IntraAlpha
Create free account Start free

Gemini Space Station, Inc. Class A Common Stock GEMI

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-16T21:48:50.119Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:29:35.915839188Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:49.447740+00:00

Share price$3.65
1D-7.7%
AH$3.52$3.62$3.72$3.83$3.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEMI
Sold putSold callAH

Gemini Space Station, Inc. Class A Common Stock options

Live interpolated GEMI call and put midpoint premiums by absolute delta.Gemini Space Station, Inc. Class A Common Stock$0.00$1.72$3.45$5.17$6.90$1.10$2.28$3.46$4.64$5.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEMI spot · $3.65GEMI PRICE$0.16$0.27$0.38$0.38$0.42$0.44$0.39$0.35$0.31$0.27$0.22$0.63$1.63$0.35$0.28$0.20$0.13$0.69$1.25$1.82$2.38$2.64$5.93$6.40$2.03$5.93
PutsExpensive3.94×
CallsExpensive3.60×
SkewBearish+74.52 pp
Implied moveBearish±$2.21
TiltBearish67.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.72368.4%88.4%2.58470.3%38.9%
25Δ8.66501.1%144.5%2.89346.2%28.5%
30Δ7.54573.4%117.1%3.19222.1%18.0%
35Δ5.46426.9%59.9%3.5097.9%7.6%
40Δ4.89389.6%45.5%3.98207.7%9.8%
45Δ4.45347.4%33.8%4.46318.9%12.1%
50Δ4.28294.7%28.0%4.94430.0%14.4%
55Δ4.11242.0%22.1%5.42541.2%16.7%
60Δ3.94189.3%16.3%5.76534.5%14.6%
65Δ3.77136.6%10.5%8.94726.9%17.5%
70Δ3.6083.8%4.7%9.56694.4%13.3%
75Δ3.24235.5%6.1%5.52268.9%4.2%
80Δ2.63651.5%16.8%9.35549.9%6.4%

20Δ

Calls
Pseudo strike
6.72
IV
368.4%
B/E move
88.4%
Puts
Pseudo strike
2.58
IV
470.3%
B/E move
38.9%

25Δ

Calls
Pseudo strike
8.66
IV
501.1%
B/E move
144.5%
Puts
Pseudo strike
2.89
IV
346.2%
B/E move
28.5%

30Δ

Calls
Pseudo strike
7.54
IV
573.4%
B/E move
117.1%
Puts
Pseudo strike
3.19
IV
222.1%
B/E move
18.0%

35Δ

Calls
Pseudo strike
5.46
IV
426.9%
B/E move
59.9%
Puts
Pseudo strike
3.50
IV
97.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
4.89
IV
389.6%
B/E move
45.5%
Puts
Pseudo strike
3.98
IV
207.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
4.45
IV
347.4%
B/E move
33.8%
Puts
Pseudo strike
4.46
IV
318.9%
B/E move
12.1%

50Δ

Calls
Pseudo strike
4.28
IV
294.7%
B/E move
28.0%
Puts
Pseudo strike
4.94
IV
430.0%
B/E move
14.4%

55Δ

Calls
Pseudo strike
4.11
IV
242.0%
B/E move
22.1%
Puts
Pseudo strike
5.42
IV
541.2%
B/E move
16.7%

60Δ

Calls
Pseudo strike
3.94
IV
189.3%
B/E move
16.3%
Puts
Pseudo strike
5.76
IV
534.5%
B/E move
14.6%

65Δ

Calls
Pseudo strike
3.77
IV
136.6%
B/E move
10.5%
Puts
Pseudo strike
8.94
IV
726.9%
B/E move
17.5%

70Δ

Calls
Pseudo strike
3.60
IV
83.8%
B/E move
4.7%
Puts
Pseudo strike
9.56
IV
694.4%
B/E move
13.3%

75Δ

Calls
Pseudo strike
3.24
IV
235.5%
B/E move
6.1%
Puts
Pseudo strike
5.52
IV
268.9%
B/E move
4.2%

80Δ

Calls
Pseudo strike
2.63
IV
651.5%
B/E move
16.8%
Puts
Pseudo strike
9.35
IV
549.9%
B/E move
6.4%