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The Gorman-Rupp Company Common Shares GRC

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Market datapartial · fetched 2026-10-22T16:16:55.623Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:03:43.081610464Z

FundamentalsAlpha Vantage · unavailable

Share price$69.40
1D-4.2%
$68.87$69.84$70.80$71.77$72.745:30 AM6:30 AM9:00 AM1:00 PMGRC
Sold putSold call

The Gorman-Rupp Company Common Shares options

Live interpolated GRC call and put midpoint premiums by absolute delta.The Gorman-Rupp Company Common Shares$1.50$3.50$5.49$7.48$9.47$57.85$64.12$70.39$76.66$82.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRC spot · $69.40GRC PRICE$1.72$2.45$2.46$2.47$2.68$2.90$3.12$3.80$4.53$5.26$5.99$7.26$8.90$2.45$2.45$2.45$2.51$2.59$2.67$2.74$3.31$3.93$4.56$5.18$5.81$7.10
PutsExpensive1.14×
CallsExpensive1.64×
SkewBullish-10.13 pp
Implied moveBullish±$5.87
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.0080.2%26.4%57.1198.8%21.2%
25Δ86.7895.5%28.6%61.4176.6%15.0%
30Δ80.6276.3%19.7%64.5460.4%10.5%
35Δ75.3759.0%12.2%66.0852.5%8.4%
40Δ73.4753.2%9.7%67.3446.1%6.7%
45Δ71.8348.2%7.7%68.6039.7%5.0%
50Δ70.1943.3%5.6%69.8633.3%3.3%
55Δ68.9743.5%4.9%70.8232.6%2.7%
60Δ67.8144.5%4.2%71.7432.6%2.3%
65Δ66.6545.5%3.6%72.6632.6%1.9%
70Δ65.4946.5%3.0%73.5832.6%1.4%
75Δ63.8648.8%2.5%74.5032.6%1.0%
80Δ61.9152.1%2.0%76.0333.9%0.7%

20Δ

Calls
Pseudo strike
86.00
IV
80.2%
B/E move
26.4%
Puts
Pseudo strike
57.11
IV
98.8%
B/E move
21.2%

25Δ

Calls
Pseudo strike
86.78
IV
95.5%
B/E move
28.6%
Puts
Pseudo strike
61.41
IV
76.6%
B/E move
15.0%

30Δ

Calls
Pseudo strike
80.62
IV
76.3%
B/E move
19.7%
Puts
Pseudo strike
64.54
IV
60.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
75.37
IV
59.0%
B/E move
12.2%
Puts
Pseudo strike
66.08
IV
52.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
73.47
IV
53.2%
B/E move
9.7%
Puts
Pseudo strike
67.34
IV
46.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
71.83
IV
48.2%
B/E move
7.7%
Puts
Pseudo strike
68.60
IV
39.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
70.19
IV
43.3%
B/E move
5.6%
Puts
Pseudo strike
69.86
IV
33.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
68.97
IV
43.5%
B/E move
4.9%
Puts
Pseudo strike
70.82
IV
32.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
67.81
IV
44.5%
B/E move
4.2%
Puts
Pseudo strike
71.74
IV
32.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
66.65
IV
45.5%
B/E move
3.6%
Puts
Pseudo strike
72.66
IV
32.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
65.49
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
73.58
IV
32.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
63.86
IV
48.8%
B/E move
2.5%
Puts
Pseudo strike
74.50
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
61.91
IV
52.1%
B/E move
2.0%
Puts
Pseudo strike
76.03
IV
33.9%
B/E move
0.7%

Options history

No recorded observations