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Gibraltar Industries, Inc. Common Stock ROCK

i

Market dataready · fetched 2026-11-12T01:23:08.818Z

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 · 2026-11-11T21:56:32.321744263Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:23:08.279257+00:00

Share price$32.50
1D+5.3%
AH$30.41$31.11$31.82$32.52$33.225:30 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$1.11$2.31$3.51$4.70$5.90$19.60$26.29$32.98$39.67$46.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ROCK spot · $32.50ROCK PRICE$2.45$2.31$2.45$2.45$2.46$2.53$2.60$2.67$2.75$2.82$2.89$3.19$1.24$1.60$1.97$2.33$2.70$3.06$3.43$3.84$4.41$4.98$5.55
Puts——
Calls——
Skew——
Implied moveBearish±$5.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ65.31440.7%108.5%
30Δ46.45300.0%50.0%30.08115.9%11.3%
35Δ42.38262.9%38.0%30.81114.5%10.1%
40Δ38.40212.9%25.7%31.54113.2%9.0%
45Δ34.90168.0%14.9%32.27111.9%7.9%
50Δ34.18153.3%13.0%33.00110.6%6.8%
55Δ33.47138.7%11.0%33.72109.2%5.7%
60Δ32.76124.0%9.0%34.45107.9%4.5%
65Δ32.04109.4%7.0%35.19105.4%3.6%
70Δ31.3394.7%5.1%35.9499.6%3.0%
75Δ30.6280.1%3.1%36.6993.7%2.4%
80Δ29.7570.2%1.4%37.4487.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
65.31
IV
440.7%
B/E move
108.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
46.45
IV
300.0%
B/E move
50.0%
Puts
Pseudo strike
30.08
IV
115.9%
B/E move
11.3%

35Δ

Calls
Pseudo strike
42.38
IV
262.9%
B/E move
38.0%
Puts
Pseudo strike
30.81
IV
114.5%
B/E move
10.1%

40Δ

Calls
Pseudo strike
38.40
IV
212.9%
B/E move
25.7%
Puts
Pseudo strike
31.54
IV
113.2%
B/E move
9.0%

45Δ

Calls
Pseudo strike
34.90
IV
168.0%
B/E move
14.9%
Puts
Pseudo strike
32.27
IV
111.9%
B/E move
7.9%

50Δ

Calls
Pseudo strike
34.18
IV
153.3%
B/E move
13.0%
Puts
Pseudo strike
33.00
IV
110.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
33.47
IV
138.7%
B/E move
11.0%
Puts
Pseudo strike
33.72
IV
109.2%
B/E move
5.7%

60Δ

Calls
Pseudo strike
32.76
IV
124.0%
B/E move
9.0%
Puts
Pseudo strike
34.45
IV
107.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
32.04
IV
109.4%
B/E move
7.0%
Puts
Pseudo strike
35.19
IV
105.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
31.33
IV
94.7%
B/E move
5.1%
Puts
Pseudo strike
35.94
IV
99.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
30.62
IV
80.1%
B/E move
3.1%
Puts
Pseudo strike
36.69
IV
93.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
29.75
IV
70.2%
B/E move
1.4%
Puts
Pseudo strike
37.44
IV
87.8%
B/E move
1.9%

Options history

IV · four-Friday blend58.44%
Daily EOD
ROCK53.3%56.9%60.4%2026-10-19: 54.74%2026-10-20: 53.82%2026-10-21: 56.29%2026-10-22: 59.51%2026-10-23: 56.60%2026-10-26: 59.94%2026-10-27: 58.91%2026-10-28: 56.60%2026-10-29: 58.67%2026-10-30: 58.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.74%
53.82%
56.29%
59.51%
56.60%
59.94%
58.91%
56.60%
58.67%
58.44%