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Graco Inc GGG

i

Market dataready · fetched 2026-11-12T02:41:36.955Z

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 · 2026-11-12T00:00:00.002449836Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-12T02:41:36.333938+00:00

Share price$72.98
1D+2.7%
AH$70.93$71.48$72.04$72.59$73.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGG
Sold putSold callAH

Graco Inc options

Live interpolated GGG call and put midpoint premiums by absolute delta.Graco Inc$0.21$1.75$3.29$4.83$6.38$65.66$69.40$73.13$76.86$80.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGG spot · $72.98GGG PRICE$0.38$0.46$0.62$0.83$1.05$1.26$1.48$1.69$1.91$2.12$2.34$2.55$2.76$0.45$0.75$1.07$1.39$1.71$2.03$2.35$2.67$2.99$3.49$4.30$5.12$5.93
PutsCheap0.85×
CallsCheap0.47×
SkewBearish+15.36 pp
Implied moveBearish±$3.83
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.1235.5%7.6%69.8234.7%4.9%
25Δ75.9529.4%4.7%70.5535.0%4.4%
30Δ74.7826.5%3.3%71.1336.3%4.0%
35Δ74.3726.1%3.1%71.7237.6%3.6%
40Δ73.9725.7%2.8%72.3038.9%3.3%
45Δ73.5725.3%2.5%72.8840.2%2.9%
50Δ73.1725.0%2.3%73.4641.5%2.6%
55Δ72.7724.6%2.0%74.0442.8%2.2%
60Δ72.3724.2%1.8%74.6344.1%1.8%
65Δ71.9723.8%1.5%75.3645.2%1.5%
70Δ71.5723.4%1.3%76.3645.7%1.3%
75Δ71.1723.0%1.0%77.3746.2%1.0%
80Δ70.7722.6%0.8%78.3746.7%0.7%

20Δ

Calls
Pseudo strike
78.12
IV
35.5%
B/E move
7.6%
Puts
Pseudo strike
69.82
IV
34.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
75.95
IV
29.4%
B/E move
4.7%
Puts
Pseudo strike
70.55
IV
35.0%
B/E move
4.4%

30Δ

Calls
Pseudo strike
74.78
IV
26.5%
B/E move
3.3%
Puts
Pseudo strike
71.13
IV
36.3%
B/E move
4.0%

35Δ

Calls
Pseudo strike
74.37
IV
26.1%
B/E move
3.1%
Puts
Pseudo strike
71.72
IV
37.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
73.97
IV
25.7%
B/E move
2.8%
Puts
Pseudo strike
72.30
IV
38.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
73.57
IV
25.3%
B/E move
2.5%
Puts
Pseudo strike
72.88
IV
40.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
73.17
IV
25.0%
B/E move
2.3%
Puts
Pseudo strike
73.46
IV
41.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
72.77
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
74.04
IV
42.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
72.37
IV
24.2%
B/E move
1.8%
Puts
Pseudo strike
74.63
IV
44.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
71.97
IV
23.8%
B/E move
1.5%
Puts
Pseudo strike
75.36
IV
45.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
71.57
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
76.36
IV
45.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
71.17
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
77.37
IV
46.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
70.77
IV
22.6%
B/E move
0.8%
Puts
Pseudo strike
78.37
IV
46.7%
B/E move
0.7%

Options history

IV · four-Friday blend28.59%
Daily close
GGG20.3%34.2%48.1%2026-08-21: 25.47%2026-08-24: 24.08%2026-08-25: 22.45%2026-08-27: 23.41%2026-08-28: 22.25%2026-08-31: 24.91%2026-09-03: 26.72%2026-09-21: 28.51%2026-09-22: 24.66%2026-09-23: 24.97%2026-09-25: 24.50%2026-09-28: 25.33%2026-09-29: 24.48%2026-10-06: 32.41%2026-10-14: 46.21%2026-10-16: 26.36%2026-10-19: 26.13%2026-10-20: 26.55%2026-10-21: 25.45%2026-10-22: 23.98%2026-10-23: 24.56%2026-10-26: 29.10%2026-10-27: 29.44%2026-10-29: 23.01%2026-10-30: 28.59%Aug 21Sep 29Oct 30
25 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
25.47%
24.08%
22.45%
23.41%
22.25%
24.91%
26.72%
28.51%
24.66%
24.97%
24.50%
25.33%
24.48%
32.41%
46.21%
26.36%
26.13%
26.55%
25.45%
23.98%
24.56%
29.10%
29.44%
23.01%
28.59%