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Gencor Industries, Inc. GENC

i

Market dataready · fetched 2026-11-12T01:48:40.747Z

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 · 2026-11-12T01:00:00.005891023Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:48:40.398233+00:00

Share price$17.39
1D+0.0%
AH$17.26$17.36$17.46$17.57$17.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGENC
Sold putSold callAH

Gencor Industries, Inc. options

Live interpolated GENC call and put midpoint premiums by absolute delta.Gencor Industries, Inc.$0.12$2.47$4.81$7.15$9.50$13.91$15.76$17.61$19.45$21.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GENC spot · $17.39GENC PRICE$0.38$0.42$0.57$0.72$0.87$1.02$1.17$1.37$1.63$1.89$2.15$2.40$2.66$0.39$0.44$0.49$0.54$0.59$0.64$0.70$1.98$3.35$4.71$6.08$7.45$8.82
PutsExpensive2.16×
CallsExpensive2.47×
SkewBullish-16.02 pp
Implied moveBullish±$1.87
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.57140.8%26.2%15.09119.8%15.5%
25Δ19.86110.7%16.7%15.48110.0%13.5%
30Δ19.44112.4%15.1%15.88100.3%11.5%
35Δ19.01114.1%13.5%16.2890.5%9.5%
40Δ18.58115.8%11.9%16.6880.7%7.5%
45Δ18.15117.5%10.3%17.0871.0%5.5%
50Δ17.72119.2%8.7%17.4761.2%3.5%
55Δ17.29119.8%7.3%18.8375.7%3.1%
60Δ16.86119.2%6.4%20.2692.0%2.8%
65Δ16.44118.5%5.4%21.68108.2%2.4%
70Δ16.01117.9%4.4%23.11124.5%2.1%
75Δ15.58117.3%3.4%24.54140.8%1.8%
80Δ15.15116.7%2.4%25.96157.1%1.4%

20Δ

Calls
Pseudo strike
21.57
IV
140.8%
B/E move
26.2%
Puts
Pseudo strike
15.09
IV
119.8%
B/E move
15.5%

25Δ

Calls
Pseudo strike
19.86
IV
110.7%
B/E move
16.7%
Puts
Pseudo strike
15.48
IV
110.0%
B/E move
13.5%

30Δ

Calls
Pseudo strike
19.44
IV
112.4%
B/E move
15.1%
Puts
Pseudo strike
15.88
IV
100.3%
B/E move
11.5%

35Δ

Calls
Pseudo strike
19.01
IV
114.1%
B/E move
13.5%
Puts
Pseudo strike
16.28
IV
90.5%
B/E move
9.5%

40Δ

Calls
Pseudo strike
18.58
IV
115.8%
B/E move
11.9%
Puts
Pseudo strike
16.68
IV
80.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
18.15
IV
117.5%
B/E move
10.3%
Puts
Pseudo strike
17.08
IV
71.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
17.72
IV
119.2%
B/E move
8.7%
Puts
Pseudo strike
17.47
IV
61.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
17.29
IV
119.8%
B/E move
7.3%
Puts
Pseudo strike
18.83
IV
75.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.86
IV
119.2%
B/E move
6.4%
Puts
Pseudo strike
20.26
IV
92.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
16.44
IV
118.5%
B/E move
5.4%
Puts
Pseudo strike
21.68
IV
108.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
16.01
IV
117.9%
B/E move
4.4%
Puts
Pseudo strike
23.11
IV
124.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
15.58
IV
117.3%
B/E move
3.4%
Puts
Pseudo strike
24.54
IV
140.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.15
IV
116.7%
B/E move
2.4%
Puts
Pseudo strike
25.96
IV
157.1%
B/E move
1.4%

Options history

IV · four-Friday blend43.27%
Daily close
GENC37.9%76.7%115.6%2026-08-17: 61.53%2026-08-21: 50.92%2026-08-24: 47.97%2026-08-25: 48.35%2026-08-26: 51.78%2026-08-28: 46.76%2026-09-01: 50.03%2026-09-02: 50.94%2026-09-04: 57.11%2026-09-08: 53.55%2026-09-10: 68.46%2026-09-11: 57.10%2026-09-14: 66.95%2026-09-16: 93.83%2026-09-17: 105.91%2026-09-18: 51.18%2026-09-21: 51.15%2026-09-22: 55.39%2026-09-24: 58.63%2026-09-25: 65.01%2026-09-28: 53.02%2026-09-29: 50.84%2026-09-30: 55.35%2026-10-01: 56.96%2026-10-02: 59.21%2026-10-05: 54.09%2026-10-06: 55.43%2026-10-07: 66.02%2026-10-08: 54.06%2026-10-09: 64.50%2026-10-12: 72.02%2026-10-15: 110.21%2026-10-16: 49.90%2026-10-19: 60.33%2026-10-20: 55.12%2026-10-21: 59.97%2026-10-22: 48.73%2026-10-23: 54.83%2026-10-26: 51.23%2026-10-27: 46.99%2026-10-28: 52.97%2026-10-29: 56.17%2026-10-30: 43.27%Aug 17Sep 29Oct 30
43 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
61.53%
50.92%
47.97%
48.35%
51.78%
46.76%
50.03%
50.94%
57.11%
53.55%
68.46%
57.10%
66.95%
93.83%
105.91%
51.18%
51.15%
55.39%
58.63%
65.01%
53.02%
50.84%
55.35%
56.96%
59.21%
54.09%
55.43%
66.02%
54.06%
64.50%
72.02%
110.21%
49.90%
60.33%
55.12%
59.97%
48.73%
54.83%
51.23%
46.99%
52.97%
56.17%
43.27%