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Generac Holdings Inc GNRC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T21:48:28.480Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:32:57.862069534Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:27.906276+00:00

Share price$192.34
1D-3.2%
AH$190$193$195$198$2005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNRC
Sold putSold callAH

Generac Holdings Inc options

Live interpolated GNRC call and put midpoint premiums by absolute delta.Generac Holdings Inc$1.11$4.75$8.39$12.03$15.67$168.62$184.44$200.27$216.10$231.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNRC spot · $192.34GNRC PRICE$1.50$2.05$2.54$3.17$3.78$4.45$5.46$6.36$7.26$8.26$10.25$11.67$13.57$1.74$2.29$2.92$3.72$4.38$5.20$6.13$7.08$8.19$9.61$11.05$12.34$14.62
PutsCheap0.82×
CallsFair0.99×
SkewBearish+1.26 pp
Implied moveBearish±$11.59
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ205.1252.3%7.4%180.7856.2%6.9%
25Δ202.9053.4%6.6%183.2955.3%5.9%
30Δ200.4452.0%5.5%185.4954.9%5.1%
35Δ198.4652.2%4.8%187.3256.7%4.5%
40Δ196.5651.8%4.2%189.3255.2%3.8%
45Δ194.6751.1%3.5%191.2154.7%3.3%
50Δ192.9953.5%3.2%193.0454.8%2.8%
55Δ191.2353.7%2.7%194.8654.3%2.4%
60Δ189.4453.1%2.3%196.7354.0%2.0%
65Δ187.6552.6%1.9%198.8054.7%1.6%
70Δ185.2457.0%1.6%200.8554.6%1.3%
75Δ183.1456.4%1.3%202.8052.9%1.0%
80Δ180.6656.9%1.0%205.5753.9%0.7%

20Δ

Calls
Pseudo strike
205.12
IV
52.3%
B/E move
7.4%
Puts
Pseudo strike
180.78
IV
56.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
202.90
IV
53.4%
B/E move
6.6%
Puts
Pseudo strike
183.29
IV
55.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
200.44
IV
52.0%
B/E move
5.5%
Puts
Pseudo strike
185.49
IV
54.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
198.46
IV
52.2%
B/E move
4.8%
Puts
Pseudo strike
187.32
IV
56.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
196.56
IV
51.8%
B/E move
4.2%
Puts
Pseudo strike
189.32
IV
55.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
194.67
IV
51.1%
B/E move
3.5%
Puts
Pseudo strike
191.21
IV
54.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
192.99
IV
53.5%
B/E move
3.2%
Puts
Pseudo strike
193.04
IV
54.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
191.23
IV
53.7%
B/E move
2.7%
Puts
Pseudo strike
194.86
IV
54.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
189.44
IV
53.1%
B/E move
2.3%
Puts
Pseudo strike
196.73
IV
54.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
187.65
IV
52.6%
B/E move
1.9%
Puts
Pseudo strike
198.80
IV
54.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
185.24
IV
57.0%
B/E move
1.6%
Puts
Pseudo strike
200.85
IV
54.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
183.14
IV
56.4%
B/E move
1.3%
Puts
Pseudo strike
202.80
IV
52.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
180.66
IV
56.9%
B/E move
1.0%
Puts
Pseudo strike
205.57
IV
53.9%
B/E move
0.7%