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The Gorman-Rupp Company Common Shares GRC

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Market datapartial · fetched 2026-10-22T21:11:05.338Z

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 · 2026-10-22T20:51:54.466761655Z

FundamentalsAlpha Vantage · unavailable

Share price$70.05
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$3.56$5.31$7.06$8.81$57.06$63.75$70.43$77.11$83.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRC spot · $70.05GRC PRICE$1.99$2.45$2.48$2.51$2.79$3.19$3.59$4.01$4.47$4.94$5.40$5.87$6.73$2.45$2.43$2.45$2.77$3.10$3.42$3.95$4.56$5.16$5.76$6.43$7.37$8.31
PutsExpensive1.28×
CallsExpensive1.64×
SkewBullish-3.83 pp
Implied moveBearish±$7.55
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.1094.4%32.9%57.34100.7%21.6%
25Δ87.3994.9%28.2%62.0675.8%14.9%
30Δ81.3676.3%19.7%65.2259.7%10.4%
35Δ76.6060.6%12.9%66.6955.5%8.7%
40Δ74.0353.9%9.7%68.1751.4%7.1%
45Δ72.5751.7%8.2%69.6447.2%5.5%
50Δ71.1149.6%6.6%70.8345.5%4.5%
55Δ69.7647.4%5.3%71.9244.4%3.8%
60Δ68.7545.3%4.5%73.0243.4%3.1%
65Δ67.7443.2%3.8%74.1142.4%2.4%
70Δ66.7341.0%3.0%75.2341.3%1.8%
75Δ65.7238.9%2.2%76.4739.8%1.4%
80Δ64.4138.3%1.5%77.7138.4%0.9%

20Δ

Calls
Pseudo strike
91.10
IV
94.4%
B/E move
32.9%
Puts
Pseudo strike
57.34
IV
100.7%
B/E move
21.6%

25Δ

Calls
Pseudo strike
87.39
IV
94.9%
B/E move
28.2%
Puts
Pseudo strike
62.06
IV
75.8%
B/E move
14.9%

30Δ

Calls
Pseudo strike
81.36
IV
76.3%
B/E move
19.7%
Puts
Pseudo strike
65.22
IV
59.7%
B/E move
10.4%

35Δ

Calls
Pseudo strike
76.60
IV
60.6%
B/E move
12.9%
Puts
Pseudo strike
66.69
IV
55.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
74.03
IV
53.9%
B/E move
9.7%
Puts
Pseudo strike
68.17
IV
51.4%
B/E move
7.1%

45Δ

Calls
Pseudo strike
72.57
IV
51.7%
B/E move
8.2%
Puts
Pseudo strike
69.64
IV
47.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
71.11
IV
49.6%
B/E move
6.6%
Puts
Pseudo strike
70.83
IV
45.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
69.76
IV
47.4%
B/E move
5.3%
Puts
Pseudo strike
71.92
IV
44.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
68.75
IV
45.3%
B/E move
4.5%
Puts
Pseudo strike
73.02
IV
43.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
67.74
IV
43.2%
B/E move
3.8%
Puts
Pseudo strike
74.11
IV
42.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
66.73
IV
41.0%
B/E move
3.0%
Puts
Pseudo strike
75.23
IV
41.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
65.72
IV
38.9%
B/E move
2.2%
Puts
Pseudo strike
76.47
IV
39.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
64.41
IV
38.3%
B/E move
1.5%
Puts
Pseudo strike
77.71
IV
38.4%
B/E move
0.9%

Options history

No recorded observations