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Gen Digital Inc. Common Stock GEN

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Market datapartial · fetched 2026-10-22T21:33:18.567Z

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 · 2026-10-22T21:18:34.848176868Z

FundamentalsAlpha Vantage · unavailable

Share price$25.01
1D+1.5%
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$0.02$3.06$6.10$9.14$12.18$18.90$21.78$24.65$27.52$30.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEN spot · $25.01GEN PRICE$0.35$0.40$0.52$0.69$0.85$0.94$1.01$1.17$1.55$1.93$2.11$2.27$2.51$0.46$0.62$0.82$1.03$1.33$1.65$2.16$2.72$3.36$4.18$4.61$6.31$11.31
PutsFair1.05×
CallsCheap0.70×
SkewBearish+28.34 pp
Implied moveBearish±$3.16
TiltBearish42.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2946.6%14.5%22.3253.8%12.6%
25Δ27.3140.6%10.8%22.8954.2%11.0%
30Δ26.7539.7%9.1%23.4055.2%9.7%
35Δ26.4342.2%8.4%23.9056.4%8.6%
40Δ26.1044.8%7.8%24.4158.9%7.7%
45Δ25.7142.7%6.6%24.9361.8%6.9%
50Δ25.2938.6%5.1%25.5766.9%6.4%
55Δ24.8637.6%4.1%26.2871.8%5.8%
60Δ24.4443.0%3.9%27.1075.8%5.1%
65Δ24.0248.4%3.8%28.0980.4%4.4%
70Δ23.6745.8%3.1%28.7877.0%3.4%
75Δ23.3242.8%2.3%30.6087.7%2.9%
80Δ22.9140.9%1.6%35.62122.3%2.8%

20Δ

Calls
Pseudo strike
28.29
IV
46.6%
B/E move
14.5%
Puts
Pseudo strike
22.32
IV
53.8%
B/E move
12.6%

25Δ

Calls
Pseudo strike
27.31
IV
40.6%
B/E move
10.8%
Puts
Pseudo strike
22.89
IV
54.2%
B/E move
11.0%

30Δ

Calls
Pseudo strike
26.75
IV
39.7%
B/E move
9.1%
Puts
Pseudo strike
23.40
IV
55.2%
B/E move
9.7%

35Δ

Calls
Pseudo strike
26.43
IV
42.2%
B/E move
8.4%
Puts
Pseudo strike
23.90
IV
56.4%
B/E move
8.6%

40Δ

Calls
Pseudo strike
26.10
IV
44.8%
B/E move
7.8%
Puts
Pseudo strike
24.41
IV
58.9%
B/E move
7.7%

45Δ

Calls
Pseudo strike
25.71
IV
42.7%
B/E move
6.6%
Puts
Pseudo strike
24.93
IV
61.8%
B/E move
6.9%

50Δ

Calls
Pseudo strike
25.29
IV
38.6%
B/E move
5.1%
Puts
Pseudo strike
25.57
IV
66.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
24.86
IV
37.6%
B/E move
4.1%
Puts
Pseudo strike
26.28
IV
71.8%
B/E move
5.8%

60Δ

Calls
Pseudo strike
24.44
IV
43.0%
B/E move
3.9%
Puts
Pseudo strike
27.10
IV
75.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
24.02
IV
48.4%
B/E move
3.8%
Puts
Pseudo strike
28.09
IV
80.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
23.67
IV
45.8%
B/E move
3.1%
Puts
Pseudo strike
28.78
IV
77.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
23.32
IV
42.8%
B/E move
2.3%
Puts
Pseudo strike
30.60
IV
87.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
22.91
IV
40.9%
B/E move
1.6%
Puts
Pseudo strike
35.62
IV
122.3%
B/E move
2.8%

Options history

No recorded observations