IntraAlpha
Create free account Start free

Generac Holdings Inc GNRC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-18T00:06:42.900Z

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 2026-10-18T00:06:42.523797+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$1.04$5.16$9.29$13.42$17.55$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$4.30$5.29$6.20$7.04$8.00$9.65$11.23$12.75$1.77$2.33$2.99$3.81$4.47$5.35$6.31$7.32$8.48$10.09$11.46$13.15$16.36
PutsCheap0.85×
CallsFair0.95×
SkewBearish+5.42 pp
Implied moveBearish±$11.60
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ205.2355.5%7.3%180.9361.6%7.0%
25Δ203.0356.6%6.4%183.4660.7%6.0%
30Δ200.6355.2%5.4%185.6660.6%5.2%
35Δ198.6455.1%4.7%187.5362.6%4.6%
40Δ196.7954.8%4.1%189.6060.7%3.9%
45Δ194.9253.3%3.4%191.5160.7%3.4%
50Δ193.2655.7%3.0%193.3960.8%2.9%
55Δ191.5756.4%2.6%195.2860.4%2.4%
60Δ189.8455.5%2.2%197.2160.3%2.0%
65Δ188.1254.7%1.8%199.4461.9%1.7%
70Δ185.9557.4%1.5%201.5061.0%1.4%
75Δ183.8258.3%1.2%203.8160.5%1.0%
80Δ181.6957.3%0.9%207.4664.7%0.8%

20Δ

Calls
Pseudo strike
205.23
IV
55.5%
B/E move
7.3%
Puts
Pseudo strike
180.93
IV
61.6%
B/E move
7.0%

25Δ

Calls
Pseudo strike
203.03
IV
56.6%
B/E move
6.4%
Puts
Pseudo strike
183.46
IV
60.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
200.63
IV
55.2%
B/E move
5.4%
Puts
Pseudo strike
185.66
IV
60.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
198.64
IV
55.1%
B/E move
4.7%
Puts
Pseudo strike
187.53
IV
62.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
196.79
IV
54.8%
B/E move
4.1%
Puts
Pseudo strike
189.60
IV
60.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
194.92
IV
53.3%
B/E move
3.4%
Puts
Pseudo strike
191.51
IV
60.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
193.26
IV
55.7%
B/E move
3.0%
Puts
Pseudo strike
193.39
IV
60.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
191.57
IV
56.4%
B/E move
2.6%
Puts
Pseudo strike
195.28
IV
60.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
189.84
IV
55.5%
B/E move
2.2%
Puts
Pseudo strike
197.21
IV
60.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
188.12
IV
54.7%
B/E move
1.8%
Puts
Pseudo strike
199.44
IV
61.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
185.95
IV
57.4%
B/E move
1.5%
Puts
Pseudo strike
201.50
IV
61.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
183.82
IV
58.3%
B/E move
1.2%
Puts
Pseudo strike
203.81
IV
60.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
181.69
IV
57.3%
B/E move
0.9%
Puts
Pseudo strike
207.46
IV
64.7%
B/E move
0.8%