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Griffon Corp GFF

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Market datapartial · fetched 2026-10-22T23:45:32.152Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003338995Z

FundamentalsAlpha Vantage · unavailable

Share price$97.00
1D+2.1%
AH$94.52$95.38$96.25$97.12$97.995:30 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$2.13$5.08$8.03$10.97$13.92$80.67$88.64$96.61$104.59$112.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GFF spot · $97.00GFF PRICE$2.45$2.46$2.49$2.58$2.68$3.20$3.84$4.48$5.11$6.19$7.40$8.60$9.91$2.45$2.45$2.78$3.30$3.82$4.64$5.46$6.28$7.28$8.32$9.36$11.08$13.07
PutsExpensive1.35×
CallsExpensive1.29×
SkewBearish+2.84 pp
Implied moveBearish±$9.30
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5490.3%30.9%82.7575.9%17.2%
25Δ112.5366.5%18.5%88.0957.5%11.7%
30Δ106.3852.1%12.2%91.2149.6%8.8%
35Δ103.1143.6%9.0%93.0947.5%7.4%
40Δ100.5536.7%6.4%94.9745.4%6.0%
45Δ99.0235.6%5.4%96.5445.3%5.2%
50Δ97.7736.1%4.7%98.1145.2%4.5%
55Δ96.5236.5%4.1%99.6845.2%3.7%
60Δ95.2737.0%3.5%101.2944.6%3.1%
65Δ93.7238.3%3.0%102.9244.0%2.5%
70Δ92.1039.8%2.6%104.5443.3%1.9%
75Δ90.4841.3%2.1%106.7243.7%1.4%
80Δ88.7440.9%1.7%109.1244.5%1.0%

20Δ

Calls
Pseudo strike
124.54
IV
90.3%
B/E move
30.9%
Puts
Pseudo strike
82.75
IV
75.9%
B/E move
17.2%

25Δ

Calls
Pseudo strike
112.53
IV
66.5%
B/E move
18.5%
Puts
Pseudo strike
88.09
IV
57.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
106.38
IV
52.1%
B/E move
12.2%
Puts
Pseudo strike
91.21
IV
49.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
103.11
IV
43.6%
B/E move
9.0%
Puts
Pseudo strike
93.09
IV
47.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
100.55
IV
36.7%
B/E move
6.4%
Puts
Pseudo strike
94.97
IV
45.4%
B/E move
6.0%

45Δ

Calls
Pseudo strike
99.02
IV
35.6%
B/E move
5.4%
Puts
Pseudo strike
96.54
IV
45.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
97.77
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
98.11
IV
45.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
96.52
IV
36.5%
B/E move
4.1%
Puts
Pseudo strike
99.68
IV
45.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
95.27
IV
37.0%
B/E move
3.5%
Puts
Pseudo strike
101.29
IV
44.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
93.72
IV
38.3%
B/E move
3.0%
Puts
Pseudo strike
102.92
IV
44.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
92.10
IV
39.8%
B/E move
2.6%
Puts
Pseudo strike
104.54
IV
43.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
90.48
IV
41.3%
B/E move
2.1%
Puts
Pseudo strike
106.72
IV
43.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
88.74
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
109.12
IV
44.5%
B/E move
1.0%

Options history

No recorded observations