Gen Digital Inc. Common Stock GEN
i
Market dataready · fetched 2026-11-11T14:01:03.045Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T13:28:05.973608725Z
FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-11T14:01:02.561682+00:00
Gen Digital Inc. Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.35 | 48.4% | 6.8% | |||
| 25Δ | 31.96 | 51.2% | 7.3% | 28.63 | 51.8% | 6.3% |
| 30Δ | 31.34 | 42.8% | 5.3% | 28.90 | 55.2% | 5.7% |
| 35Δ | 30.90 | 37.5% | 4.0% | 29.23 | 53.4% | 4.9% |
| 40Δ | 30.67 | 36.2% | 3.5% | 29.57 | 48.8% | 4.0% |
| 45Δ | 30.43 | 34.8% | 2.9% | 29.92 | 44.2% | 3.0% |
| 50Δ | 30.20 | 33.5% | 2.4% | 30.18 | 42.1% | 2.5% |
| 55Δ | 29.98 | 32.3% | 1.9% | 30.41 | 40.6% | 2.1% |
| 60Δ | 29.79 | 31.6% | 1.6% | 30.64 | 39.2% | 1.7% |
| 65Δ | 29.60 | 30.9% | 1.4% | 30.87 | 37.7% | 1.3% |
| 70Δ | 29.41 | 30.2% | 1.1% | |||
| 75Δ | 29.22 | 29.5% | 0.9% | 32.31 | 61.4% | 1.3% |
| 80Δ | 29.03 | 28.8% | 0.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.35
- IV
- 48.4%
- B/E move
- 6.8%
25Δ
- Pseudo strike
- 31.96
- IV
- 51.2%
- B/E move
- 7.3%
- Pseudo strike
- 28.63
- IV
- 51.8%
- B/E move
- 6.3%
30Δ
- Pseudo strike
- 31.34
- IV
- 42.8%
- B/E move
- 5.3%
- Pseudo strike
- 28.90
- IV
- 55.2%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 30.90
- IV
- 37.5%
- B/E move
- 4.0%
- Pseudo strike
- 29.23
- IV
- 53.4%
- B/E move
- 4.9%
40Δ
- Pseudo strike
- 30.67
- IV
- 36.2%
- B/E move
- 3.5%
- Pseudo strike
- 29.57
- IV
- 48.8%
- B/E move
- 4.0%
45Δ
- Pseudo strike
- 30.43
- IV
- 34.8%
- B/E move
- 2.9%
- Pseudo strike
- 29.92
- IV
- 44.2%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 30.20
- IV
- 33.5%
- B/E move
- 2.4%
- Pseudo strike
- 30.18
- IV
- 42.1%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 29.98
- IV
- 32.3%
- B/E move
- 1.9%
- Pseudo strike
- 30.41
- IV
- 40.6%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 29.79
- IV
- 31.6%
- B/E move
- 1.6%
- Pseudo strike
- 30.64
- IV
- 39.2%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 29.60
- IV
- 30.9%
- B/E move
- 1.4%
- Pseudo strike
- 30.87
- IV
- 37.7%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 29.41
- IV
- 30.2%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 29.22
- IV
- 29.5%
- B/E move
- 0.9%
- Pseudo strike
- 32.31
- IV
- 61.4%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 29.03
- IV
- 28.8%
- B/E move
- 0.6%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 45.51% | |
| 45.38% | |
| 46.78% | |
| 46.86% | |
| 46.89% | |
| 47.86% | |
| 46.32% | |
| 47.96% | |
| 37.77% | |
| 44.28% |
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