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Graham Corporation GHM

i

Market dataready · fetched 2026-11-13T01:16:34.357Z

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 · 2026-11-13T00:00:00.002471937Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:16:33.483574+00:00

Share price$85.95
1D+0.5%
AH$84.56$85.22$85.89$86.56$87.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGHM
Sold putSold callAH

Graham Corporation options

Live interpolated GHM call and put midpoint premiums by absolute delta.Graham Corporation$2.25$4.08$5.91$7.73$9.56$65.20$74.99$84.77$94.56$104.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GHM spot · $85.95GHM PRICE$2.61$2.80$2.99$3.18$3.70$4.55$5.40$6.25$2.45$2.46$2.48$2.49$2.50$2.76$3.36$3.96$4.56$5.16$6.13$7.58$9.03
PutsExpensive1.30×
Calls——
Skew——
Implied moveBearish±$6.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.84164.6%19.3%
25Δ77.27121.8%13.0%
30Δ80.4796.5%9.3%
35Δ82.2481.9%7.2%
40Δ89.4078.0%7.1%84.0067.4%5.2%
45Δ88.1471.2%5.8%85.4359.2%3.8%
50Δ86.8964.4%4.6%86.4359.4%3.3%
55Δ85.6357.6%3.3%87.4359.6%2.9%
60Δ84.4355.2%2.5%88.4359.8%2.4%
65Δ83.2957.3%2.2%89.4360.0%2.0%
70Δ82.1559.5%1.9%90.7461.3%1.6%
75Δ81.0061.6%1.5%92.4564.0%1.3%
80Δ94.1666.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.84
IV
164.6%
B/E move
19.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.27
IV
121.8%
B/E move
13.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.47
IV
96.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.24
IV
81.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
89.40
IV
78.0%
B/E move
7.1%
Puts
Pseudo strike
84.00
IV
67.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
88.14
IV
71.2%
B/E move
5.8%
Puts
Pseudo strike
85.43
IV
59.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
86.89
IV
64.4%
B/E move
4.6%
Puts
Pseudo strike
86.43
IV
59.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
85.63
IV
57.6%
B/E move
3.3%
Puts
Pseudo strike
87.43
IV
59.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
84.43
IV
55.2%
B/E move
2.5%
Puts
Pseudo strike
88.43
IV
59.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
83.29
IV
57.3%
B/E move
2.2%
Puts
Pseudo strike
89.43
IV
60.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
82.15
IV
59.5%
B/E move
1.9%
Puts
Pseudo strike
90.74
IV
61.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
81.00
IV
61.6%
B/E move
1.5%
Puts
Pseudo strike
92.45
IV
64.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.16
IV
66.8%
B/E move
1.0%

Options history

IV · four-Friday blend66.88%
Daily close
GHM49.3%73.9%98.4%2026-08-14: 53.92%2026-08-17: 56.38%2026-08-18: 60.51%2026-08-19: 61.16%2026-08-21: 53.68%2026-08-24: 54.64%2026-08-25: 55.20%2026-08-26: 54.28%2026-08-27: 53.83%2026-08-28: 52.73%2026-08-31: 57.92%2026-09-01: 58.67%2026-09-02: 58.09%2026-09-03: 57.49%2026-09-04: 57.31%2026-09-08: 59.63%2026-09-09: 60.38%2026-09-10: 61.99%2026-09-11: 59.90%2026-09-14: 66.18%2026-09-15: 68.59%2026-09-16: 69.37%2026-09-17: 76.06%2026-09-18: 59.52%2026-09-21: 60.16%2026-09-22: 60.07%2026-09-23: 60.45%2026-09-24: 60.36%2026-09-25: 60.33%2026-09-28: 60.56%2026-09-29: 60.00%2026-09-30: 60.41%2026-10-01: 60.78%2026-10-02: 59.79%2026-10-05: 59.68%2026-10-06: 59.85%2026-10-07: 60.25%2026-10-08: 63.47%2026-10-09: 63.35%2026-10-12: 69.36%2026-10-13: 74.29%2026-10-15: 95.06%2026-10-16: 62.60%2026-10-19: 62.88%2026-10-20: 63.17%2026-10-21: 63.19%2026-10-22: 64.18%2026-10-23: 63.54%2026-10-26: 64.57%2026-10-27: 64.07%2026-10-28: 66.41%2026-10-29: 65.12%2026-10-30: 66.88%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
53.92%
56.38%
60.51%
61.16%
53.68%
54.64%
55.20%
54.28%
53.83%
52.73%
57.92%
58.67%
58.09%
57.49%
57.31%
59.63%
60.38%
61.99%
59.90%
66.18%
68.59%
69.37%
76.06%
59.52%
60.16%
60.07%
60.45%
60.36%
60.33%
60.56%
60.00%
60.41%
60.78%
59.79%
59.68%
59.85%
60.25%
63.47%
63.35%
69.36%
74.29%
95.06%
62.60%
62.88%
63.17%
63.19%
64.18%
63.54%
64.57%
64.07%
66.41%
65.12%
66.88%