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Geospace Technologies Corporation Common Stock (Texas) GEOS

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Market datapartial · fetched 2026-10-22T16:26:21.907Z

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 · 2026-10-22T16:25:02.421180591Z

FundamentalsAlpha Vantage · unavailable

Share price$4.17
1D-4.4%
$4.10$4.17$4.24$4.31$4.385:30 AM6:30 AM9:00 AM1:00 PMGEOS
Sold putSold call

Geospace Technologies Corporation Common Stock (Texas) options

Live interpolated GEOS call and put midpoint premiums by absolute delta.Geospace Technologies Corporation Common Stock (Texas)$0.21$0.56$0.92$1.27$1.62$1.35$2.64$3.93$5.23$6.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEOS spot · $4.17GEOS PRICE$0.25$0.26$0.27$0.27$0.41$0.55$0.69$0.82$0.96$1.10$1.24$1.38$1.52$0.45$0.53$0.60$0.67$0.75$0.82$0.89$0.96$1.04
PutsExpensive3.21×
CallsExpensive2.86×
SkewBearish+40.27 pp
Implied moveBearish±$1.58
TiltBullish18.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.98255.7%145.3%2.77261.6%44.5%
25Δ8.38211.1%107.1%3.02245.5%40.2%
30Δ6.73165.0%67.8%3.27229.3%35.9%
35Δ5.08118.9%28.5%3.52213.2%31.6%
40Δ4.78121.7%24.5%3.78197.1%27.3%
45Δ4.56127.0%22.3%4.03181.0%23.0%
50Δ4.33132.4%20.2%4.28164.8%18.7%
55Δ4.10137.8%18.1%4.53148.7%14.4%
60Δ3.87143.1%15.9%4.79132.6%10.1%
65Δ3.64148.5%13.8%
70Δ3.42153.9%11.7%
75Δ3.19159.2%9.6%
80Δ2.96164.6%7.4%

20Δ

Calls
Pseudo strike
9.98
IV
255.7%
B/E move
145.3%
Puts
Pseudo strike
2.77
IV
261.6%
B/E move
44.5%

25Δ

Calls
Pseudo strike
8.38
IV
211.1%
B/E move
107.1%
Puts
Pseudo strike
3.02
IV
245.5%
B/E move
40.2%

30Δ

Calls
Pseudo strike
6.73
IV
165.0%
B/E move
67.8%
Puts
Pseudo strike
3.27
IV
229.3%
B/E move
35.9%

35Δ

Calls
Pseudo strike
5.08
IV
118.9%
B/E move
28.5%
Puts
Pseudo strike
3.52
IV
213.2%
B/E move
31.6%

40Δ

Calls
Pseudo strike
4.78
IV
121.7%
B/E move
24.5%
Puts
Pseudo strike
3.78
IV
197.1%
B/E move
27.3%

45Δ

Calls
Pseudo strike
4.56
IV
127.0%
B/E move
22.3%
Puts
Pseudo strike
4.03
IV
181.0%
B/E move
23.0%

50Δ

Calls
Pseudo strike
4.33
IV
132.4%
B/E move
20.2%
Puts
Pseudo strike
4.28
IV
164.8%
B/E move
18.7%

55Δ

Calls
Pseudo strike
4.10
IV
137.8%
B/E move
18.1%
Puts
Pseudo strike
4.53
IV
148.7%
B/E move
14.4%

60Δ

Calls
Pseudo strike
3.87
IV
143.1%
B/E move
15.9%
Puts
Pseudo strike
4.79
IV
132.6%
B/E move
10.1%

65Δ

Calls
Pseudo strike
3.64
IV
148.5%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.42
IV
153.9%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.19
IV
159.2%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.96
IV
164.6%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations