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ERock, Inc. EROC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T02:41:42.199Z

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 · 2026-11-12T00:45:56.577662971Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:41:41.798047+00:00

Share price$8.57
1D+6.7%
AH$8.15$8.36$8.56$8.76$8.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEROC
Sold putSold callAH

ERock, Inc. options

Live interpolated EROC call and put midpoint premiums by absolute delta.ERock, Inc.$0.18$0.86$1.53$2.21$2.89$5.64$7.22$8.80$10.38$11.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EROC spot · $8.57EROC PRICE$0.27$0.35$0.44$0.53$0.67$0.84$1.00$1.16$1.33$1.49$1.65$2.11$2.69$0.25$0.34$0.51$0.69$0.86$1.03$1.21$1.38$1.55$1.72$2.10
Puts——
CallsExpensive1.22×
Skew——
Implied moveBearish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.76192.6%40.4%7.00161.3%21.3%
25Δ11.22192.9%35.1%7.57142.8%15.7%
30Δ10.68193.3%29.7%7.85145.3%14.4%
35Δ10.13193.7%24.4%8.14147.8%13.1%
40Δ9.73196.0%21.4%8.42150.3%11.8%
45Δ9.38199.1%19.2%8.70152.8%10.5%
50Δ9.02202.2%16.9%8.99155.4%9.2%
55Δ8.67205.3%14.7%9.27157.9%7.9%
60Δ8.31208.3%12.5%9.55160.4%6.6%
65Δ7.96211.4%10.2%9.84162.9%5.4%
70Δ7.60214.5%8.0%10.31169.1%4.3%
75Δ7.02239.8%6.6%
80Δ6.35274.2%5.5%

20Δ

Calls
Pseudo strike
11.76
IV
192.6%
B/E move
40.4%
Puts
Pseudo strike
7.00
IV
161.3%
B/E move
21.3%

25Δ

Calls
Pseudo strike
11.22
IV
192.9%
B/E move
35.1%
Puts
Pseudo strike
7.57
IV
142.8%
B/E move
15.7%

30Δ

Calls
Pseudo strike
10.68
IV
193.3%
B/E move
29.7%
Puts
Pseudo strike
7.85
IV
145.3%
B/E move
14.4%

35Δ

Calls
Pseudo strike
10.13
IV
193.7%
B/E move
24.4%
Puts
Pseudo strike
8.14
IV
147.8%
B/E move
13.1%

40Δ

Calls
Pseudo strike
9.73
IV
196.0%
B/E move
21.4%
Puts
Pseudo strike
8.42
IV
150.3%
B/E move
11.8%

45Δ

Calls
Pseudo strike
9.38
IV
199.1%
B/E move
19.2%
Puts
Pseudo strike
8.70
IV
152.8%
B/E move
10.5%

50Δ

Calls
Pseudo strike
9.02
IV
202.2%
B/E move
16.9%
Puts
Pseudo strike
8.99
IV
155.4%
B/E move
9.2%

55Δ

Calls
Pseudo strike
8.67
IV
205.3%
B/E move
14.7%
Puts
Pseudo strike
9.27
IV
157.9%
B/E move
7.9%

60Δ

Calls
Pseudo strike
8.31
IV
208.3%
B/E move
12.5%
Puts
Pseudo strike
9.55
IV
160.4%
B/E move
6.6%

65Δ

Calls
Pseudo strike
7.96
IV
211.4%
B/E move
10.2%
Puts
Pseudo strike
9.84
IV
162.9%
B/E move
5.4%

70Δ

Calls
Pseudo strike
7.60
IV
214.5%
B/E move
8.0%
Puts
Pseudo strike
10.31
IV
169.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
7.02
IV
239.8%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.35
IV
274.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend99.85%
Daily close
EROC76.2%96.9%117.7%2026-08-14: 86.09%2026-08-17: 89.00%2026-08-18: 103.62%2026-08-21: 85.77%2026-08-24: 82.24%2026-08-25: 84.67%2026-08-26: 87.96%2026-08-27: 84.40%2026-08-28: 84.52%2026-08-31: 79.02%2026-09-01: 83.34%2026-09-03: 86.23%2026-09-08: 97.75%2026-09-09: 94.50%2026-09-11: 95.85%2026-09-18: 89.15%2026-09-21: 88.58%2026-09-22: 89.18%2026-09-23: 91.07%2026-09-24: 91.00%2026-09-25: 93.04%2026-09-28: 90.93%2026-09-29: 89.26%2026-09-30: 88.50%2026-10-01: 89.32%2026-10-02: 96.73%2026-10-05: 88.56%2026-10-06: 88.35%2026-10-07: 92.32%2026-10-14: 114.87%2026-10-16: 94.13%2026-10-19: 90.61%2026-10-20: 93.07%2026-10-21: 101.37%2026-10-22: 110.35%2026-10-23: 107.55%2026-10-26: 104.03%2026-10-27: 100.83%2026-10-28: 108.95%2026-10-29: 106.69%2026-10-30: 99.85%Aug 14Sep 25Oct 30
41 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
86.09%
89.00%
103.62%
85.77%
82.24%
84.67%
87.96%
84.40%
84.52%
79.02%
83.34%
86.23%
97.75%
94.50%
95.85%
89.15%
88.58%
89.18%
91.07%
91.00%
93.04%
90.93%
89.26%
88.50%
89.32%
96.73%
88.56%
88.35%
92.32%
114.87%
94.13%
90.61%
93.07%
101.37%
110.35%
107.55%
104.03%
100.83%
108.95%
106.69%
99.85%