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The Gorman-Rupp Company Common Shares GRC

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Market datapartial · fetched 2026-10-22T22:57:44.546Z

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 · 2026-10-22T22:41:58.140229827Z

FundamentalsAlpha Vantage · unavailable

Share price$70.07
1D-3.3%
AH$68$69$70$72$735:30 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$1.80$3.57$5.34$7.11$8.88$57.07$63.75$70.43$77.10$83.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRC spot · $70.07GRC PRICE$1.99$2.45$2.48$2.51$2.79$3.19$3.59$4.00$4.46$4.92$5.39$5.85$6.64$2.45$2.43$2.45$2.78$3.10$3.43$3.97$4.57$5.18$5.78$6.46$7.42$8.37
PutsExpensive1.28×
CallsExpensive1.63×
SkewBullish-3.61 pp
Implied moveBearish±$7.55
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.1094.5%32.9%57.36100.8%21.6%
25Δ87.4095.0%28.2%62.0775.9%14.9%
30Δ81.3876.3%19.7%65.2359.8%10.4%
35Δ76.6360.6%13.0%66.7155.6%8.8%
40Δ74.0553.8%9.7%68.1951.5%7.1%
45Δ72.5951.6%8.1%69.6647.3%5.5%
50Δ71.1449.5%6.6%70.8545.6%4.5%
55Δ69.7847.3%5.3%71.9544.6%3.8%
60Δ68.7845.2%4.5%73.0543.6%3.1%
65Δ67.7743.0%3.7%74.1542.5%2.4%
70Δ66.7740.9%3.0%75.2841.4%1.8%
75Δ65.7638.8%2.2%76.5340.0%1.4%
80Δ64.5037.8%1.5%77.7838.6%0.9%

20Δ

Calls
Pseudo strike
91.10
IV
94.5%
B/E move
32.9%
Puts
Pseudo strike
57.36
IV
100.8%
B/E move
21.6%

25Δ

Calls
Pseudo strike
87.40
IV
95.0%
B/E move
28.2%
Puts
Pseudo strike
62.07
IV
75.9%
B/E move
14.9%

30Δ

Calls
Pseudo strike
81.38
IV
76.3%
B/E move
19.7%
Puts
Pseudo strike
65.23
IV
59.8%
B/E move
10.4%

35Δ

Calls
Pseudo strike
76.63
IV
60.6%
B/E move
13.0%
Puts
Pseudo strike
66.71
IV
55.6%
B/E move
8.8%

40Δ

Calls
Pseudo strike
74.05
IV
53.8%
B/E move
9.7%
Puts
Pseudo strike
68.19
IV
51.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
72.59
IV
51.6%
B/E move
8.1%
Puts
Pseudo strike
69.66
IV
47.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
71.14
IV
49.5%
B/E move
6.6%
Puts
Pseudo strike
70.85
IV
45.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
69.78
IV
47.3%
B/E move
5.3%
Puts
Pseudo strike
71.95
IV
44.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
68.78
IV
45.2%
B/E move
4.5%
Puts
Pseudo strike
73.05
IV
43.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
67.77
IV
43.0%
B/E move
3.7%
Puts
Pseudo strike
74.15
IV
42.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
66.77
IV
40.9%
B/E move
3.0%
Puts
Pseudo strike
75.28
IV
41.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
65.76
IV
38.8%
B/E move
2.2%
Puts
Pseudo strike
76.53
IV
40.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
64.50
IV
37.8%
B/E move
1.5%
Puts
Pseudo strike
77.78
IV
38.6%
B/E move
0.9%

Options history

No recorded observations