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Genesis Energy, L.P. GEL

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Market datapartial · fetched 2026-10-23T15:55:04.453Z

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 · 2026-10-23T15:54:03.976249275Z

FundamentalsAlpha Vantage · unavailable

Share price$14.13
1D+1.4%
$13.92$13.99$14.06$14.12$14.195:30 AM6:30 AM9:00 AM1:00 PMGEL
Sold putSold call

Genesis Energy, L.P. options

Live interpolated GEL call and put midpoint premiums by absolute delta.Genesis Energy, L.P.$0.00$2.21$4.42$6.63$8.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGEL PRICE$0.24$1.07$1.17$1.30$1.42$1.55$1.67$1.80$1.92$2.44$3.59$4.75$5.90$7.05$8.20
PutsExpensive6.93×
CallsExpensive5.71×
SkewBearish+52.04 pp
Implied move——
TiltBearish94.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6376.6%33.5%6.72462.6%60.7%
25Δ29.16250.9%114.0%7.97407.3%52.7%
30Δ9.23352.0%44.8%
35Δ10.48296.8%36.8%
40Δ11.73241.5%28.8%
45Δ12.98186.2%20.9%
50Δ14.23130.9%12.9%
55Δ15.49100.2%7.6%
60Δ16.77108.6%6.7%
65Δ18.05117.1%5.8%
70Δ19.33125.5%4.9%
75Δ20.61133.9%4.0%
80Δ21.89142.4%3.1%

20Δ

Calls
Pseudo strike
18.63
IV
76.6%
B/E move
33.5%
Puts
Pseudo strike
6.72
IV
462.6%
B/E move
60.7%

25Δ

Calls
Pseudo strike
29.16
IV
250.9%
B/E move
114.0%
Puts
Pseudo strike
7.97
IV
407.3%
B/E move
52.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.23
IV
352.0%
B/E move
44.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.48
IV
296.8%
B/E move
36.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.73
IV
241.5%
B/E move
28.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
186.2%
B/E move
20.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.23
IV
130.9%
B/E move
12.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.49
IV
100.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.77
IV
108.6%
B/E move
6.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.05
IV
117.1%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.33
IV
125.5%
B/E move
4.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
133.9%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.89
IV
142.4%
B/E move
3.1%

Options history

No recorded observations