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Genesis Energy, L.P. GEL

i

Market dataready · fetched 2026-11-13T01:26:49.709Z

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 · 2026-11-13T00:00:00.003424508Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:26:48.553322+00:00

Share price$12.65
1D-3.5%
AH$12.61$12.74$12.88$13.02$13.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEL
Sold putSold callAH

Genesis Energy, L.P. options

Live interpolated GEL call and put midpoint premiums by absolute delta.Genesis Energy, L.P.$0.24$0.98$1.72$2.46$3.20$11.31$12.36$13.41$14.46$15.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GEL spot · $12.65GEL PRICE$0.32$0.41$0.51$0.61$0.71$0.80$0.90$1.00$1.32$1.74$2.15$2.57$2.98$0.38$0.38$0.38$0.38$0.38$0.52$0.81$1.11$1.40$1.70$1.99$2.29
Puts——
CallsExpensive2.84×
Skew——
Implied moveBullish±$1.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2785.8%15.3%10.31180.2%21.4%
25Δ14.0391.6%14.2%10.80153.9%17.6%
30Δ13.7897.5%13.0%11.28127.6%13.8%
35Δ13.54103.4%11.9%11.77101.2%9.9%
40Δ13.30109.2%10.7%12.2574.9%6.1%
45Δ13.06115.1%9.6%12.6665.6%4.0%
50Δ12.81121.0%8.4%13.0073.8%3.7%
55Δ12.57126.8%7.3%13.3382.1%3.4%
60Δ12.15140.8%6.5%13.6790.3%3.0%
65Δ11.65158.1%5.8%14.0098.6%2.7%
70Δ11.16175.4%5.2%14.34106.8%2.4%
75Δ10.67192.8%4.6%14.67115.0%2.1%
80Δ10.17210.1%4.0%

20Δ

Calls
Pseudo strike
14.27
IV
85.8%
B/E move
15.3%
Puts
Pseudo strike
10.31
IV
180.2%
B/E move
21.4%

25Δ

Calls
Pseudo strike
14.03
IV
91.6%
B/E move
14.2%
Puts
Pseudo strike
10.80
IV
153.9%
B/E move
17.6%

30Δ

Calls
Pseudo strike
13.78
IV
97.5%
B/E move
13.0%
Puts
Pseudo strike
11.28
IV
127.6%
B/E move
13.8%

35Δ

Calls
Pseudo strike
13.54
IV
103.4%
B/E move
11.9%
Puts
Pseudo strike
11.77
IV
101.2%
B/E move
9.9%

40Δ

Calls
Pseudo strike
13.30
IV
109.2%
B/E move
10.7%
Puts
Pseudo strike
12.25
IV
74.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
13.06
IV
115.1%
B/E move
9.6%
Puts
Pseudo strike
12.66
IV
65.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
12.81
IV
121.0%
B/E move
8.4%
Puts
Pseudo strike
13.00
IV
73.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
12.57
IV
126.8%
B/E move
7.3%
Puts
Pseudo strike
13.33
IV
82.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
12.15
IV
140.8%
B/E move
6.5%
Puts
Pseudo strike
13.67
IV
90.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.65
IV
158.1%
B/E move
5.8%
Puts
Pseudo strike
14.00
IV
98.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
11.16
IV
175.4%
B/E move
5.2%
Puts
Pseudo strike
14.34
IV
106.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
10.67
IV
192.8%
B/E move
4.6%
Puts
Pseudo strike
14.67
IV
115.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
10.17
IV
210.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.15%
Daily close
GEL30.1%38.0%45.9%2026-09-18: 34.99%2026-09-21: 44.82%2026-09-23: 31.15%Sep 18Sep 21Sep 23
3 observations2026-09-18 — 2026-09-23
Table
DateIV (%)
34.99%
44.82%
31.15%