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Genesco Inc. GCO

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Market datapartial · fetched 2026-10-23T02:01:04.396Z

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 · 2026-10-22T23:00:00.003510519Z

FundamentalsAlpha Vantage · unavailable

Share price$37.39
1D+2.5%
AH$36.03$36.40$36.76$37.13$37.495:30 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$2.38$4.44$6.49$8.55$30.01$33.35$36.69$40.02$43.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCO spot · $37.39GCO PRICE$0.55$0.62$0.73$1.01$1.28$1.55$1.82$2.10$2.37$2.64$2.91$3.28$5.72$0.87$0.89$1.11$1.56$2.02$2.47$2.92$3.38$3.83$4.68$5.77$6.86$7.95
PutsExpensive1.36×
CallsCheap0.94×
SkewBearish+16.26 pp
Implied moveBearish±$4.75
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.4953.4%17.8%31.8673.4%17.1%
25Δ41.5344.4%12.7%33.9056.0%11.7%
30Δ39.8837.5%8.6%35.3447.5%8.5%
35Δ39.3437.8%7.9%36.0749.3%7.7%
40Δ38.7938.1%7.2%36.8051.2%7.0%
45Δ38.2538.4%6.4%37.5353.0%6.2%
50Δ37.7038.7%5.7%38.2654.8%5.5%
55Δ37.1639.0%5.0%38.9956.7%4.7%
60Δ36.6139.3%4.3%39.7358.5%4.0%
65Δ36.0739.6%3.5%40.8260.4%3.3%
70Δ35.5239.9%2.8%42.1362.4%2.7%
75Δ34.8940.8%2.1%43.4564.4%2.1%
80Δ32.3456.0%1.8%44.7666.4%1.6%

20Δ

Calls
Pseudo strike
43.49
IV
53.4%
B/E move
17.8%
Puts
Pseudo strike
31.86
IV
73.4%
B/E move
17.1%

25Δ

Calls
Pseudo strike
41.53
IV
44.4%
B/E move
12.7%
Puts
Pseudo strike
33.90
IV
56.0%
B/E move
11.7%

30Δ

Calls
Pseudo strike
39.88
IV
37.5%
B/E move
8.6%
Puts
Pseudo strike
35.34
IV
47.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
39.34
IV
37.8%
B/E move
7.9%
Puts
Pseudo strike
36.07
IV
49.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
38.79
IV
38.1%
B/E move
7.2%
Puts
Pseudo strike
36.80
IV
51.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
38.25
IV
38.4%
B/E move
6.4%
Puts
Pseudo strike
37.53
IV
53.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
37.70
IV
38.7%
B/E move
5.7%
Puts
Pseudo strike
38.26
IV
54.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
37.16
IV
39.0%
B/E move
5.0%
Puts
Pseudo strike
38.99
IV
56.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
36.61
IV
39.3%
B/E move
4.3%
Puts
Pseudo strike
39.73
IV
58.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
36.07
IV
39.6%
B/E move
3.5%
Puts
Pseudo strike
40.82
IV
60.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
35.52
IV
39.9%
B/E move
2.8%
Puts
Pseudo strike
42.13
IV
62.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
34.89
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
43.45
IV
64.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
32.34
IV
56.0%
B/E move
1.8%
Puts
Pseudo strike
44.76
IV
66.4%
B/E move
1.6%

Options history

No recorded observations