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Gen Digital Inc. Common Stock GEN

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Market datapartial · fetched 2026-10-22T20:28:57.997Z

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 · 2026-10-22T20:01:01.094690588Z

FundamentalsAlpha Vantage · unavailable

Share price$24.92
1D+3.6%
AH$23.84$24.20$24.57$24.93$25.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEN
Sold putSold callAH

Gen Digital Inc. Common Stock options

Live interpolated GEN call and put midpoint premiums by absolute delta.Gen Digital Inc. Common Stock$0.11$2.36$4.60$6.85$9.09$19.16$21.91$24.66$27.41$30.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEN spot · $24.92GEN PRICE$0.35$0.40$0.54$0.71$0.87$0.96$1.02$1.27$1.65$1.99$2.17$2.35$2.96$0.45$0.61$0.80$1.00$1.28$1.60$2.06$2.59$3.20$4.03$4.49$5.60$8.45
PutsFair1.00×
CallsCheap0.75×
SkewBearish+22.16 pp
Implied moveBearish±$3.08
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2647.6%14.8%22.2852.9%12.4%
25Δ27.2040.6%10.8%22.8453.2%10.8%
30Δ26.7241.0%9.4%23.3554.0%9.5%
35Δ26.3943.8%8.7%23.8355.1%8.4%
40Δ26.0646.5%8.1%24.3357.2%7.5%
45Δ25.6343.5%6.7%24.8459.8%6.7%
50Δ25.1939.3%5.2%25.4464.3%6.1%
55Δ24.7540.8%4.4%26.1269.2%5.6%
60Δ24.3346.5%4.3%26.9072.8%4.9%
65Δ23.9250.3%4.0%27.8878.0%4.3%
70Δ23.5447.5%3.2%28.5875.4%3.3%
75Δ23.1644.7%2.4%29.8779.3%2.6%
80Δ22.4349.1%1.9%32.7998.0%2.3%

20Δ

Calls
Pseudo strike
28.26
IV
47.6%
B/E move
14.8%
Puts
Pseudo strike
22.28
IV
52.9%
B/E move
12.4%

25Δ

Calls
Pseudo strike
27.20
IV
40.6%
B/E move
10.8%
Puts
Pseudo strike
22.84
IV
53.2%
B/E move
10.8%

30Δ

Calls
Pseudo strike
26.72
IV
41.0%
B/E move
9.4%
Puts
Pseudo strike
23.35
IV
54.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
26.39
IV
43.8%
B/E move
8.7%
Puts
Pseudo strike
23.83
IV
55.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
26.06
IV
46.5%
B/E move
8.1%
Puts
Pseudo strike
24.33
IV
57.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
25.63
IV
43.5%
B/E move
6.7%
Puts
Pseudo strike
24.84
IV
59.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
25.19
IV
39.3%
B/E move
5.2%
Puts
Pseudo strike
25.44
IV
64.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
24.75
IV
40.8%
B/E move
4.4%
Puts
Pseudo strike
26.12
IV
69.2%
B/E move
5.6%

60Δ

Calls
Pseudo strike
24.33
IV
46.5%
B/E move
4.3%
Puts
Pseudo strike
26.90
IV
72.8%
B/E move
4.9%

65Δ

Calls
Pseudo strike
23.92
IV
50.3%
B/E move
4.0%
Puts
Pseudo strike
27.88
IV
78.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
23.54
IV
47.5%
B/E move
3.2%
Puts
Pseudo strike
28.58
IV
75.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
23.16
IV
44.7%
B/E move
2.4%
Puts
Pseudo strike
29.87
IV
79.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
22.43
IV
49.1%
B/E move
1.9%
Puts
Pseudo strike
32.79
IV
98.0%
B/E move
2.3%

Options history

No recorded observations