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Gibraltar Industries, Inc. Common Stock ROCK

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-04T03:21:50.357Z

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 · 2026-11-03T21:00:01.273666248Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:21:49.959811+00:00

Share price$40.88
1D-1.2%
AH$40.63$40.91$41.19$41.46$41.745:30 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$0.81$2.51$4.22$5.92$7.62$36.22$38.71$41.20$43.68$46.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ROCK spot · $40.88ROCK PRICE$2.45$1.96$2.20$2.43$2.70$2.96$3.23$3.64$4.50$5.36$6.22$7.13$1.00$1.13$1.26$1.39$1.53$1.90$2.27$2.64$3.02$3.39$3.76$4.13
Puts——
Calls——
Skew——
Implied moveBullish±$5.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2093.1%16.3%
25Δ65.60236.7%66.5%36.4083.9%13.7%
30Δ49.86136.4%26.8%37.6074.7%11.1%
35Δ47.26123.5%21.0%38.8165.6%8.5%
40Δ44.83111.4%15.6%40.0156.5%5.9%
45Δ43.54104.1%13.1%40.6355.6%5.3%
50Δ42.2596.9%10.6%41.2654.6%4.6%
55Δ40.9689.6%8.1%41.8853.7%4.0%
60Δ39.7085.1%6.0%42.5152.7%3.4%
65Δ38.5188.9%5.2%43.1351.8%2.8%
70Δ37.3392.6%4.4%43.7650.8%2.2%
75Δ36.1596.3%3.6%44.3849.9%1.5%
80Δ34.91100.6%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.20
IV
93.1%
B/E move
16.3%

25Δ

Calls
Pseudo strike
65.60
IV
236.7%
B/E move
66.5%
Puts
Pseudo strike
36.40
IV
83.9%
B/E move
13.7%

30Δ

Calls
Pseudo strike
49.86
IV
136.4%
B/E move
26.8%
Puts
Pseudo strike
37.60
IV
74.7%
B/E move
11.1%

35Δ

Calls
Pseudo strike
47.26
IV
123.5%
B/E move
21.0%
Puts
Pseudo strike
38.81
IV
65.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
44.83
IV
111.4%
B/E move
15.6%
Puts
Pseudo strike
40.01
IV
56.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
43.54
IV
104.1%
B/E move
13.1%
Puts
Pseudo strike
40.63
IV
55.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
42.25
IV
96.9%
B/E move
10.6%
Puts
Pseudo strike
41.26
IV
54.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
40.96
IV
89.6%
B/E move
8.1%
Puts
Pseudo strike
41.88
IV
53.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
39.70
IV
85.1%
B/E move
6.0%
Puts
Pseudo strike
42.51
IV
52.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
38.51
IV
88.9%
B/E move
5.2%
Puts
Pseudo strike
43.13
IV
51.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
37.33
IV
92.6%
B/E move
4.4%
Puts
Pseudo strike
43.76
IV
50.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
36.15
IV
96.3%
B/E move
3.6%
Puts
Pseudo strike
44.38
IV
49.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
34.91
IV
100.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

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%