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The GEO Group, Inc. GEO

i

Market dataready · fetched 2026-11-11T14:48:57.666Z

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 · 2026-11-11T14:48:49.062816063Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:48:57.073835+00:00

Share price$32.74
1D+1.4%
$31.96$32.10$32.23$32.36$32.505:30 AM6:30 AM9:00 AM1:00 PMGEO
Sold putSold call

The GEO Group, Inc. options

Live interpolated GEO call and put midpoint premiums by absolute delta.The GEO Group, Inc.$0.07$1.76$3.46$5.15$6.84$22.05$26.73$31.40$36.08$40.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEO spot · $32.74GEO PRICE$0.26$0.36$0.47$0.57$0.69$0.81$0.95$1.14$1.34$1.53$1.72$1.91$2.10$0.38$0.50$0.64$0.79$0.97$1.17$1.37$1.64$1.91$2.30$2.77$3.40$6.35
PutsCheap0.64×
CallsCheap0.40×
SkewBearish+19.43 pp
Implied moveBearish±$2.32
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9845.9%7.6%30.3562.3%8.4%
25Δ34.6347.1%6.9%30.8961.7%7.2%
30Δ34.2848.3%6.1%31.3461.5%6.2%
35Δ33.9349.2%5.4%31.7761.5%5.4%
40Δ33.5948.6%4.7%32.1961.7%4.6%
45Δ33.2548.1%4.0%32.5962.1%4.0%
50Δ32.9247.9%3.4%32.9962.6%3.4%
55Δ32.5949.0%3.0%33.4263.2%2.9%
60Δ32.2750.0%2.6%33.8563.7%2.4%
65Δ31.9450.6%2.3%34.3866.0%2.0%
70Δ31.6348.8%1.9%34.9669.1%1.7%
75Δ31.3147.1%1.5%35.7172.6%1.3%
80Δ31.0045.4%1.1%38.60110.8%1.5%

20Δ

Calls
Pseudo strike
34.98
IV
45.9%
B/E move
7.6%
Puts
Pseudo strike
30.35
IV
62.3%
B/E move
8.4%

25Δ

Calls
Pseudo strike
34.63
IV
47.1%
B/E move
6.9%
Puts
Pseudo strike
30.89
IV
61.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
34.28
IV
48.3%
B/E move
6.1%
Puts
Pseudo strike
31.34
IV
61.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
33.93
IV
49.2%
B/E move
5.4%
Puts
Pseudo strike
31.77
IV
61.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
33.59
IV
48.6%
B/E move
4.7%
Puts
Pseudo strike
32.19
IV
61.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
33.25
IV
48.1%
B/E move
4.0%
Puts
Pseudo strike
32.59
IV
62.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
32.92
IV
47.9%
B/E move
3.4%
Puts
Pseudo strike
32.99
IV
62.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
32.59
IV
49.0%
B/E move
3.0%
Puts
Pseudo strike
33.42
IV
63.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
32.27
IV
50.0%
B/E move
2.6%
Puts
Pseudo strike
33.85
IV
63.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
31.94
IV
50.6%
B/E move
2.3%
Puts
Pseudo strike
34.38
IV
66.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
31.63
IV
48.8%
B/E move
1.9%
Puts
Pseudo strike
34.96
IV
69.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
31.31
IV
47.1%
B/E move
1.5%
Puts
Pseudo strike
35.71
IV
72.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
31.00
IV
45.4%
B/E move
1.1%
Puts
Pseudo strike
38.60
IV
110.8%
B/E move
1.5%

Options history

IV · four-Friday blend61.99%
Daily EOD
GEO57.0%59.7%62.4%2026-10-19: 59.08%2026-10-20: 57.62%2026-10-21: 57.37%2026-10-22: 59.11%2026-10-23: 58.81%2026-10-26: 57.85%2026-10-27: 58.68%2026-10-28: 60.06%2026-10-29: 60.17%2026-10-30: 61.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.08%
57.62%
57.37%
59.11%
58.81%
57.85%
58.68%
60.06%
60.17%
61.99%