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The Gorman-Rupp Company Common Shares GRC

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Market datapartial · fetched 2026-10-22T19:11:59.521Z

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 · 2026-10-22T19:09:39.782136753Z

FundamentalsAlpha Vantage · unavailable

Share price$68.51
1D-5.5%
$68$69$70$72$735:30 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$1.80$4.13$6.45$8.77$11.10$55.20$62.28$69.35$76.43$83.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRC spot · $68.51GRC PRICE$2.06$2.45$2.49$2.58$2.93$3.28$3.77$4.44$5.12$5.79$6.67$7.71$8.75$2.45$2.47$2.53$2.69$3.03$3.36$3.70$4.17$5.07$5.98$6.89$8.16$10.43
PutsExpensive1.33×
CallsExpensive1.86×
SkewBullish-8.72 pp
Implied moveBalanced±$7.46
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.76104.2%36.9%55.61104.2%22.4%
25Δ85.9297.0%29.0%60.6477.4%15.1%
30Δ79.8178.0%20.1%63.2864.2%11.3%
35Δ74.7362.3%12.8%65.4354.6%8.4%
40Δ72.9258.6%10.7%66.6451.3%7.1%
45Δ71.1055.0%8.6%67.8648.0%5.9%
50Δ69.4952.9%6.9%69.0844.6%4.6%
55Δ68.1952.9%6.0%70.3042.3%3.5%
60Δ66.8953.0%5.1%71.5642.9%3.0%
65Δ65.5953.0%4.2%72.8243.5%2.4%
70Δ64.1952.9%3.4%74.0844.1%1.9%
75Δ62.7052.6%2.8%75.6845.5%1.4%
80Δ61.2152.4%2.1%78.2048.9%1.1%

20Δ

Calls
Pseudo strike
91.76
IV
104.2%
B/E move
36.9%
Puts
Pseudo strike
55.61
IV
104.2%
B/E move
22.4%

25Δ

Calls
Pseudo strike
85.92
IV
97.0%
B/E move
29.0%
Puts
Pseudo strike
60.64
IV
77.4%
B/E move
15.1%

30Δ

Calls
Pseudo strike
79.81
IV
78.0%
B/E move
20.1%
Puts
Pseudo strike
63.28
IV
64.2%
B/E move
11.3%

35Δ

Calls
Pseudo strike
74.73
IV
62.3%
B/E move
12.8%
Puts
Pseudo strike
65.43
IV
54.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
72.92
IV
58.6%
B/E move
10.7%
Puts
Pseudo strike
66.64
IV
51.3%
B/E move
7.1%

45Δ

Calls
Pseudo strike
71.10
IV
55.0%
B/E move
8.6%
Puts
Pseudo strike
67.86
IV
48.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
69.49
IV
52.9%
B/E move
6.9%
Puts
Pseudo strike
69.08
IV
44.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
68.19
IV
52.9%
B/E move
6.0%
Puts
Pseudo strike
70.30
IV
42.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
66.89
IV
53.0%
B/E move
5.1%
Puts
Pseudo strike
71.56
IV
42.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
65.59
IV
53.0%
B/E move
4.2%
Puts
Pseudo strike
72.82
IV
43.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
64.19
IV
52.9%
B/E move
3.4%
Puts
Pseudo strike
74.08
IV
44.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
62.70
IV
52.6%
B/E move
2.8%
Puts
Pseudo strike
75.68
IV
45.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
61.21
IV
52.4%
B/E move
2.1%
Puts
Pseudo strike
78.20
IV
48.9%
B/E move
1.1%

Options history

No recorded observations