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Genesis Energy, L.P. GEL

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Market datapartial · fetched 2026-10-22T23:09:31.235Z

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 · 2026-10-22T23:00:00.003372145Z

FundamentalsAlpha Vantage · unavailable

Share price$13.90
1D-0.9%
AH$13.77$13.84$13.91$13.98$14.055:30 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.$0.39$1.60$2.82$4.03$5.24$7.76$11.39$15.03$18.67$22.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEL spot · $13.90GEL PRICE$0.52$1.04$1.29$1.53$1.78$2.03$2.28$2.52$2.77$3.02$3.27$3.51$3.76$1.10$1.21$1.32$1.44$1.55$1.67$1.78$1.89$2.17$2.62$3.07$3.52$4.89
PutsExpensive3.76×
CallsExpensive6.33×
SkewBullish-57.91 pp
Implied moveBullish±$4.06
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.21144.8%70.8%10.13193.8%35.0%
25Δ29.01235.6%116.2%10.78179.2%31.2%
30Δ27.52225.9%107.3%11.43164.6%27.3%
35Δ26.04216.1%98.3%12.08150.0%23.5%
40Δ24.55206.3%89.4%12.72135.3%19.6%
45Δ23.06196.6%80.5%13.37120.7%15.8%
50Δ21.57186.8%71.6%14.02106.1%11.9%
55Δ20.08177.0%62.6%14.6791.4%8.1%
60Δ18.59167.3%53.7%15.2884.2%5.7%
65Δ17.11157.5%44.8%15.8684.8%4.8%
70Δ15.62147.7%35.9%16.4485.3%3.8%
75Δ14.13138.0%26.9%17.0185.8%2.9%
80Δ12.64128.2%18.0%18.5093.9%2.1%

20Δ

Calls
Pseudo strike
23.21
IV
144.8%
B/E move
70.8%
Puts
Pseudo strike
10.13
IV
193.8%
B/E move
35.0%

25Δ

Calls
Pseudo strike
29.01
IV
235.6%
B/E move
116.2%
Puts
Pseudo strike
10.78
IV
179.2%
B/E move
31.2%

30Δ

Calls
Pseudo strike
27.52
IV
225.9%
B/E move
107.3%
Puts
Pseudo strike
11.43
IV
164.6%
B/E move
27.3%

35Δ

Calls
Pseudo strike
26.04
IV
216.1%
B/E move
98.3%
Puts
Pseudo strike
12.08
IV
150.0%
B/E move
23.5%

40Δ

Calls
Pseudo strike
24.55
IV
206.3%
B/E move
89.4%
Puts
Pseudo strike
12.72
IV
135.3%
B/E move
19.6%

45Δ

Calls
Pseudo strike
23.06
IV
196.6%
B/E move
80.5%
Puts
Pseudo strike
13.37
IV
120.7%
B/E move
15.8%

50Δ

Calls
Pseudo strike
21.57
IV
186.8%
B/E move
71.6%
Puts
Pseudo strike
14.02
IV
106.1%
B/E move
11.9%

55Δ

Calls
Pseudo strike
20.08
IV
177.0%
B/E move
62.6%
Puts
Pseudo strike
14.67
IV
91.4%
B/E move
8.1%

60Δ

Calls
Pseudo strike
18.59
IV
167.3%
B/E move
53.7%
Puts
Pseudo strike
15.28
IV
84.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
17.11
IV
157.5%
B/E move
44.8%
Puts
Pseudo strike
15.86
IV
84.8%
B/E move
4.8%

70Δ

Calls
Pseudo strike
15.62
IV
147.7%
B/E move
35.9%
Puts
Pseudo strike
16.44
IV
85.3%
B/E move
3.8%

75Δ

Calls
Pseudo strike
14.13
IV
138.0%
B/E move
26.9%
Puts
Pseudo strike
17.01
IV
85.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
12.64
IV
128.2%
B/E move
18.0%
Puts
Pseudo strike
18.50
IV
93.9%
B/E move
2.1%

Options history

No recorded observations