IntraAlpha
Create free account Start free

Gemini Space Station, Inc. Class A Common Stock GEMI

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-08T00:22:10.427Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:27:53.348116691Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T00:22:10.111828+00:00

Share price$2.42
1D+1.9%
AH$2.33$2.37$2.41$2.45$2.495:30 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$0.65$1.31$1.96$2.62$1.77$2.10$2.42$2.75$3.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GEMI spot · $2.42GEMI PRICE$0.72$0.16$0.18$0.21$0.24$0.26$0.29$0.31$0.34$0.06$0.07$0.08$0.09$0.10$0.12$0.13$0.14$2.43
Puts——
Calls——
Skew——
Implied moveBullish±$0.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.51800.0%323.0%2.04164.4%18.0%
25Δ2.10154.3%16.1%
30Δ2.16144.2%14.2%
35Δ2.22134.1%12.2%
40Δ2.27123.9%10.3%
45Δ2.57173.1%12.8%2.33113.8%8.4%
50Δ2.48166.1%10.2%2.39103.7%6.5%
55Δ2.43157.3%9.1%2.4593.6%4.6%
60Δ2.38148.6%8.1%
65Δ2.33139.8%7.0%
70Δ2.28131.1%5.9%
75Δ2.22122.3%4.8%
80Δ2.17113.5%3.8%4.73458.9%5.0%

20Δ

Calls
Pseudo strike
9.51
IV
800.0%
B/E move
323.0%
Puts
Pseudo strike
2.04
IV
164.4%
B/E move
18.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.10
IV
154.3%
B/E move
16.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
144.2%
B/E move
14.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.22
IV
134.1%
B/E move
12.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.27
IV
123.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
2.57
IV
173.1%
B/E move
12.8%
Puts
Pseudo strike
2.33
IV
113.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
2.48
IV
166.1%
B/E move
10.2%
Puts
Pseudo strike
2.39
IV
103.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
2.43
IV
157.3%
B/E move
9.1%
Puts
Pseudo strike
2.45
IV
93.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
2.38
IV
148.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.33
IV
139.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.28
IV
131.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.22
IV
122.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.17
IV
113.5%
B/E move
3.8%
Puts
Pseudo strike
4.73
IV
458.9%
B/E move
5.0%

Options history

IV · four-Friday blend259.06%
Daily close
GEMI64.6%311.5%558.5%2026-08-10: 128.12%2026-08-11: 161.19%2026-08-12: 197.24%2026-08-13: 205.58%2026-08-14: 178.69%2026-08-19: 255.52%2026-08-24: 239.15%2026-08-25: 123.57%2026-08-26: 213.88%2026-08-27: 225.58%2026-08-28: 112.40%2026-08-31: 107.05%2026-09-01: 138.79%2026-09-03: 169.56%2026-09-04: 116.78%2026-09-09: 146.38%2026-09-11: 127.94%2026-09-14: 108.96%2026-09-15: 122.79%2026-09-17: 168.56%2026-09-21: 117.15%2026-09-22: 113.63%2026-09-24: 149.78%2026-09-25: 146.88%2026-09-28: 111.51%2026-09-29: 137.44%2026-09-30: 150.98%2026-10-02: 98.69%2026-10-05: 98.70%2026-10-06: 169.55%2026-10-07: 182.71%2026-10-09: 167.72%2026-10-12: 179.31%2026-10-13: 214.61%2026-10-16: 282.45%2026-10-20: 524.40%2026-10-23: 263.41%2026-10-27: 346.18%2026-10-28: 269.83%2026-10-30: 259.06%Aug 10Sep 17Oct 30
40 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
128.12%
161.19%
197.24%
205.58%
178.69%
255.52%
239.15%
123.57%
213.88%
225.58%
112.40%
107.05%
138.79%
169.56%
116.78%
146.38%
127.94%
108.96%
122.79%
168.56%
117.15%
113.63%
149.78%
146.88%
111.51%
137.44%
150.98%
98.69%
98.70%
169.55%
182.71%
167.72%
179.31%
214.61%
282.45%
524.40%
263.41%
346.18%
269.83%
259.06%