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Genesco Inc. GCO

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-11-14T03:09:33.527Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-14T00:00:00.002867926Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-14T03:09:33.216894+00:00

Share price$35.49
1D-3.2%
AH$34.80$35.30$35.80$36.29$36.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCO
Sold putSold callAH

Genesco Inc. options

Live interpolated GCO call and put midpoint premiums by absolute delta.Genesco Inc.$0.33$1.39$2.44$3.50$4.56$31.43$33.49$35.55$37.60$39.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GCO spot · $35.49GCO PRICE$0.44$0.55$0.65$0.76$0.86$0.97$1.07$1.18$1.34$2.07$2.80$3.53$4.25$0.66$1.02$1.39$1.75$2.11$2.47$2.83$3.19$3.55
Puts——
CallsExpensive1.12×
Skew——
Implied moveBearish±$2.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7687.8%13.3%
25Δ39.1683.2%11.9%
30Δ38.5678.5%10.5%
35Δ37.9673.9%9.1%
40Δ37.3669.3%7.7%35.1142.6%2.9%
45Δ36.7564.7%6.3%35.5643.7%2.7%
50Δ36.1560.0%4.9%36.0244.8%2.4%
55Δ35.5555.4%3.5%36.4745.9%2.1%
60Δ34.9351.8%2.2%36.9347.0%1.9%
65Δ34.1259.7%2.0%37.3848.1%1.6%
70Δ33.3067.5%1.7%37.8449.2%1.4%
75Δ32.4975.4%1.5%38.2950.3%1.1%
80Δ31.6783.2%1.2%38.7551.4%0.8%

20Δ

Calls
Pseudo strike
39.76
IV
87.8%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.16
IV
83.2%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.56
IV
78.5%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.96
IV
73.9%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.36
IV
69.3%
B/E move
7.7%
Puts
Pseudo strike
35.11
IV
42.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
36.75
IV
64.7%
B/E move
6.3%
Puts
Pseudo strike
35.56
IV
43.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
36.15
IV
60.0%
B/E move
4.9%
Puts
Pseudo strike
36.02
IV
44.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
35.55
IV
55.4%
B/E move
3.5%
Puts
Pseudo strike
36.47
IV
45.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
34.93
IV
51.8%
B/E move
2.2%
Puts
Pseudo strike
36.93
IV
47.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
34.12
IV
59.7%
B/E move
2.0%
Puts
Pseudo strike
37.38
IV
48.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
33.30
IV
67.5%
B/E move
1.7%
Puts
Pseudo strike
37.84
IV
49.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
32.49
IV
75.4%
B/E move
1.5%
Puts
Pseudo strike
38.29
IV
50.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
31.67
IV
83.2%
B/E move
1.2%
Puts
Pseudo strike
38.75
IV
51.4%
B/E move
0.8%

Options history

IV · four-Friday blend51.89%
Daily close
GCO48.2%60.3%72.3%2026-08-17: 69.70%2026-08-18: 62.81%2026-08-21: 63.31%2026-08-24: 63.51%2026-08-25: 65.46%2026-08-26: 65.41%2026-08-27: 66.64%2026-08-28: 66.75%2026-08-31: 70.68%2026-09-01: 68.71%2026-09-02: 68.90%2026-09-03: 54.53%2026-09-04: 58.21%2026-09-11: 61.06%2026-09-14: 56.70%2026-09-18: 54.21%2026-09-22: 53.60%2026-09-23: 49.87%2026-09-24: 52.35%2026-09-25: 51.19%2026-09-28: 55.36%2026-09-29: 51.99%2026-09-30: 55.41%2026-10-01: 55.85%2026-10-02: 53.95%2026-10-05: 51.54%2026-10-16: 54.20%2026-10-19: 52.02%2026-10-20: 51.86%2026-10-21: 50.86%2026-10-22: 52.80%2026-10-23: 54.03%2026-10-26: 56.87%2026-10-27: 55.09%2026-10-28: 53.66%2026-10-29: 51.85%2026-10-30: 51.89%Aug 17Sep 24Oct 30
37 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
69.70%
62.81%
63.31%
63.51%
65.46%
65.41%
66.64%
66.75%
70.68%
68.71%
68.90%
54.53%
58.21%
61.06%
56.70%
54.21%
53.60%
49.87%
52.35%
51.19%
55.36%
51.99%
55.41%
55.85%
53.95%
51.54%
54.20%
52.02%
51.86%
50.86%
52.80%
54.03%
56.87%
55.09%
53.66%
51.85%
51.89%