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McGrath RentCorp Common Stock MGRC

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Market datapartial · fetched 2026-10-22T23:57:38.491Z

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 · 2026-10-22T20:00:02.813416967Z

FundamentalsAlpha Vantage · unavailable

Share price$116.81
1D+2.2%
AH$113$114$115$116$1185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGRC
Sold putSold callAH

McGrath RentCorp Common Stock options

Live interpolated MGRC call and put midpoint premiums by absolute delta.McGrath RentCorp Common Stock$9.89$10.90$11.90$12.90$13.91$82.66$98.16$113.66$129.16$144.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGRC spot · $116.81MGRC PRICE$10.00$10.00$10.00$10.00$10.00$10.00$11.49$13.62$10.00$10.00$10.00$10.00$10.00$10.00$10.00$10.01$10.02$10.04$10.05$11.66$13.43
PutsExpensive3.23×
CallsExpensive2.64×
SkewBearish+19.19 pp
Implied moveBalanced±$20.00
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.39201.9%35.5%
25Δ95.73159.8%26.6%
30Δ103.35130.4%20.1%
35Δ109.11108.5%15.2%
40Δ113.3492.0%11.5%
45Δ127.45106.5%17.7%116.5579.0%8.8%
50Δ121.0688.7%12.2%119.2067.9%6.5%
55Δ117.0275.3%8.7%120.9259.8%5.1%
60Δ114.1964.4%6.3%122.2453.0%3.9%
65Δ112.3655.9%4.8%123.5646.2%2.8%
70Δ110.5447.4%3.2%124.8839.4%1.7%
75Δ108.1146.2%2.4%127.0438.7%1.2%
80Δ105.4248.3%1.9%129.2838.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.39
IV
201.9%
B/E move
35.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.73
IV
159.8%
B/E move
26.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.35
IV
130.4%
B/E move
20.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.11
IV
108.5%
B/E move
15.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.34
IV
92.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
127.45
IV
106.5%
B/E move
17.7%
Puts
Pseudo strike
116.55
IV
79.0%
B/E move
8.8%

50Δ

Calls
Pseudo strike
121.06
IV
88.7%
B/E move
12.2%
Puts
Pseudo strike
119.20
IV
67.9%
B/E move
6.5%

55Δ

Calls
Pseudo strike
117.02
IV
75.3%
B/E move
8.7%
Puts
Pseudo strike
120.92
IV
59.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
114.19
IV
64.4%
B/E move
6.3%
Puts
Pseudo strike
122.24
IV
53.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
112.36
IV
55.9%
B/E move
4.8%
Puts
Pseudo strike
123.56
IV
46.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
110.54
IV
47.4%
B/E move
3.2%
Puts
Pseudo strike
124.88
IV
39.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
108.11
IV
46.2%
B/E move
2.4%
Puts
Pseudo strike
127.04
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
105.42
IV
48.3%
B/E move
1.9%
Puts
Pseudo strike
129.28
IV
38.6%
B/E move
0.8%

Options history

No recorded observations