GNRCGENERAC HOLDINGS INC
Options Analysis Report•MOTORS & GENERATORS
Market Cap $12.4B|NYSE
● 2026-04-17$212.10
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +99.0%YTD +50.3%7D +2.4%
Options Vol
944
30D
Implied Move
±20.0%
IV Rank
78%
GNRC Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 92.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.27x — IV premium over HV
Sector Relative≤50%
Sector percentile 92% — above sector median
Term Structure
<1.1xFront/Back 0.86x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 59.7% — normal range
Spread-Adjusted Value
<80%Effective IV 87.7% (ATM 59.7% + spread 14.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 23.87% (spread 14.01% + slippage 9.86%) — high friction
Vega Efficiency
≥5.0Vega efficiency 34.37 (vega 48.149 / spread 14.01%) — efficient
Sentiment
Bullish or bearish?
6.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +14%, Raw: -7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +14% (bullish) — Raw: -7%
OI Skew Magnitude
≥15%|OI skew| 23.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +27.3%, OI skew +23.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 47%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +40%, ATM: +13%, OTM: -13% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 41% — bullish vs sector
Activity
Unusual activity?
2.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 2.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +4.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 24% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 23% — patient
Flow Conviction
≥30Conviction +14 (bullish) — mixed
Liquidity
Can I trade efficiently?
2.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 14.0% — wide
Adequate OI
≥10,000OI 45,367 — adequate
Active Volume
≥500Volume 944/day — adequate
Reasonable Cost
≤$0.50$0.70 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 92% — much wider than sector
Order Book Depth
≥100 contractsDepth 49.0 contracts (bid:24.1 ask:24.9) — thin
Execution Quality
<1.0%Avg slippage 9.86% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -13.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 93% — seller opportunity
Event Detection
≥10pts kinkIV kink -13.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 421.99 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 12d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV expensive, bullish flow
Long Puts3.8
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV rich premium, bullish flow
Covered Call4.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.