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Gibraltar Industries, Inc. Common Stock ROCK

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Market datapartial · fetched 2026-10-22T22:02:38.955Z

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 · 2026-10-22T20:00:02.113374712Z

FundamentalsAlpha Vantage · unavailable

Share price$39.27
1D+1.8%
AH$38.47$38.76$39.06$39.36$39.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROCK
Sold putSold callAH

Gibraltar Industries, Inc. Common Stock options

Live interpolated ROCK call and put midpoint premiums by absolute delta.Gibraltar Industries, Inc. Common Stock$1.06$3.03$5.00$6.97$8.94$29.74$35.31$40.89$46.46$52.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROCK spot · $39.27ROCK PRICE$1.54$2.45$2.45$2.45$2.52$2.64$2.76$3.23$3.75$4.28$4.81$5.34$6.41$2.45$1.28$1.50$1.71$1.93$2.15$2.37$3.04$3.97$4.90$5.83$6.85$8.37
PutsExpensive1.18×
CallsExpensive1.69×
SkewBullish-29.28 pp
Implied moveBullish±$5.13
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.15147.6%64.7%29.92157.9%30.1%
25Δ65.10189.3%72.0%35.1170.1%13.8%
30Δ53.41143.9%42.2%36.0265.9%12.1%
35Δ47.53113.5%27.3%36.9361.8%10.3%
40Δ43.9593.8%18.3%37.8557.7%8.5%
45Δ42.1282.3%14.0%38.7653.6%6.8%
50Δ40.2870.8%9.6%39.6749.5%5.0%
55Δ39.1768.7%8.0%40.7150.3%4.1%
60Δ38.2068.3%6.8%41.8353.8%3.6%
65Δ37.2367.8%5.7%42.9557.4%3.1%
70Δ36.2667.4%4.6%44.0761.0%2.6%
75Δ35.2966.9%3.5%45.2964.0%2.1%
80Δ33.9167.9%2.7%47.0364.5%1.5%

20Δ

Calls
Pseudo strike
63.15
IV
147.6%
B/E move
64.7%
Puts
Pseudo strike
29.92
IV
157.9%
B/E move
30.1%

25Δ

Calls
Pseudo strike
65.10
IV
189.3%
B/E move
72.0%
Puts
Pseudo strike
35.11
IV
70.1%
B/E move
13.8%

30Δ

Calls
Pseudo strike
53.41
IV
143.9%
B/E move
42.2%
Puts
Pseudo strike
36.02
IV
65.9%
B/E move
12.1%

35Δ

Calls
Pseudo strike
47.53
IV
113.5%
B/E move
27.3%
Puts
Pseudo strike
36.93
IV
61.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
43.95
IV
93.8%
B/E move
18.3%
Puts
Pseudo strike
37.85
IV
57.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
42.12
IV
82.3%
B/E move
14.0%
Puts
Pseudo strike
38.76
IV
53.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
40.28
IV
70.8%
B/E move
9.6%
Puts
Pseudo strike
39.67
IV
49.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
39.17
IV
68.7%
B/E move
8.0%
Puts
Pseudo strike
40.71
IV
50.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
38.20
IV
68.3%
B/E move
6.8%
Puts
Pseudo strike
41.83
IV
53.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
37.23
IV
67.8%
B/E move
5.7%
Puts
Pseudo strike
42.95
IV
57.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
36.26
IV
67.4%
B/E move
4.6%
Puts
Pseudo strike
44.07
IV
61.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
35.29
IV
66.9%
B/E move
3.5%
Puts
Pseudo strike
45.29
IV
64.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
33.91
IV
67.9%
B/E move
2.7%
Puts
Pseudo strike
47.03
IV
64.5%
B/E move
1.5%

Options history

No recorded observations