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Generac Holdings Inc GNRC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-17T01:46:10.919Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.002842816Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:46:10.215952+00:00

Share price$192.68
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$1.03$5.19$9.35$13.50$17.66$168.96$184.70$200.43$216.16$231.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNRC spot · $192.68GNRC PRICE$1.48$2.02$2.50$3.10$3.71$4.29$5.28$6.19$7.03$7.98$9.61$11.20$12.70$1.77$2.33$3.00$3.81$4.48$5.37$6.32$7.33$8.50$10.12$11.49$13.20$16.46
PutsCheap0.85×
CallsCheap0.95×
SkewBearish+5.26 pp
Implied moveBearish±$11.60
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ205.2451.3%7.3%180.9357.1%7.0%
25Δ203.0352.3%6.4%183.4756.3%6.0%
30Δ200.6551.1%5.4%185.6856.2%5.2%
35Δ198.6551.0%4.7%187.5558.0%4.6%
40Δ196.8050.7%4.1%189.6256.2%3.9%
45Δ194.9349.3%3.4%191.5356.3%3.4%
50Δ193.2851.5%3.1%193.4156.4%2.9%
55Δ191.5952.1%2.6%195.3156.0%2.4%
60Δ189.8651.3%2.2%197.2456.0%2.0%
65Δ188.1550.5%1.8%199.4957.5%1.7%
70Δ185.9953.0%1.5%201.5456.6%1.4%
75Δ183.8653.8%1.2%203.8856.2%1.0%
80Δ181.7652.8%0.9%207.5760.2%0.8%

20Δ

Calls
Pseudo strike
205.24
IV
51.3%
B/E move
7.3%
Puts
Pseudo strike
180.93
IV
57.1%
B/E move
7.0%

25Δ

Calls
Pseudo strike
203.03
IV
52.3%
B/E move
6.4%
Puts
Pseudo strike
183.47
IV
56.3%
B/E move
6.0%

30Δ

Calls
Pseudo strike
200.65
IV
51.1%
B/E move
5.4%
Puts
Pseudo strike
185.68
IV
56.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
198.65
IV
51.0%
B/E move
4.7%
Puts
Pseudo strike
187.55
IV
58.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
196.80
IV
50.7%
B/E move
4.1%
Puts
Pseudo strike
189.62
IV
56.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
194.93
IV
49.3%
B/E move
3.4%
Puts
Pseudo strike
191.53
IV
56.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
193.28
IV
51.5%
B/E move
3.1%
Puts
Pseudo strike
193.41
IV
56.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
191.59
IV
52.1%
B/E move
2.6%
Puts
Pseudo strike
195.31
IV
56.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
189.86
IV
51.3%
B/E move
2.2%
Puts
Pseudo strike
197.24
IV
56.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
188.15
IV
50.5%
B/E move
1.8%
Puts
Pseudo strike
199.49
IV
57.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
185.99
IV
53.0%
B/E move
1.5%
Puts
Pseudo strike
201.54
IV
56.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
183.86
IV
53.8%
B/E move
1.2%
Puts
Pseudo strike
203.88
IV
56.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
181.76
IV
52.8%
B/E move
0.9%
Puts
Pseudo strike
207.57
IV
60.2%
B/E move
0.8%