ROCK · Gibraltar Industries, Inc.

Track ROCK — free Ask ALVIS about ROCK

$45.07 +0.69 (+1.55%) At close · Jul 24

Market Cap

$1.34B

29.66M

Options Chain

15-min delayed Underlying $45.07 · today Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 26 contracts

Put / call OI

38.01

Put-heavy positioning

Open interest

10,493

contracts outstanding

Volume

102

traded today

Max pain

$40.00

$5.07 below spot

ATM implied vol

60%

market's expected move

Open interest by strike

Calls Puts

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Nov 20 118d Feb 19 209d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	104.8%	0.999	—		$0.25	—	—	1	1
Call · $20 In the money Last — Breakeven — Implied vol 104.8% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.003 Vega 0.001 Open interest 0 Model this call Put · $20 Last $0.25 Breakeven $19.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1	2	128.6%	0.985	$20.20		—	—	—	—	0
Call · $22.5 In the money Last $20.20 Breakeven $42.70 Implied vol 128.6% Delta 0.985 ≈99% ITM Gamma 0.002 Theta -0.013 Vega 0.004 Open interest 1 Model this call Put · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.2%	1	—		—	-0.05	152.1%	—	0
Call · $25 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol 152.1% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.035 Vega 0.016 Open interest 0 Model this put
3	2	111.9%	0.933	$11.00		$1.24	-0.063	108.9%	49	49
Call · $30 In the money Last $11.00 Breakeven $41.00 Implied vol 111.9% Delta 0.933 ≈93% ITM Gamma 0.009 Theta -0.036 Vega 0.017 Open interest 3 Model this call Put · $30 Last $1.24 Breakeven $28.76 Implied vol 108.9% Delta -0.063 ≈6% ITM Gamma 0.009 Theta -0.03 Vega 0.017 Open interest 49 Model this put
2	7	77.4%	0.907	$5.30		$0.55	-0.124	91.7%	2	5.2k
Call · $35 In the money Last $5.30 Breakeven $40.30 Implied vol 77.4% Delta 0.907 ≈91% ITM Gamma 0.017 Theta -0.032 Vega 0.019 Open interest 2 Model this call Put · $35 Last $0.55 Breakeven $34.45 Implied vol 91.7% Delta -0.124 ≈12% ITM Gamma 0.018 Theta -0.042 Vega 0.028 Open interest 5.2k Model this put
14	1	64.1%	0.788	$6.00		$2.10	-0.276	98.4%	15	5k
Call · $40 In the money Last $6.00 Breakeven $46.00 Implied vol 64.1% Delta 0.788 ≈79% ITM Gamma 0.037 Theta -0.045 Vega 0.04 Open interest 14 Model this call Put · $40 Last $2.10 Breakeven $37.90 Implied vol 98.4% Delta -0.276 ≈28% ITM Gamma 0.028 Theta -0.074 Vega 0.04 Open interest 5k Model this put
133	1	56.1%	0.548	$2.00		$8.80	-0.451	63.9%	5	1
Call · $45 In the money Last $2.00 Breakeven $47.00 Implied vol 56.1% Delta 0.548 ≈55% ITM Gamma 0.058 Theta -0.053 Vega 0.049 Open interest 133 Model this call Put · $45 Last $8.80 Breakeven $36.20 Implied vol 63.9% Delta -0.451 ≈45% ITM Gamma 0.051 Theta -0.056 Vega 0.049 Open interest 1 Model this put
Underlying $45.07
35	1	49.5%	0.253	$1.55		$9.60	-0.708	58%	1	0
Call · $50 Last $1.55 Breakeven $51.55 Implied vol 49.5% Delta 0.253 ≈25% ITM Gamma 0.053 Theta -0.037 Vega 0.035 Open interest 35 Model this call Put · $50 In the money Last $9.60 Breakeven $40.40 Implied vol 58% Delta -0.708 ≈71% ITM Gamma 0.049 Theta -0.042 Vega 0.045 Open interest 0 Model this put
40	1	55.5%	0.116	$0.35		—	-0.878	58.2%	—	0
Call · $55 Last $0.35 Breakeven $55.35 Implied vol 55.5% Delta 0.116 ≈12% ITM Gamma 0.028 Theta -0.025 Vega 0.025 Open interest 40 Model this call Put · $55 In the money Last — Breakeven — Implied vol 58.2% Delta -0.878 ≈88% ITM Gamma 0.03 Theta -0.024 Vega 0.024 Open interest 0 Model this put
33	6	—	—	$2.20		—	-0.9	75.8%	—	0
Call · $60 Last $2.20 Breakeven $62.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 Model this call Put · $60 In the money Last — Breakeven — Implied vol 75.8% Delta -0.9 ≈90% ITM Gamma 0.02 Theta -0.027 Vega 0.024 Open interest 0 Model this put
6	6	—	—	$3.10		—	-0.938	82.4%	—	0
Call · $65 Last $3.10 Breakeven $68.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $65 In the money Last — Breakeven — Implied vol 82.4% Delta -0.938 ≈94% ITM Gamma 0.013 Theta -0.019 Vega 0.014 Open interest 0 Model this put
2	2	—	—	$3.00		—	-0.928	101.8%	—	0
Call · $70 Last $3.00 Breakeven $73.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $70 In the money Last — Breakeven — Implied vol 101.8% Delta -0.928 ≈93% ITM Gamma 0.012 Theta -0.028 Vega 0.015 Open interest 0 Model this put
0	—	—	—	—		—	-0.949	106.9%	—	0
Call · $75 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 In the money Last — Breakeven — Implied vol 106.9% Delta -0.949 ≈95% ITM Gamma 0.009 Theta -0.022 Vega 0.015 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 912562 CUSIP 374689107 13F (30d) 34 filings 34 filers Visit website Investor relations