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Generate Biomedicines, Inc. Common Stock GENB

i

Market dataready · fetched 2026-11-12T02:50:24.818Z

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: 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 · 2026-11-11T22:34:37.673227106Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:50:24.447369+00:00

Share price$13.40
1D-3.6%
AH$13.45$13.60$13.74$13.89$14.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGENB
Sold putSold callAH

Generate Biomedicines, Inc. Common Stock options

Live interpolated GENB call and put midpoint premiums by absolute delta.Generate Biomedicines, Inc. Common Stock$0.15$0.95$1.75$2.54$3.34$10.42$11.91$13.39$14.88$16.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GENB spot · $13.40GENB PRICE$0.24$0.30$0.41$0.53$0.66$0.79$0.91$1.04$1.17$1.29$1.52$2.32$3.11$1.92$0.41$0.56$0.70$0.85$0.99$1.14$1.28$1.43$1.57$1.72
Puts——
CallsFair1.04×
Skew——
Implied moveBearish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.89105.9%20.3%9.65490.9%42.3%
25Δ15.24103.1%16.0%
30Δ14.81102.4%13.6%12.5691.7%9.3%
35Δ14.52103.1%12.3%12.8291.0%8.5%
40Δ14.22103.7%11.1%13.0790.4%7.7%
45Δ13.93104.3%9.8%13.3389.7%6.9%
50Δ13.63104.9%8.6%13.5889.0%6.0%
55Δ13.34105.5%7.3%13.8488.4%5.2%
60Δ13.04106.2%6.0%14.0987.7%4.4%
65Δ12.75106.8%4.8%14.3587.1%3.6%
70Δ12.38113.1%3.7%14.6086.4%2.8%
75Δ11.56150.9%3.6%14.8585.7%2.0%
80Δ10.75188.8%3.5%

20Δ

Calls
Pseudo strike
15.89
IV
105.9%
B/E move
20.3%
Puts
Pseudo strike
9.65
IV
490.9%
B/E move
42.3%

25Δ

Calls
Pseudo strike
15.24
IV
103.1%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.81
IV
102.4%
B/E move
13.6%
Puts
Pseudo strike
12.56
IV
91.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
14.52
IV
103.1%
B/E move
12.3%
Puts
Pseudo strike
12.82
IV
91.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
14.22
IV
103.7%
B/E move
11.1%
Puts
Pseudo strike
13.07
IV
90.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
13.93
IV
104.3%
B/E move
9.8%
Puts
Pseudo strike
13.33
IV
89.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
13.63
IV
104.9%
B/E move
8.6%
Puts
Pseudo strike
13.58
IV
89.0%
B/E move
6.0%

55Δ

Calls
Pseudo strike
13.34
IV
105.5%
B/E move
7.3%
Puts
Pseudo strike
13.84
IV
88.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
13.04
IV
106.2%
B/E move
6.0%
Puts
Pseudo strike
14.09
IV
87.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
12.75
IV
106.8%
B/E move
4.8%
Puts
Pseudo strike
14.35
IV
87.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
12.38
IV
113.1%
B/E move
3.7%
Puts
Pseudo strike
14.60
IV
86.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
11.56
IV
150.9%
B/E move
3.6%
Puts
Pseudo strike
14.85
IV
85.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.75
IV
188.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend87.32%
Daily EOD
GENB69.2%83.3%97.4%2026-10-19: 77.99%2026-10-20: 77.67%2026-10-21: 73.39%2026-10-22: 84.07%2026-10-23: 75.75%2026-10-26: 95.46%2026-10-27: 71.15%2026-10-28: 93.38%2026-10-29: 79.99%2026-10-30: 87.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.99%
77.67%
73.39%
84.07%
75.75%
95.46%
71.15%
93.38%
79.99%
87.32%