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Genius Sports Ltd GENI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-24T19:15:02.066Z

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 · 2026-10-23T23:57:54.1143593Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T19:13:47.097572+00:00

Share price$6.29
1D-4.0%
AH$6.12$6.20$6.27$6.35$6.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGENI
Sold putSold callAH

Genius Sports Ltd options

Live interpolated GENI call and put midpoint premiums by absolute delta.Genius Sports Ltd$0.12$0.63$1.14$1.65$2.16$4.23$5.26$6.29$7.32$8.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GENI spot · $6.29GENI PRICE$0.17$0.20$0.30$0.41$0.52$0.64$0.75$0.87$0.98$1.10$1.21$1.33$1.44$0.25$0.36$0.46$0.57$0.68$0.78$0.89$1.00$1.11$1.21$1.32$1.52$2.01
PutsCheap0.90×
CallsExpensive1.14×
SkewBullish-10.34 pp
Implied moveBearish±$1.65
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.43117.2%52.7%5.2489.3%20.5%
25Δ7.7888.6%26.9%5.4589.0%18.9%
30Δ7.3285.6%21.1%5.6688.6%17.3%
35Δ7.1087.8%19.4%5.8788.2%15.6%
40Δ6.8889.9%17.7%6.0887.8%14.0%
45Δ6.6592.0%16.1%6.2987.4%12.4%
50Δ6.4394.2%14.4%6.5087.0%10.7%
55Δ6.2196.3%12.7%6.7186.6%9.1%
60Δ5.9998.4%11.0%6.9286.2%7.4%
65Δ5.77100.5%9.3%7.1385.8%5.8%
70Δ5.55102.7%7.6%7.3485.4%4.2%
75Δ5.33104.8%6.0%7.6385.0%2.8%
80Δ5.11106.9%4.3%8.1784.7%2.1%

20Δ

Calls
Pseudo strike
9.43
IV
117.2%
B/E move
52.7%
Puts
Pseudo strike
5.24
IV
89.3%
B/E move
20.5%

25Δ

Calls
Pseudo strike
7.78
IV
88.6%
B/E move
26.9%
Puts
Pseudo strike
5.45
IV
89.0%
B/E move
18.9%

30Δ

Calls
Pseudo strike
7.32
IV
85.6%
B/E move
21.1%
Puts
Pseudo strike
5.66
IV
88.6%
B/E move
17.3%

35Δ

Calls
Pseudo strike
7.10
IV
87.8%
B/E move
19.4%
Puts
Pseudo strike
5.87
IV
88.2%
B/E move
15.6%

40Δ

Calls
Pseudo strike
6.88
IV
89.9%
B/E move
17.7%
Puts
Pseudo strike
6.08
IV
87.8%
B/E move
14.0%

45Δ

Calls
Pseudo strike
6.65
IV
92.0%
B/E move
16.1%
Puts
Pseudo strike
6.29
IV
87.4%
B/E move
12.4%

50Δ

Calls
Pseudo strike
6.43
IV
94.2%
B/E move
14.4%
Puts
Pseudo strike
6.50
IV
87.0%
B/E move
10.7%

55Δ

Calls
Pseudo strike
6.21
IV
96.3%
B/E move
12.7%
Puts
Pseudo strike
6.71
IV
86.6%
B/E move
9.1%

60Δ

Calls
Pseudo strike
5.99
IV
98.4%
B/E move
11.0%
Puts
Pseudo strike
6.92
IV
86.2%
B/E move
7.4%

65Δ

Calls
Pseudo strike
5.77
IV
100.5%
B/E move
9.3%
Puts
Pseudo strike
7.13
IV
85.8%
B/E move
5.8%

70Δ

Calls
Pseudo strike
5.55
IV
102.7%
B/E move
7.6%
Puts
Pseudo strike
7.34
IV
85.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
5.33
IV
104.8%
B/E move
6.0%
Puts
Pseudo strike
7.63
IV
85.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
5.11
IV
106.9%
B/E move
4.3%
Puts
Pseudo strike
8.17
IV
84.7%
B/E move
2.1%

Options history

No recorded observations