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Generac Holdings Inc GNRC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-20T06:08:42.163Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002383724Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:41.690468+00:00

Share price$193.31
1D-1.4%
AH$192$193$195$196$1975:30 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$2.56$11.49$20.41$29.33$38.25$150.44$173.16$195.87$218.58$241.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNRC spot · $193.31GNRC PRICE$3.53$4.65$6.09$7.66$9.19$11.01$13.10$15.00$17.28$20.06$22.85$27.02$31.35$4.08$5.84$7.26$8.78$10.96$12.99$15.24$17.50$20.51$23.74$26.72$31.61$35.68
PutsExpensive1.07×
CallsExpensive1.24×
SkewBullish-4.25 pp
Implied moveBearish±$28.34
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.6760.7%20.1%170.1759.5%14.1%
25Δ221.8260.3%17.2%174.2663.1%12.9%
30Δ216.8662.3%15.3%179.4661.3%10.9%
35Δ211.9863.7%13.6%184.0859.9%9.3%
40Δ206.7363.3%11.7%188.3561.3%8.2%
45Δ202.0664.1%10.2%192.6960.8%7.0%
50Δ197.5065.3%8.9%196.9960.4%6.0%
55Δ192.8064.4%7.5%201.2259.3%5.0%
60Δ188.2364.4%6.3%205.7959.7%4.1%
65Δ183.5265.3%5.3%210.5459.6%3.4%
70Δ178.7865.0%4.3%215.0358.1%2.6%
75Δ173.1667.5%3.6%221.0859.0%2.0%
80Δ167.2668.3%2.7%226.4057.3%1.3%

20Δ

Calls
Pseudo strike
228.67
IV
60.7%
B/E move
20.1%
Puts
Pseudo strike
170.17
IV
59.5%
B/E move
14.1%

25Δ

Calls
Pseudo strike
221.82
IV
60.3%
B/E move
17.2%
Puts
Pseudo strike
174.26
IV
63.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
216.86
IV
62.3%
B/E move
15.3%
Puts
Pseudo strike
179.46
IV
61.3%
B/E move
10.9%

35Δ

Calls
Pseudo strike
211.98
IV
63.7%
B/E move
13.6%
Puts
Pseudo strike
184.08
IV
59.9%
B/E move
9.3%

40Δ

Calls
Pseudo strike
206.73
IV
63.3%
B/E move
11.7%
Puts
Pseudo strike
188.35
IV
61.3%
B/E move
8.2%

45Δ

Calls
Pseudo strike
202.06
IV
64.1%
B/E move
10.2%
Puts
Pseudo strike
192.69
IV
60.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
197.50
IV
65.3%
B/E move
8.9%
Puts
Pseudo strike
196.99
IV
60.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
192.80
IV
64.4%
B/E move
7.5%
Puts
Pseudo strike
201.22
IV
59.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
188.23
IV
64.4%
B/E move
6.3%
Puts
Pseudo strike
205.79
IV
59.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
183.52
IV
65.3%
B/E move
5.3%
Puts
Pseudo strike
210.54
IV
59.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
178.78
IV
65.0%
B/E move
4.3%
Puts
Pseudo strike
215.03
IV
58.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
173.16
IV
67.5%
B/E move
3.6%
Puts
Pseudo strike
221.08
IV
59.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
167.26
IV
68.3%
B/E move
2.7%
Puts
Pseudo strike
226.40
IV
57.3%
B/E move
1.3%

Options history

GNRC61.8561.9261.982026-10-19T19:49:51.007000+00:00: 61.92%Oct 19Oct 19
Table
ObservationIVSkewImplied move
61.92%2.81 pp14.67%