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Graco Inc GGG

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Market datapartial · fetched 2026-10-22T23:53:00.505Z

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 · 2026-10-22T23:42:23.616826059Z

FundamentalsAlpha Vantage · unavailable

Share price$69.85
1D-7.2%
AH$67$69$72$74$765:30 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$0.12$5.20$10.28$15.36$20.44$56.76$63.94$71.13$78.31$85.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGG spot · $69.85GGG PRICE$2.45$2.33$2.19$2.05$1.91$1.77$1.63$1.85$2.28$2.71$3.15$3.58$4.01$0.67$0.92$1.16$1.41$1.66$1.90$2.46$3.49$4.51$5.54$7.10$13.04$18.98
PutsCheap0.70×
CallsExpensive1.71×
SkewBullish-13.81 pp
Implied moveBearish±$4.09
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.22132.5%51.3%65.6927.2%6.9%
25Δ95.74111.2%40.4%66.4627.1%6.2%
30Δ90.9494.2%33.3%67.2326.9%5.4%
35Δ86.1477.1%26.2%68.0026.8%4.7%
40Δ81.3360.0%19.2%68.7726.7%3.9%
45Δ76.5342.9%12.1%69.5426.6%3.2%
50Δ71.7325.8%5.0%70.4728.0%2.6%
55Δ69.6019.6%2.3%71.6331.7%2.4%
60Δ68.9719.5%2.0%72.8035.4%2.2%
65Δ68.3419.4%1.7%73.9639.2%2.0%
70Δ67.7119.4%1.4%75.6644.3%1.9%
75Δ67.0719.3%1.2%81.6361.6%1.8%
80Δ66.4419.2%0.9%87.6178.8%1.7%

20Δ

Calls
Pseudo strike
103.22
IV
132.5%
B/E move
51.3%
Puts
Pseudo strike
65.69
IV
27.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
95.74
IV
111.2%
B/E move
40.4%
Puts
Pseudo strike
66.46
IV
27.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
90.94
IV
94.2%
B/E move
33.3%
Puts
Pseudo strike
67.23
IV
26.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
86.14
IV
77.1%
B/E move
26.2%
Puts
Pseudo strike
68.00
IV
26.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
81.33
IV
60.0%
B/E move
19.2%
Puts
Pseudo strike
68.77
IV
26.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
76.53
IV
42.9%
B/E move
12.1%
Puts
Pseudo strike
69.54
IV
26.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
71.73
IV
25.8%
B/E move
5.0%
Puts
Pseudo strike
70.47
IV
28.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
69.60
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
71.63
IV
31.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
68.97
IV
19.5%
B/E move
2.0%
Puts
Pseudo strike
72.80
IV
35.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
68.34
IV
19.4%
B/E move
1.7%
Puts
Pseudo strike
73.96
IV
39.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
67.71
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
75.66
IV
44.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
67.07
IV
19.3%
B/E move
1.2%
Puts
Pseudo strike
81.63
IV
61.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
66.44
IV
19.2%
B/E move
0.9%
Puts
Pseudo strike
87.61
IV
78.8%
B/E move
1.7%

Options history

No recorded observations