IntraAlpha
Create free account Start free

Genesis Energy, L.P. GEL

i

Market datapartial · fetched 2026-10-22T16:19:26.059Z

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 · 2026-10-22T16:13:23.525601705Z

FundamentalsAlpha Vantage · unavailable

Share price$13.83
1D-1.4%
$13.77$13.84$13.91$13.98$14.055:30 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.$2.16$4.65$7.14$9.64$12.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGEL PRICE$2.43$4.67$6.92$9.16$11.41
PutsExpensive3.48×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ15.5084.4%5.5%
65Δ17.8598.7%4.7%
70Δ20.19113.0%4.0%
75Δ22.54127.3%3.3%
80Δ24.89141.6%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.50
IV
84.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.85
IV
98.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.19
IV
113.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.54
IV
127.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.89
IV
141.6%
B/E move
2.5%

Options history

No recorded observations