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Graham Corporation GHM

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-23T17:43:06.140Z

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 · 2026-10-23T17:42:40.466951535Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:37:46.677450+00:00

Share price$65.68
1D+3.3%
$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$1.61$9.38$17.14$24.90$32.67$44.54$58.19$71.83$85.48$99.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GHM spot · $65.68GHM PRICE$2.45$2.45$2.47$2.98$3.57$4.17$4.76$5.36$6.19$7.14$8.09$2.73$3.13$3.99$4.85$6.64$10.04$13.44$16.84$20.24$23.63$27.03$30.43
PutsExpensive1.20×
CallsExpensive1.53×
SkewBearish+4.36 pp
Implied moveBearish±$14.80
TiltBearish53.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.82143.6%55.7%
25Δ83.84104.4%31.4%57.2789.6%17.0%
30Δ76.1980.6%19.8%60.1279.8%13.2%
35Δ73.3775.9%16.2%61.9780.3%11.7%
40Δ71.4374.7%14.2%63.8380.7%10.2%
45Δ69.5073.6%12.2%66.4681.8%8.9%
50Δ67.5672.4%10.1%70.4583.9%8.0%
55Δ65.6371.2%8.1%74.4486.1%7.1%
60Δ63.8870.9%6.7%78.4488.2%6.2%
65Δ62.2171.0%5.6%82.4390.3%5.3%
70Δ60.5571.1%4.5%86.4292.4%4.4%
75Δ90.4194.6%3.5%
80Δ94.4096.7%2.6%

20Δ

Calls
Pseudo strike
99.82
IV
143.6%
B/E move
55.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
83.84
IV
104.4%
B/E move
31.4%
Puts
Pseudo strike
57.27
IV
89.6%
B/E move
17.0%

30Δ

Calls
Pseudo strike
76.19
IV
80.6%
B/E move
19.8%
Puts
Pseudo strike
60.12
IV
79.8%
B/E move
13.2%

35Δ

Calls
Pseudo strike
73.37
IV
75.9%
B/E move
16.2%
Puts
Pseudo strike
61.97
IV
80.3%
B/E move
11.7%

40Δ

Calls
Pseudo strike
71.43
IV
74.7%
B/E move
14.2%
Puts
Pseudo strike
63.83
IV
80.7%
B/E move
10.2%

45Δ

Calls
Pseudo strike
69.50
IV
73.6%
B/E move
12.2%
Puts
Pseudo strike
66.46
IV
81.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
67.56
IV
72.4%
B/E move
10.1%
Puts
Pseudo strike
70.45
IV
83.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
65.63
IV
71.2%
B/E move
8.1%
Puts
Pseudo strike
74.44
IV
86.1%
B/E move
7.1%

60Δ

Calls
Pseudo strike
63.88
IV
70.9%
B/E move
6.7%
Puts
Pseudo strike
78.44
IV
88.2%
B/E move
6.2%

65Δ

Calls
Pseudo strike
62.21
IV
71.0%
B/E move
5.6%
Puts
Pseudo strike
82.43
IV
90.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
60.55
IV
71.1%
B/E move
4.5%
Puts
Pseudo strike
86.42
IV
92.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.41
IV
94.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.40
IV
96.7%
B/E move
2.6%

Options history

No recorded observations