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GENERAC HOLDINGS INC GNRC

i

Market dataready · fetched 2026-11-08T00:17:46.169Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002794097Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T00:17:45.676231+00:00

Share price$176.78
1D-0.8%
AH$172$175$177$179$1815:30 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$1.34$5.41$9.48$13.55$17.62$140.70$160.64$180.58$200.52$220.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNRC spot · $176.78GNRC PRICE$1.78$2.51$2.93$3.68$4.54$5.42$6.36$7.54$8.72$9.95$11.51$13.35$16.31$2.38$2.80$3.65$4.61$5.47$6.37$7.12$8.49$9.75$10.90$12.66$15.47$16.45
PutsCheap0.61×
CallsCheap0.65×
SkewBearish+1.64 pp
Implied moveBearish±$13.48
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.3273.4%9.8%161.7988.6%9.8%
25Δ190.1377.7%9.0%166.0778.6%7.6%
30Δ186.3370.9%7.1%168.5979.3%6.7%
35Δ184.0972.1%6.2%170.8281.4%6.0%
40Δ182.0274.0%5.5%173.2779.6%5.1%
45Δ179.8574.5%4.8%175.5377.9%4.3%
50Δ177.7174.5%4.1%177.7074.0%3.5%
55Δ175.5675.9%3.6%179.9075.5%3.0%
60Δ173.3976.1%3.0%182.0774.6%2.5%
65Δ171.2175.5%2.5%184.1172.3%2.0%
70Δ168.8476.1%2.0%186.5772.5%1.6%
75Δ166.2877.0%1.6%189.9176.5%1.3%
80Δ162.7682.2%1.3%191.6070.4%0.9%

20Δ

Calls
Pseudo strike
192.32
IV
73.4%
B/E move
9.8%
Puts
Pseudo strike
161.79
IV
88.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
190.13
IV
77.7%
B/E move
9.0%
Puts
Pseudo strike
166.07
IV
78.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
186.33
IV
70.9%
B/E move
7.1%
Puts
Pseudo strike
168.59
IV
79.3%
B/E move
6.7%

35Δ

Calls
Pseudo strike
184.09
IV
72.1%
B/E move
6.2%
Puts
Pseudo strike
170.82
IV
81.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
182.02
IV
74.0%
B/E move
5.5%
Puts
Pseudo strike
173.27
IV
79.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
179.85
IV
74.5%
B/E move
4.8%
Puts
Pseudo strike
175.53
IV
77.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
177.71
IV
74.5%
B/E move
4.1%
Puts
Pseudo strike
177.70
IV
74.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
175.56
IV
75.9%
B/E move
3.6%
Puts
Pseudo strike
179.90
IV
75.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
173.39
IV
76.1%
B/E move
3.0%
Puts
Pseudo strike
182.07
IV
74.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
171.21
IV
75.5%
B/E move
2.5%
Puts
Pseudo strike
184.11
IV
72.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
168.84
IV
76.1%
B/E move
2.0%
Puts
Pseudo strike
186.57
IV
72.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
166.28
IV
77.0%
B/E move
1.6%
Puts
Pseudo strike
189.91
IV
76.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
162.76
IV
82.2%
B/E move
1.3%
Puts
Pseudo strike
191.60
IV
70.4%
B/E move
0.9%

Options history

IV · four-Friday blend63.34%
Daily close
GNRC41.3%66.3%91.3%2026-08-10: 54.37%2026-08-11: 54.96%2026-08-12: 50.25%2026-08-13: 51.85%2026-08-14: 48.19%2026-08-17: 50.56%2026-08-18: 51.88%2026-08-19: 49.12%2026-08-20: 49.74%2026-08-21: 46.14%2026-08-24: 49.44%2026-08-25: 47.17%2026-08-26: 47.66%2026-08-27: 45.76%2026-08-28: 49.61%2026-08-31: 51.88%2026-09-01: 53.16%2026-09-02: 49.73%2026-09-03: 49.68%2026-09-04: 44.90%2026-09-08: 51.00%2026-09-09: 49.29%2026-09-10: 54.71%2026-09-11: 44.74%2026-09-14: 46.90%2026-09-15: 48.05%2026-09-16: 49.76%2026-09-17: 60.15%2026-09-18: 47.61%2026-09-21: 51.13%2026-09-22: 50.80%2026-09-23: 49.51%2026-09-24: 50.49%2026-09-25: 50.01%2026-09-28: 52.17%2026-09-29: 51.30%2026-09-30: 51.29%2026-10-01: 50.10%2026-10-02: 48.80%2026-10-05: 50.53%2026-10-06: 54.79%2026-10-07: 57.47%2026-10-08: 61.77%2026-10-09: 52.76%2026-10-12: 56.24%2026-10-13: 60.48%2026-10-14: 66.45%2026-10-15: 70.15%2026-10-16: 65.01%2026-10-19: 66.82%2026-10-20: 70.57%2026-10-21: 76.34%2026-10-22: 87.82%2026-10-23: 79.66%2026-10-26: 83.54%2026-10-27: 79.36%2026-10-28: 62.51%2026-10-29: 64.53%2026-10-30: 63.34%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.37%
54.96%
50.25%
51.85%
48.19%
50.56%
51.88%
49.12%
49.74%
46.14%
49.44%
47.17%
47.66%
45.76%
49.61%
51.88%
53.16%
49.73%
49.68%
44.90%
51.00%
49.29%
54.71%
44.74%
46.90%
48.05%
49.76%
60.15%
47.61%
51.13%
50.80%
49.51%
50.49%
50.01%
52.17%
51.30%
51.29%
50.10%
48.80%
50.53%
54.79%
57.47%
61.77%
52.76%
56.24%
60.48%
66.45%
70.15%
65.01%
66.82%
70.57%
76.34%
87.82%
79.66%
83.54%
79.36%
62.51%
64.53%
63.34%