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Genesco Inc. GCO

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Market datapartial · fetched 2026-10-23T16:44:17.205Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T16:43:25.86779763Z

FundamentalsAlpha Vantage · unavailable

Share price$36.95
1D+0.2%
$36.04$36.33$36.61$36.90$37.195:30 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$4.20$8.06$11.93$15.79$26.04$31.19$36.35$41.51$46.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCO spot · $36.95GCO PRICE$0.75$1.02$1.28$1.55$1.87$2.39$2.91$3.43$3.96$4.49$5.22$5.96$6.69$1.32$1.57$1.83$2.10$2.79$3.48$4.16$4.85$5.73$6.80$7.87$8.93$14.68
PutsExpensive1.22×
CallsFair1.05×
SkewBearish+8.29 pp
Implied moveBearish±$7.08
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.8850.6%23.5%30.4171.8%21.3%
25Δ43.5850.2%20.7%31.9665.9%17.8%
30Δ42.2949.8%17.9%33.5159.9%14.3%
35Δ40.9949.5%15.1%35.0454.3%10.9%
40Δ39.7849.6%12.7%36.1455.7%9.7%
45Δ38.8151.4%11.5%37.2457.1%8.6%
50Δ37.8553.1%10.3%38.3458.5%7.5%
55Δ36.8854.8%9.1%39.4459.9%6.4%
60Δ35.9256.6%7.9%40.7160.7%5.3%
65Δ34.9458.2%6.7%42.1360.9%4.4%
70Δ33.8157.2%5.6%43.5561.0%3.4%
75Δ32.6856.3%4.6%44.9861.2%2.5%
80Δ31.5555.3%3.5%50.9573.4%1.8%

20Δ

Calls
Pseudo strike
44.88
IV
50.6%
B/E move
23.5%
Puts
Pseudo strike
30.41
IV
71.8%
B/E move
21.3%

25Δ

Calls
Pseudo strike
43.58
IV
50.2%
B/E move
20.7%
Puts
Pseudo strike
31.96
IV
65.9%
B/E move
17.8%

30Δ

Calls
Pseudo strike
42.29
IV
49.8%
B/E move
17.9%
Puts
Pseudo strike
33.51
IV
59.9%
B/E move
14.3%

35Δ

Calls
Pseudo strike
40.99
IV
49.5%
B/E move
15.1%
Puts
Pseudo strike
35.04
IV
54.3%
B/E move
10.9%

40Δ

Calls
Pseudo strike
39.78
IV
49.6%
B/E move
12.7%
Puts
Pseudo strike
36.14
IV
55.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
38.81
IV
51.4%
B/E move
11.5%
Puts
Pseudo strike
37.24
IV
57.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
37.85
IV
53.1%
B/E move
10.3%
Puts
Pseudo strike
38.34
IV
58.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
36.88
IV
54.8%
B/E move
9.1%
Puts
Pseudo strike
39.44
IV
59.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
35.92
IV
56.6%
B/E move
7.9%
Puts
Pseudo strike
40.71
IV
60.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
34.94
IV
58.2%
B/E move
6.7%
Puts
Pseudo strike
42.13
IV
60.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
33.81
IV
57.2%
B/E move
5.6%
Puts
Pseudo strike
43.55
IV
61.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
32.68
IV
56.3%
B/E move
4.6%
Puts
Pseudo strike
44.98
IV
61.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
31.55
IV
55.3%
B/E move
3.5%
Puts
Pseudo strike
50.95
IV
73.4%
B/E move
1.8%

Options history

No recorded observations