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Gibraltar Industries ROCK 32.47 0.78 2.46%

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ATM IV
0.969
Put Call Ratio (OI)
0.33
Put Call Ratio (Vol)
0.055
IV Rank
54.6
IV Percentile
93.5
Max pain
40

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-47.4
47.4
View values by strike
ROCK · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 0 -18.6
22.50 6.46 K -24.8
25.00 82.4 -106
30.00 152 -6.49 K
35.00 1.13 K -13.1 K
40.00 14.1 K -2.1 K
45.00 10 K -1.34 K
50.00 3.51 K -341
55.00 2.17 K 0
60.00 426 -172
70.00 14.9 0