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The Gorman-Rupp Company Common Shares GRC

i

Market dataready · fetched 2026-11-12T01:37:46.281Z

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: 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 · 2026-11-12T00:00:00.003079165Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:37:45.722372+00:00

Share price$70.44
1D-0.6%
AH$70.09$70.31$70.54$70.77$70.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRC
Sold putSold callAH

The Gorman-Rupp Company Common Shares options

Live interpolated GRC call and put midpoint premiums by absolute delta.The Gorman-Rupp Company Common Shares$2.38$3.00$3.61$4.23$4.85$60.36$64.58$68.80$73.02$77.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GRC spot · $70.44GRC PRICE$2.45$2.55$2.81$3.08$3.34$3.61$3.87$4.14$4.40$4.67$2.45$2.45$2.46$2.49$2.52$2.55$2.78$3.01$3.25$3.49$3.72$3.96$4.19
PutsExpensive1.64×
Calls——
Skew——
Implied moveBullish±$5.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.97177.4%21.2%
25Δ87.52171.1%27.7%62.23137.8%15.1%
30Δ65.32109.2%10.8%
35Δ66.8694.1%8.6%
40Δ74.3889.8%9.2%68.4179.1%6.5%
45Δ73.5384.5%8.4%69.9664.0%4.3%
50Δ72.6979.2%7.6%70.5460.0%3.8%
55Δ71.8573.8%6.7%71.1156.3%3.3%
60Δ71.0168.5%5.9%71.6752.6%2.9%
65Δ70.1763.2%5.1%72.2348.9%2.4%
70Δ69.3257.9%4.3%72.7945.1%1.9%
75Δ68.4852.6%3.5%73.3541.4%1.5%
80Δ67.6447.3%2.7%73.9137.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.97
IV
177.4%
B/E move
21.2%

25Δ

Calls
Pseudo strike
87.52
IV
171.1%
B/E move
27.7%
Puts
Pseudo strike
62.23
IV
137.8%
B/E move
15.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.32
IV
109.2%
B/E move
10.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.86
IV
94.1%
B/E move
8.6%

40Δ

Calls
Pseudo strike
74.38
IV
89.8%
B/E move
9.2%
Puts
Pseudo strike
68.41
IV
79.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
73.53
IV
84.5%
B/E move
8.4%
Puts
Pseudo strike
69.96
IV
64.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
72.69
IV
79.2%
B/E move
7.6%
Puts
Pseudo strike
70.54
IV
60.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
71.85
IV
73.8%
B/E move
6.7%
Puts
Pseudo strike
71.11
IV
56.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
71.01
IV
68.5%
B/E move
5.9%
Puts
Pseudo strike
71.67
IV
52.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
70.17
IV
63.2%
B/E move
5.1%
Puts
Pseudo strike
72.23
IV
48.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
69.32
IV
57.9%
B/E move
4.3%
Puts
Pseudo strike
72.79
IV
45.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
68.48
IV
52.6%
B/E move
3.5%
Puts
Pseudo strike
73.35
IV
41.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
67.64
IV
47.3%
B/E move
2.7%
Puts
Pseudo strike
73.91
IV
37.7%
B/E move
1.0%

Options history

IV · four-Friday blend37.55%
Daily close
GRC31.5%55.1%78.6%2026-08-13: 39.56%2026-08-14: 41.56%2026-08-18: 53.40%2026-08-19: 62.77%2026-08-21: 37.87%2026-08-24: 38.21%2026-08-25: 38.01%2026-08-26: 38.08%2026-08-27: 37.99%2026-08-28: 38.37%2026-08-31: 34.74%2026-09-01: 39.42%2026-09-02: 35.29%2026-09-03: 37.81%2026-09-04: 38.13%2026-09-08: 39.03%2026-09-09: 39.85%2026-09-10: 44.60%2026-09-11: 40.22%2026-09-14: 53.58%2026-09-15: 53.11%2026-09-16: 60.14%2026-09-17: 69.21%2026-09-18: 37.32%2026-09-21: 36.63%2026-09-22: 35.39%2026-09-23: 36.86%2026-09-24: 36.69%2026-09-25: 37.06%2026-09-28: 38.81%2026-09-29: 38.64%2026-09-30: 37.37%2026-10-01: 38.90%2026-10-02: 40.27%2026-10-05: 41.66%2026-10-06: 42.76%2026-10-07: 41.09%2026-10-08: 44.27%2026-10-09: 43.66%2026-10-12: 49.62%2026-10-14: 61.73%2026-10-15: 75.38%2026-10-16: 36.70%2026-10-19: 36.71%2026-10-20: 36.57%2026-10-21: 36.65%2026-10-22: 38.27%2026-10-23: 35.48%2026-10-26: 35.50%2026-10-27: 36.07%2026-10-28: 35.21%2026-10-29: 35.15%2026-10-30: 37.55%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.56%
41.56%
53.40%
62.77%
37.87%
38.21%
38.01%
38.08%
37.99%
38.37%
34.74%
39.42%
35.29%
37.81%
38.13%
39.03%
39.85%
44.60%
40.22%
53.58%
53.11%
60.14%
69.21%
37.32%
36.63%
35.39%
36.86%
36.69%
37.06%
38.81%
38.64%
37.37%
38.90%
40.27%
41.66%
42.76%
41.09%
44.27%
43.66%
49.62%
61.73%
75.38%
36.70%
36.71%
36.57%
36.65%
38.27%
35.48%
35.50%
36.07%
35.21%
35.15%
37.55%