Graco Inc. (GGG) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Graco Inc. (GGG) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $12.72B, listed on NYSE, employing roughly 4,300 people, carrying a beta of 0.96 to the broader market. Graco Inc. Led by Mark W. Sheahan, public since 1980-03-17.
Snapshot as of May 15, 2026.
- Spot Price
- $75.73
- ATM IV
- 405.2%
- IV Skew 25Δ
- 0.070
- IV Rank
- 82.7%
- IV Percentile
- 98.8%
- Term Structure Slope
- -3.721
As of May 15, 2026, Graco Inc. (GGG) at-the-money implied volatility is 405.2%. IV rank is 82.7% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 98.8%. The 25-delta skew is +0.070: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
GGG Strategy Selection at Current Volatility Levels
For Graco Inc. options at 405.2% ATM IV, high IV rank (82.7%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked GGG volatility skew questions
- What is the current GGG ATM implied volatility?
- As of May 15, 2026, Graco Inc. (GGG) at-the-money implied volatility is 405.2%. IV rank is 82.7% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is GGG IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does GGG volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Graco Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.