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Genius Sports Limited GENI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-11-14T01:47:15.645Z

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 · 2026-11-14T00:58:39.323320788Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T01:47:15.317189+00:00

Share price$6.30
1D+0.6%
AH$6.07$6.13$6.20$6.26$6.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGENI
Sold putSold callAH

Genius Sports Limited options

Live interpolated GENI call and put midpoint premiums by absolute delta.Genius Sports Limited$0.04$0.54$1.04$1.55$2.05$5.12$5.63$6.15$6.67$7.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GENI spot · $6.30GENI PRICE$0.13$0.15$0.16$0.18$0.20$0.22$0.24$0.26$0.28$0.29$0.31$0.33$0.10$0.12$0.15$0.25$0.38$0.51$0.64$0.77$0.90$1.03$1.16$1.29$1.90
PutsExpensive1.64×
Calls——
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.68187.2%39.7%5.5795.0%13.2%
25Δ8.45175.3%36.5%5.7688.8%10.4%
30Δ8.23163.3%33.2%5.9682.5%7.7%
35Δ8.00151.4%30.0%6.1387.1%6.7%
40Δ7.78139.5%26.7%6.2994.3%6.2%
45Δ7.56127.5%23.4%6.46101.6%5.7%
50Δ7.33115.6%20.2%6.62108.8%5.2%
55Δ7.11103.7%16.9%6.78116.1%4.7%
60Δ6.8891.7%13.7%6.94123.3%4.2%
65Δ6.6679.8%10.4%7.11130.5%3.6%
70Δ6.4467.9%7.1%7.27137.8%3.1%
75Δ6.2155.9%3.9%7.43145.0%2.6%
80Δ8.06175.5%2.2%

20Δ

Calls
Pseudo strike
8.68
IV
187.2%
B/E move
39.7%
Puts
Pseudo strike
5.57
IV
95.0%
B/E move
13.2%

25Δ

Calls
Pseudo strike
8.45
IV
175.3%
B/E move
36.5%
Puts
Pseudo strike
5.76
IV
88.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
8.23
IV
163.3%
B/E move
33.2%
Puts
Pseudo strike
5.96
IV
82.5%
B/E move
7.7%

35Δ

Calls
Pseudo strike
8.00
IV
151.4%
B/E move
30.0%
Puts
Pseudo strike
6.13
IV
87.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
7.78
IV
139.5%
B/E move
26.7%
Puts
Pseudo strike
6.29
IV
94.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
7.56
IV
127.5%
B/E move
23.4%
Puts
Pseudo strike
6.46
IV
101.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
7.33
IV
115.6%
B/E move
20.2%
Puts
Pseudo strike
6.62
IV
108.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
7.11
IV
103.7%
B/E move
16.9%
Puts
Pseudo strike
6.78
IV
116.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
6.88
IV
91.7%
B/E move
13.7%
Puts
Pseudo strike
6.94
IV
123.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
6.66
IV
79.8%
B/E move
10.4%
Puts
Pseudo strike
7.11
IV
130.5%
B/E move
3.6%

70Δ

Calls
Pseudo strike
6.44
IV
67.9%
B/E move
7.1%
Puts
Pseudo strike
7.27
IV
137.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
6.21
IV
55.9%
B/E move
3.9%
Puts
Pseudo strike
7.43
IV
145.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.06
IV
175.5%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations