.673 ≈67% ITM Gamma 0.041 Theta -0.066 Vega 0.027 Open interest 9 Model this put
4.3k	160	126.9%	0.299	$1.50		$8.82	-0.678	137.3%	11	11
Call · $35 Last $1.50 Breakeven $36.50 Implied vol 126.9% Delta 0.299 ≈30% ITM Gamma 0.039 Theta -0.067 Vega 0.028 Open interest 4.3k Model this call Put · $35 In the money Last $8.82 Breakeven $26.18 Implied vol 137.3% Delta -0.678 ≈68% ITM Gamma 0.037 Theta -0.072 Vega 0.027 Open interest 11 Model this put
72	1	122.8%	0.26	$1.15		—	-0.77	111.5%	—	0
Call · $36 Last $1.15 Breakeven $37.15 Implied vol 122.8% Delta 0.26 ≈26% ITM Gamma 0.037 Theta -0.061 Vega 0.021 Open interest 72 Model this call Put · $36 In the money Last — Breakeven — Implied vol 111.5% Delta -0.77 ≈77% ITM Gamma 0.039 Theta -0.048 Vega 0.021 Open interest 0 Model this put
46	10	123.6%	0.237	$1.11		—	-0.707	150.6%	—	0
Call · $37 Last $1.11 Breakeven $38.11 Implied vol 123.6% Delta 0.237 ≈24% ITM Gamma 0.035 Theta -0.058 Vega 0.022 Open interest 46 Model this call Put · $37 In the money Last — Breakeven — Implied vol 150.6% Delta -0.707 ≈71% ITM Gamma 0.033 Theta -0.077 Vega 0.027 Open interest 0 Model this put
3.1k	9	124.5%	0.213	$0.90		—	-0.733	147.8%	—	0
Call · $38 Last $0.90 Breakeven $38.90 Implied vol 124.5% Delta 0.213 ≈21% ITM Gamma 0.033 Theta -0.055 Vega 0.022 Open interest 3.1k Model this call Put · $38 In the money Last — Breakeven — Implied vol 147.8% Delta -0.733 ≈73% ITM Gamma 0.032 Theta -0.071 Vega 0.022 Open interest 0 Model this put
17	17	130.9%	0.206	$0.90		—	-0.771	140.5%	—	0
Call · $39 Last $0.90 Breakeven $39.90 Implied vol 130.9% Delta 0.206 ≈21% ITM Gamma 0.03 Theta -0.056 Vega 0.022 Open interest 17 Model this call Put · $39 In the money Last — Breakeven — Implied vol 140.5% Delta -0.771 ≈77% ITM Gamma 0.03 Theta -0.061 Vega 0.022 Open interest 0 Model this put
8k	59	134.9%	0.194	$0.90		$13.00	-0.789	142.2%	7	7
Call · $40 Last $0.90 Breakeven $40.90 Implied vol 134.9% Delta 0.194 ≈19% ITM Gamma 0.029 Theta -0.056 Vega 0.023 Open interest 8k Model this call Put · $40 In the money Last $13.00 Breakeven $27.00 Implied vol 142.2% Delta -0.789 ≈79% ITM Gamma 0.029 Theta -0.059 Vega 0.022 Open interest 7 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 40" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1490281 CUSIP 399473206 13F (30d) 17 filings 17 filers Visit website Investor relations