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Graham Corporation GHM

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Market datapartial · fetched 2026-10-23T16:41:41.210Z

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 · 2026-10-23T16:39:39.901910424Z

FundamentalsAlpha Vantage · unavailable

Share price$65.69
1D+3.4%
$62.90$63.71$64.52$65.33$66.145:30 AM6:30 AM9:00 AM1:00 PMGHM
Sold putSold call

Graham Corporation options

Live interpolated GHM call and put midpoint premiums by absolute delta.Graham Corporation$2.05$5.76$9.47$13.19$16.90$45.81$59.10$72.40$85.69$98.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GHM spot · $65.69GHM PRICE$2.45$2.45$2.47$2.86$3.31$3.93$4.63$5.32$6.19$7.13$8.08$9.65$11.53$2.45$2.73$3.13$4.04$4.94$5.82$6.66$7.50$8.64$10.08$11.54$13.61$15.83
PutsExpensive1.11×
CallsExpensive1.50×
SkewNeutral+0.13 pp
Implied moveBearish±$11.28
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.83143.5%55.7%53.71105.1%22.0%
25Δ83.52103.5%30.9%57.2789.6%17.0%
30Δ75.9880.0%19.4%60.1279.9%13.2%
35Δ73.0474.3%15.5%61.9880.9%11.8%
40Δ70.7171.2%12.7%63.8481.9%10.3%
45Δ68.8570.4%10.8%65.6681.5%8.9%
50Δ67.2070.5%9.3%67.4178.9%7.5%
55Δ65.5470.7%7.9%69.1676.4%6.1%
60Δ63.8870.9%6.7%71.0575.2%5.0%
65Δ62.2271.0%5.6%73.0775.2%4.1%
70Δ60.5671.0%4.5%75.1175.2%3.2%
75Δ58.4473.8%3.7%77.6775.3%2.5%
80Δ56.0878.0%2.9%80.3675.5%1.8%

20Δ

Calls
Pseudo strike
99.83
IV
143.5%
B/E move
55.7%
Puts
Pseudo strike
53.71
IV
105.1%
B/E move
22.0%

25Δ

Calls
Pseudo strike
83.52
IV
103.5%
B/E move
30.9%
Puts
Pseudo strike
57.27
IV
89.6%
B/E move
17.0%

30Δ

Calls
Pseudo strike
75.98
IV
80.0%
B/E move
19.4%
Puts
Pseudo strike
60.12
IV
79.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
73.04
IV
74.3%
B/E move
15.5%
Puts
Pseudo strike
61.98
IV
80.9%
B/E move
11.8%

40Δ

Calls
Pseudo strike
70.71
IV
71.2%
B/E move
12.7%
Puts
Pseudo strike
63.84
IV
81.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
68.85
IV
70.4%
B/E move
10.8%
Puts
Pseudo strike
65.66
IV
81.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
67.20
IV
70.5%
B/E move
9.3%
Puts
Pseudo strike
67.41
IV
78.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
65.54
IV
70.7%
B/E move
7.9%
Puts
Pseudo strike
69.16
IV
76.4%
B/E move
6.1%

60Δ

Calls
Pseudo strike
63.88
IV
70.9%
B/E move
6.7%
Puts
Pseudo strike
71.05
IV
75.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
62.22
IV
71.0%
B/E move
5.6%
Puts
Pseudo strike
73.07
IV
75.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
60.56
IV
71.0%
B/E move
4.5%
Puts
Pseudo strike
75.11
IV
75.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
58.44
IV
73.8%
B/E move
3.7%
Puts
Pseudo strike
77.67
IV
75.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
56.08
IV
78.0%
B/E move
2.9%
Puts
Pseudo strike
80.36
IV
75.5%
B/E move
1.8%

Options history

No recorded observations