IntraAlpha
Create free account Start free

Geo Group Inc GEO

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-10-22T11:56:34.276Z

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 · 2026-10-22T11:00:10.798541448Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:56:32.063208+00:00

Share price$27.50
1D
Price history unavailable.

Geo Group Inc options

Live interpolated GEO call and put midpoint premiums by absolute delta.Geo Group Inc$0.38$1.74$3.11$4.47$5.83$21.04$24.44$27.84$31.24$34.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEO spot · $27.50GEO PRICE$0.53$0.71$0.94$1.16$1.40$1.66$1.96$2.29$2.71$3.28$3.83$4.73$5.44$0.68$0.87$1.14$1.44$1.65$1.94$2.28$2.65$3.08$3.56$4.05$4.70$5.40
PutsExpensive1.12×
CallsExpensive1.21×
SkewBullish-8.72 pp
Implied moveBearish±$4.25
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.8666.3%21.4%23.7870.6%16.0%
25Δ31.9567.7%18.8%24.6668.3%13.5%
30Δ31.2070.0%16.9%25.4068.7%11.8%
35Δ30.3770.2%14.7%26.0670.5%10.5%
40Δ29.5870.2%12.7%26.7666.9%8.7%
45Δ28.8570.7%11.0%27.4265.5%7.4%
50Δ28.1571.4%9.5%28.0665.4%6.3%
55Δ27.4571.7%8.1%28.7064.8%5.3%
60Δ26.7273.9%7.0%29.3864.5%4.4%
65Δ25.9579.4%6.3%30.0864.4%3.5%
70Δ25.1181.2%5.2%30.7963.4%2.8%
75Δ24.0289.3%4.6%31.6363.3%2.1%
80Δ23.0189.9%3.5%32.5062.3%1.5%

20Δ

Calls
Pseudo strike
32.86
IV
66.3%
B/E move
21.4%
Puts
Pseudo strike
23.78
IV
70.6%
B/E move
16.0%

25Δ

Calls
Pseudo strike
31.95
IV
67.7%
B/E move
18.8%
Puts
Pseudo strike
24.66
IV
68.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
31.20
IV
70.0%
B/E move
16.9%
Puts
Pseudo strike
25.40
IV
68.7%
B/E move
11.8%

35Δ

Calls
Pseudo strike
30.37
IV
70.2%
B/E move
14.7%
Puts
Pseudo strike
26.06
IV
70.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
29.58
IV
70.2%
B/E move
12.7%
Puts
Pseudo strike
26.76
IV
66.9%
B/E move
8.7%

45Δ

Calls
Pseudo strike
28.85
IV
70.7%
B/E move
11.0%
Puts
Pseudo strike
27.42
IV
65.5%
B/E move
7.4%

50Δ

Calls
Pseudo strike
28.15
IV
71.4%
B/E move
9.5%
Puts
Pseudo strike
28.06
IV
65.4%
B/E move
6.3%

55Δ

Calls
Pseudo strike
27.45
IV
71.7%
B/E move
8.1%
Puts
Pseudo strike
28.70
IV
64.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
26.72
IV
73.9%
B/E move
7.0%
Puts
Pseudo strike
29.38
IV
64.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
25.95
IV
79.4%
B/E move
6.3%
Puts
Pseudo strike
30.08
IV
64.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
25.11
IV
81.2%
B/E move
5.2%
Puts
Pseudo strike
30.79
IV
63.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
24.02
IV
89.3%
B/E move
4.6%
Puts
Pseudo strike
31.63
IV
63.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
23.01
IV
89.9%
B/E move
3.5%
Puts
Pseudo strike
32.50
IV
62.3%
B/E move
1.5%

Options history

No recorded observations