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Genius Sports Ltd GENI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-23T03:00:06.869Z

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 · 2026-10-22T23:00:00.002147979Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:05.924393+00:00

Share price$6.54
1D+2.0%
AH$6.36$6.46$6.56$6.65$6.755:30 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$0.08$1.20$2.33$3.46$4.59$4.29$5.40$6.50$7.61$8.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GENI spot · $6.54GENI PRICE$0.20$0.24$0.28$0.35$0.47$0.59$0.71$0.83$0.95$1.07$1.19$1.31$1.43$0.29$0.39$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.27$2.21$3.24$4.26
PutsFair1.00×
CallsFair0.96×
SkewBearish+7.16 pp
Implied moveBearish±$1.65
TiltBearish29.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.42127.0%62.3%5.3594.8%22.6%
25Δ9.30110.8%45.8%5.5994.3%20.6%
30Δ8.1794.6%29.2%5.8293.8%18.7%
35Δ7.4184.9%18.6%6.0693.4%16.7%
40Δ7.1985.1%17.1%6.3092.9%14.8%
45Δ6.9685.3%15.5%6.5392.4%12.8%
50Δ6.7485.5%13.9%6.7792.0%10.8%
55Δ6.5285.7%12.4%7.0191.5%8.9%
60Δ6.3085.9%10.8%7.2491.1%6.9%
65Δ6.0786.1%9.2%7.4890.6%5.0%
70Δ5.8586.3%7.7%8.48104.1%4.1%
75Δ5.6386.5%6.1%9.55119.0%3.4%
80Δ5.4086.7%4.5%10.63133.8%2.7%

20Δ

Calls
Pseudo strike
10.42
IV
127.0%
B/E move
62.3%
Puts
Pseudo strike
5.35
IV
94.8%
B/E move
22.6%

25Δ

Calls
Pseudo strike
9.30
IV
110.8%
B/E move
45.8%
Puts
Pseudo strike
5.59
IV
94.3%
B/E move
20.6%

30Δ

Calls
Pseudo strike
8.17
IV
94.6%
B/E move
29.2%
Puts
Pseudo strike
5.82
IV
93.8%
B/E move
18.7%

35Δ

Calls
Pseudo strike
7.41
IV
84.9%
B/E move
18.6%
Puts
Pseudo strike
6.06
IV
93.4%
B/E move
16.7%

40Δ

Calls
Pseudo strike
7.19
IV
85.1%
B/E move
17.1%
Puts
Pseudo strike
6.30
IV
92.9%
B/E move
14.8%

45Δ

Calls
Pseudo strike
6.96
IV
85.3%
B/E move
15.5%
Puts
Pseudo strike
6.53
IV
92.4%
B/E move
12.8%

50Δ

Calls
Pseudo strike
6.74
IV
85.5%
B/E move
13.9%
Puts
Pseudo strike
6.77
IV
92.0%
B/E move
10.8%

55Δ

Calls
Pseudo strike
6.52
IV
85.7%
B/E move
12.4%
Puts
Pseudo strike
7.01
IV
91.5%
B/E move
8.9%

60Δ

Calls
Pseudo strike
6.30
IV
85.9%
B/E move
10.8%
Puts
Pseudo strike
7.24
IV
91.1%
B/E move
6.9%

65Δ

Calls
Pseudo strike
6.07
IV
86.1%
B/E move
9.2%
Puts
Pseudo strike
7.48
IV
90.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
5.85
IV
86.3%
B/E move
7.7%
Puts
Pseudo strike
8.48
IV
104.1%
B/E move
4.1%

75Δ

Calls
Pseudo strike
5.63
IV
86.5%
B/E move
6.1%
Puts
Pseudo strike
9.55
IV
119.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
5.40
IV
86.7%
B/E move
4.5%
Puts
Pseudo strike
10.63
IV
133.8%
B/E move
2.7%

Options history

No recorded observations