IntraAlpha
Create free account Start free

Genesco Inc. GCO

i

Market datapartial · fetched 2026-10-22T18:28:08.239Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:17:50.032299996Z

FundamentalsAlpha Vantage · unavailable

Share price$36.60
1D+0.3%
$36.06$36.34$36.62$36.90$37.185:30 AM6:30 AM9:00 AM1:00 PMGCO
Sold putSold call

Genesco Inc. options

Live interpolated GCO call and put midpoint premiums by absolute delta.Genesco Inc.$0.33$2.51$4.69$6.87$9.04$30.32$33.64$36.95$40.27$43.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCO spot · $36.60GCO PRICE$0.57$0.64$0.90$1.21$1.52$1.82$2.13$2.44$2.74$3.05$4.75$6.58$8.42$0.86$0.88$0.89$1.17$1.58$1.98$2.38$2.78$3.18$3.58$3.99
PutsExpensive1.14×
CallsExpensive1.25×
SkewBullish-6.87 pp
Implied moveBearish±$4.51
TiltBullish22.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8355.3%18.6%31.1573.8%17.2%
25Δ40.4344.6%12.2%32.8159.3%12.7%
30Δ39.4843.7%10.3%34.4744.8%8.3%
35Δ38.8545.0%9.4%35.4340.8%6.4%
40Δ38.2246.2%8.6%36.0641.8%5.8%
45Δ37.5847.5%7.7%36.6842.8%5.2%
50Δ36.9548.7%6.8%37.3143.8%4.6%
55Δ36.3250.0%5.9%37.9444.8%3.9%
60Δ35.6951.2%5.0%38.5745.8%3.3%
65Δ35.0552.5%4.1%39.1946.7%2.7%
70Δ33.1864.6%3.6%39.8247.7%2.1%
75Δ31.2077.7%3.2%
80Δ29.2190.8%2.8%

20Δ

Calls
Pseudo strike
42.83
IV
55.3%
B/E move
18.6%
Puts
Pseudo strike
31.15
IV
73.8%
B/E move
17.2%

25Δ

Calls
Pseudo strike
40.43
IV
44.6%
B/E move
12.2%
Puts
Pseudo strike
32.81
IV
59.3%
B/E move
12.7%

30Δ

Calls
Pseudo strike
39.48
IV
43.7%
B/E move
10.3%
Puts
Pseudo strike
34.47
IV
44.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
38.85
IV
45.0%
B/E move
9.4%
Puts
Pseudo strike
35.43
IV
40.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
38.22
IV
46.2%
B/E move
8.6%
Puts
Pseudo strike
36.06
IV
41.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
37.58
IV
47.5%
B/E move
7.7%
Puts
Pseudo strike
36.68
IV
42.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
36.95
IV
48.7%
B/E move
6.8%
Puts
Pseudo strike
37.31
IV
43.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
36.32
IV
50.0%
B/E move
5.9%
Puts
Pseudo strike
37.94
IV
44.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
35.69
IV
51.2%
B/E move
5.0%
Puts
Pseudo strike
38.57
IV
45.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
35.05
IV
52.5%
B/E move
4.1%
Puts
Pseudo strike
39.19
IV
46.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
33.18
IV
64.6%
B/E move
3.6%
Puts
Pseudo strike
39.82
IV
47.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
31.20
IV
77.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.21
IV
90.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations