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Granite Construction Inc. GVA

i

Market dataready · fetched 2026-11-11T14:58:59.282Z

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 · 2026-11-11T14:56:16.865787368Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:58:58.386205+00:00

Share price$126.07
1D-0.2%
$125.06$125.41$125.77$126.12$126.475:30 AM6:30 AM9:00 AM1:00 PMGVA
Sold putSold call

Granite Construction Inc. options

Live interpolated GVA call and put midpoint premiums by absolute delta.Granite Construction Inc.$1.01$3.35$5.68$8.02$10.36$114.22$120.54$126.85$133.17$139.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GVA spot · $126.07GVA PRICE$1.26$1.42$1.64$1.90$2.31$2.72$3.13$3.54$4.04$4.64$5.23$5.82$6.41$1.32$1.71$2.09$2.47$2.97$3.61$4.25$4.89$5.53$6.81$8.25$9.68
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$6.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.5359.7%10.1%
25Δ133.8250.1%7.3%120.8941.3%5.2%
30Δ131.6545.5%5.7%122.0341.3%4.6%
35Δ129.7441.9%4.4%123.1841.4%4.0%
40Δ128.6841.3%3.9%124.3341.5%3.3%
45Δ127.6240.7%3.4%125.4541.6%2.8%
50Δ126.5540.2%2.9%126.5441.8%2.5%
55Δ125.4939.6%2.3%127.6242.1%2.1%
60Δ124.4838.8%1.9%128.7142.3%1.8%
65Δ123.5237.8%1.7%129.7942.6%1.4%
70Δ122.5636.8%1.4%131.4044.1%1.2%
75Δ121.6035.8%1.1%133.1346.0%0.9%
80Δ120.6334.8%0.8%134.8647.9%0.7%

20Δ

Calls
Pseudo strike
137.53
IV
59.7%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
133.82
IV
50.1%
B/E move
7.3%
Puts
Pseudo strike
120.89
IV
41.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
131.65
IV
45.5%
B/E move
5.7%
Puts
Pseudo strike
122.03
IV
41.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
129.74
IV
41.9%
B/E move
4.4%
Puts
Pseudo strike
123.18
IV
41.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
128.68
IV
41.3%
B/E move
3.9%
Puts
Pseudo strike
124.33
IV
41.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
127.62
IV
40.7%
B/E move
3.4%
Puts
Pseudo strike
125.45
IV
41.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
126.55
IV
40.2%
B/E move
2.9%
Puts
Pseudo strike
126.54
IV
41.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
125.49
IV
39.6%
B/E move
2.3%
Puts
Pseudo strike
127.62
IV
42.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
124.48
IV
38.8%
B/E move
1.9%
Puts
Pseudo strike
128.71
IV
42.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
123.52
IV
37.8%
B/E move
1.7%
Puts
Pseudo strike
129.79
IV
42.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
122.56
IV
36.8%
B/E move
1.4%
Puts
Pseudo strike
131.40
IV
44.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
121.60
IV
35.8%
B/E move
1.1%
Puts
Pseudo strike
133.13
IV
46.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
120.63
IV
34.8%
B/E move
0.8%
Puts
Pseudo strike
134.86
IV
47.9%
B/E move
0.7%

Options history

IV · four-Friday blend35.38%
Daily close
GVA32.1%38.2%44.2%2026-08-13: 36.48%2026-08-14: 33.70%2026-08-17: 34.53%2026-08-18: 38.99%2026-08-19: 39.26%2026-08-20: 42.54%2026-08-21: 33.38%2026-08-24: 34.77%2026-08-25: 33.82%2026-08-26: 33.62%2026-08-27: 32.91%2026-08-28: 33.33%2026-08-31: 33.97%2026-09-01: 34.48%2026-09-02: 34.22%2026-09-03: 33.15%2026-09-04: 34.81%2026-09-08: 35.15%2026-09-09: 37.05%2026-09-10: 34.57%2026-09-11: 34.27%2026-09-14: 37.85%2026-09-15: 38.99%2026-09-16: 39.78%2026-09-17: 40.11%2026-09-18: 34.68%2026-09-21: 35.15%2026-09-22: 34.50%2026-09-23: 34.50%2026-09-24: 35.02%2026-09-25: 34.29%2026-09-28: 36.34%2026-09-29: 35.10%2026-09-30: 34.79%2026-10-01: 34.57%2026-10-02: 35.19%2026-10-05: 35.34%2026-10-06: 34.72%2026-10-07: 36.76%2026-10-08: 37.09%2026-10-09: 36.04%2026-10-12: 38.23%2026-10-14: 43.40%2026-10-16: 35.46%2026-10-19: 36.05%2026-10-20: 35.75%2026-10-21: 35.67%2026-10-22: 37.13%2026-10-23: 37.76%2026-10-26: 38.14%2026-10-27: 38.12%2026-10-28: 36.81%2026-10-29: 34.38%2026-10-30: 35.38%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.48%
33.70%
34.53%
38.99%
39.26%
42.54%
33.38%
34.77%
33.82%
33.62%
32.91%
33.33%
33.97%
34.48%
34.22%
33.15%
34.81%
35.15%
37.05%
34.57%
34.27%
37.85%
38.99%
39.78%
40.11%
34.68%
35.15%
34.50%
34.50%
35.02%
34.29%
36.34%
35.10%
34.79%
34.57%
35.19%
35.34%
34.72%
36.76%
37.09%
36.04%
38.23%
43.40%
35.46%
36.05%
35.75%
35.67%
37.13%
37.76%
38.14%
38.12%
36.81%
34.38%
35.38%