Options/GNRC

GNRCGENERAC HOLDINGS INC

Options Analysis Report•MOTORS & GENERATORS

Market Cap $10.8B|NYSE

● 2026-08-31$183.80

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y +2.4%YTD +30.3%7D -9.7%

Options Vol

6,643

30D

Implied Move

±13.7%

IV Rank

13%

GNRC Options Overview

IV is elevated with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

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GNRC Gamma Walls

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GNRC Hedge Radar

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Full Hedge Radar

Fragility reads high; protection is priced cheap. Neither axis is a forecast — this is where GNRC sits on protection cost vs. fragility today.

Protection is priced in the cheap band (2.17) — near-dated vol is priced 5% below far-dated, and downside puts carry 1.5 IV points more than at-the-money, measured against this name's own rolling 19-trading-day realized moves (485 overlapping windows). Fragility reads fragile (7.5): it is trading 13% below its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is stable.

Protection cost

2.17/ 10cheap

Basis: cross_sectional

Fragility

7.50/ 10fragile

Basis: per_ticker

Value

Is IV priced right?

5.4

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 93.1% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.91x — IV ≤ HV

Sector Relative≤50%

Sector percentile 97% — above sector median

Term Structure

<1.1x

Front/Back 0.95x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 50.2% — normal range

Spread-Adjusted Value

<80%

Effective IV 83.0% (ATM 50.2% + spread 16.4% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 24.97% (spread 16.40% + slippage 8.57%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 12.42 (vega 20.372 / spread 16.40%) — efficient

Sentiment

Bullish or bearish?

5.1

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -15%, Raw: -18%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -15% (bearish) — Raw: -18%

OI Skew Magnitude

≥15%

|OI skew| 2.5% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +11.8%, OI skew +2.5% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -1%, ATM: -9%, OTM: -26% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 56% — bearish vs sector

Activity

Unusual activity?

6.0

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed

Volume Surge

≥1.5x

Volume 2.3x avg — hot

Turnover Rate

≥15%

Vol/OI 12.2% — normal turnover

Multi-Day Persistence

≥2 days

2 day(s) elevated — sustained

OI Build

≥5%

OI change +21.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 93% — very active vs sector

Trade Quality

≥30%

Large trade volume 9% — mostly retail

Execution Urgency

≥60%

Aggressive execution 27% — patient

Flow Conviction

≥30

Conviction -15 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 16.4% — wide

Adequate OI

≥10,000

OI 54,657 — deep

Active Volume

≥500

Volume 6,643/day — active

Reasonable Cost

≤$0.50

$0.82 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 97% — much wider than sector

Order Book Depth

≥100 contracts

Depth 33.5 contracts (bid:18.8 ask:14.7) — thin

Execution Quality

<1.0%

Avg slippage 8.57% — poor

Timing

Is now a good time?

7.0

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -5.0% — contango

IV Percentile Clarity

<30 or >70

IV percentile 93% — seller opportunity

Event Detection

≥10pts kink

IV kink -0.9pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 94.80 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -15% @ 58% consistency — unclear

Smart Money Timing

≥40 composite score

Score 39 (ITM 20% + inst 9%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls5.2

bullishIV fair, mixed flow

Long Puts5.1

bearishIV fair, mixed flow

Premium Sellers

Cash-Secured Put4.8

bullishIV fair, mixed flow

Covered Call4.7

bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on GNRC

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