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Geospace Technologies Corporation Common Stock (Texas) GEOS

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Market datapartial · fetched 2026-10-22T23:19:58.159Z

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 · 2026-10-22T20:17:53.85685513Z

FundamentalsAlpha Vantage · unavailable

Share price$4.17
1D-4.4%
AH$4.10$4.17$4.24$4.31$4.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEOS
Sold putSold callAH

Geospace Technologies Corporation Common Stock (Texas) options

Live interpolated GEOS call and put midpoint premiums by absolute delta.Geospace Technologies Corporation Common Stock (Texas)$0.20$0.66$1.12$1.58$2.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGEOS PRICE$0.25$0.27$0.28$0.30$0.39$0.53$0.66$0.80$0.93$1.07$1.20$1.34$1.47$1.45$1.90
PutsExpensive1.70×
CallsExpensive2.89×
SkewBullish-57.02 pp
Implied move——
TiltBullish47.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.98256.8%145.3%
25Δ8.50217.0%110.2%
30Δ6.98175.8%74.0%
35Δ5.45134.6%37.9%
40Δ4.84124.9%25.5%
45Δ4.61128.7%23.3%
50Δ4.38132.5%21.0%
55Δ4.15136.2%18.8%
60Δ3.92140.0%16.5%
65Δ3.70143.8%14.3%
70Δ3.47147.5%12.0%
75Δ3.24151.3%9.8%5.4898.6%3.3%
80Δ3.01155.1%7.5%5.97101.8%2.4%

20Δ

Calls
Pseudo strike
9.98
IV
256.8%
B/E move
145.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.50
IV
217.0%
B/E move
110.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.98
IV
175.8%
B/E move
74.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.45
IV
134.6%
B/E move
37.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.84
IV
124.9%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.61
IV
128.7%
B/E move
23.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.38
IV
132.5%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.15
IV
136.2%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.92
IV
140.0%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.70
IV
143.8%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.47
IV
147.5%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.24
IV
151.3%
B/E move
9.8%
Puts
Pseudo strike
5.48
IV
98.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.01
IV
155.1%
B/E move
7.5%
Puts
Pseudo strike
5.97
IV
101.8%
B/E move
2.4%

Options history

No recorded observations