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Griffon Corp GFF

i

Market dataready · fetched 2026-11-12T02:03:12.586Z

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 · 2026-11-12T00:00:00.003144432Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:03:12.171493+00:00

Share price$106.16
1D+1.8%
AH$103.21$104.03$104.85$105.67$106.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGFF
Sold putSold callAH

Griffon Corp options

Live interpolated GFF call and put midpoint premiums by absolute delta.Griffon Corp$1.33$3.82$6.30$8.79$11.28$93.02$99.28$105.54$111.80$118.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GFF spot · $106.16GFF PRICE$1.66$2.02$2.38$2.81$3.34$3.87$4.40$5.12$5.96$6.79$7.63$9.20$1.60$1.77$2.14$2.57$2.99$3.66$4.68$5.71$6.73$7.59$8.44$9.30$10.56
PutsExpensive1.65×
Calls——
Skew——
Implied moveBearish±$8.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.0082.0%11.1%
25Δ116.1471.1%11.0%99.3468.0%8.1%
30Δ113.7867.7%9.1%101.1863.6%6.7%
35Δ111.4264.3%7.2%102.6561.5%5.7%
40Δ109.4761.9%5.8%104.1259.5%4.7%
45Δ108.1561.2%5.0%105.5859.5%4.0%
50Δ106.8360.5%4.3%107.0262.8%3.6%
55Δ105.5159.9%3.5%108.4666.0%3.2%
60Δ104.1859.6%3.0%109.9069.2%2.8%
65Δ102.8559.6%2.5%111.2867.1%2.3%
70Δ101.5259.5%2.0%112.6564.5%1.8%
75Δ100.1959.5%1.6%114.0361.9%1.3%
80Δ98.2660.8%1.2%115.7560.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.00
IV
82.0%
B/E move
11.1%

25Δ

Calls
Pseudo strike
116.14
IV
71.1%
B/E move
11.0%
Puts
Pseudo strike
99.34
IV
68.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
113.78
IV
67.7%
B/E move
9.1%
Puts
Pseudo strike
101.18
IV
63.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
111.42
IV
64.3%
B/E move
7.2%
Puts
Pseudo strike
102.65
IV
61.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
109.47
IV
61.9%
B/E move
5.8%
Puts
Pseudo strike
104.12
IV
59.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
108.15
IV
61.2%
B/E move
5.0%
Puts
Pseudo strike
105.58
IV
59.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
106.83
IV
60.5%
B/E move
4.3%
Puts
Pseudo strike
107.02
IV
62.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
105.51
IV
59.9%
B/E move
3.5%
Puts
Pseudo strike
108.46
IV
66.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
104.18
IV
59.6%
B/E move
3.0%
Puts
Pseudo strike
109.90
IV
69.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
102.85
IV
59.6%
B/E move
2.5%
Puts
Pseudo strike
111.28
IV
67.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
101.52
IV
59.5%
B/E move
2.0%
Puts
Pseudo strike
112.65
IV
64.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
100.19
IV
59.5%
B/E move
1.6%
Puts
Pseudo strike
114.03
IV
61.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
98.26
IV
60.8%
B/E move
1.2%
Puts
Pseudo strike
115.75
IV
60.4%
B/E move
0.9%

Options history

IV · four-Friday blend36.23%
Daily close
GFF30.1%43.5%56.9%2026-08-13: 34.23%2026-08-14: 34.16%2026-08-20: 49.00%2026-08-21: 32.19%2026-08-24: 33.06%2026-08-25: 33.69%2026-08-26: 31.94%2026-08-27: 32.00%2026-08-28: 32.00%2026-08-31: 34.40%2026-09-01: 33.74%2026-09-02: 34.00%2026-09-03: 33.88%2026-09-04: 34.98%2026-09-08: 37.15%2026-09-09: 37.16%2026-09-10: 36.02%2026-09-11: 37.81%2026-09-14: 40.30%2026-09-15: 47.04%2026-09-18: 34.17%2026-09-21: 35.20%2026-09-22: 32.06%2026-09-23: 33.70%2026-09-24: 32.81%2026-09-25: 32.66%2026-09-28: 35.26%2026-09-29: 35.84%2026-09-30: 35.50%2026-10-01: 34.12%2026-10-02: 34.98%2026-10-05: 35.17%2026-10-06: 34.68%2026-10-07: 37.09%2026-10-08: 36.86%2026-10-15: 55.04%2026-10-16: 33.82%2026-10-19: 34.80%2026-10-20: 35.16%2026-10-21: 34.21%2026-10-22: 34.50%2026-10-23: 34.45%2026-10-26: 35.24%2026-10-27: 36.32%2026-10-28: 33.51%2026-10-29: 34.86%2026-10-30: 36.23%Aug 13Sep 23Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.23%
34.16%
49.00%
32.19%
33.06%
33.69%
31.94%
32.00%
32.00%
34.40%
33.74%
34.00%
33.88%
34.98%
37.15%
37.16%
36.02%
37.81%
40.30%
47.04%
34.17%
35.20%
32.06%
33.70%
32.81%
32.66%
35.26%
35.84%
35.50%
34.12%
34.98%
35.17%
34.68%
37.09%
36.86%
55.04%
33.82%
34.80%
35.16%
34.21%
34.50%
34.45%
35.24%
36.32%
33.51%
34.86%
36.23%