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Granite Construction Incorporated GVA

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-22T10:03:11.292Z

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 · 2026-10-21T23:00:00.00331431Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:03:10.541731+00:00

Share price$109.73
1D-0.8%
AH$108.06$108.74$109.41$110.08$110.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGVA
Sold putSold callAH

Granite Construction Incorporated options

Live interpolated GVA call and put midpoint premiums by absolute delta.Granite Construction Incorporated$0.89$4.76$8.63$12.50$16.37$94.57$102.08$109.60$117.12$124.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVA spot · $109.73GVA PRICE$1.31$1.64$2.11$2.58$3.07$3.56$4.06$4.91$6.04$7.17$8.53$10.24$12.00$1.51$2.07$2.63$3.17$3.69$4.22$4.87$5.66$6.45$7.25$9.59$12.12$15.26
PutsExpensive1.07×
CallsExpensive1.19×
SkewBearish+0.86 pp
Implied moveBearish±$8.93
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.1340.3%12.5%100.5240.8%9.8%
25Δ118.7436.5%9.7%102.3641.1%8.6%
30Δ117.0136.9%8.6%104.1941.4%7.4%
35Δ115.2837.3%7.4%105.9040.7%6.4%
40Δ113.7236.6%6.4%107.5239.1%5.4%
45Δ112.2035.7%5.5%109.1337.6%4.4%
50Δ110.6734.8%4.6%110.6636.6%3.6%
55Δ109.1135.5%3.9%112.0736.1%3.0%
60Δ107.5337.5%3.5%113.4935.6%2.5%
65Δ105.9539.6%3.1%114.9135.1%1.9%
70Δ104.1341.5%2.7%117.5538.9%1.6%
75Δ101.9443.3%2.2%120.3642.9%1.4%
80Δ99.7044.9%1.8%123.8945.8%1.0%

20Δ

Calls
Pseudo strike
122.13
IV
40.3%
B/E move
12.5%
Puts
Pseudo strike
100.52
IV
40.8%
B/E move
9.8%

25Δ

Calls
Pseudo strike
118.74
IV
36.5%
B/E move
9.7%
Puts
Pseudo strike
102.36
IV
41.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
117.01
IV
36.9%
B/E move
8.6%
Puts
Pseudo strike
104.19
IV
41.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
115.28
IV
37.3%
B/E move
7.4%
Puts
Pseudo strike
105.90
IV
40.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
113.72
IV
36.6%
B/E move
6.4%
Puts
Pseudo strike
107.52
IV
39.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
112.20
IV
35.7%
B/E move
5.5%
Puts
Pseudo strike
109.13
IV
37.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
110.67
IV
34.8%
B/E move
4.6%
Puts
Pseudo strike
110.66
IV
36.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
109.11
IV
35.5%
B/E move
3.9%
Puts
Pseudo strike
112.07
IV
36.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
107.53
IV
37.5%
B/E move
3.5%
Puts
Pseudo strike
113.49
IV
35.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
105.95
IV
39.6%
B/E move
3.1%
Puts
Pseudo strike
114.91
IV
35.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
104.13
IV
41.5%
B/E move
2.7%
Puts
Pseudo strike
117.55
IV
38.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
101.94
IV
43.3%
B/E move
2.2%
Puts
Pseudo strike
120.36
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
99.70
IV
44.9%
B/E move
1.8%
Puts
Pseudo strike
123.89
IV
45.8%
B/E move
1.0%

Options history

No recorded observations