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Geospace Technologies Corporation Common Stock (Texas) GEOS

i

Market dataready · fetched 2026-11-12T00:54:42.240Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T21:00:00.631130927Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:54:40.985341+00:00

Share price$3.56
1D-4.3%
AH$3.50$3.58$3.66$3.74$3.825:30 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)$0.18$0.58$0.97$1.36$1.75$0.99$2.93$4.87$6.81$8.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GEOS spot · $3.56GEOS PRICE$0.23$0.27$0.33$0.39$0.45$0.56$0.68$0.80$0.92$1.04$1.16$1.28$1.39$0.40$0.54$0.68$0.81$0.95$1.09$1.22$1.36$1.50$1.64
Puts——
CallsExpensive1.37×
Skew——
Implied moveBearish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.78135.0%181.6%2.55116.5%39.5%
25Δ7.29114.9%112.5%2.82112.8%36.0%
30Δ6.54110.3%93.1%3.08109.1%32.4%
35Δ5.79105.8%73.7%3.34105.5%28.9%
40Δ5.04101.2%54.3%3.61101.8%25.3%
45Δ4.71102.0%48.3%3.8798.1%21.7%
50Δ4.41103.1%43.1%4.1394.5%18.2%
55Δ4.10104.1%37.9%4.4090.8%14.6%
60Δ3.80105.2%32.7%4.6687.2%11.1%
65Δ3.49106.2%27.4%4.9283.5%7.5%
70Δ3.19107.3%22.2%
75Δ2.88108.3%17.0%
80Δ2.58109.4%11.8%

20Δ

Calls
Pseudo strike
9.78
IV
135.0%
B/E move
181.6%
Puts
Pseudo strike
2.55
IV
116.5%
B/E move
39.5%

25Δ

Calls
Pseudo strike
7.29
IV
114.9%
B/E move
112.5%
Puts
Pseudo strike
2.82
IV
112.8%
B/E move
36.0%

30Δ

Calls
Pseudo strike
6.54
IV
110.3%
B/E move
93.1%
Puts
Pseudo strike
3.08
IV
109.1%
B/E move
32.4%

35Δ

Calls
Pseudo strike
5.79
IV
105.8%
B/E move
73.7%
Puts
Pseudo strike
3.34
IV
105.5%
B/E move
28.9%

40Δ

Calls
Pseudo strike
5.04
IV
101.2%
B/E move
54.3%
Puts
Pseudo strike
3.61
IV
101.8%
B/E move
25.3%

45Δ

Calls
Pseudo strike
4.71
IV
102.0%
B/E move
48.3%
Puts
Pseudo strike
3.87
IV
98.1%
B/E move
21.7%

50Δ

Calls
Pseudo strike
4.41
IV
103.1%
B/E move
43.1%
Puts
Pseudo strike
4.13
IV
94.5%
B/E move
18.2%

55Δ

Calls
Pseudo strike
4.10
IV
104.1%
B/E move
37.9%
Puts
Pseudo strike
4.40
IV
90.8%
B/E move
14.6%

60Δ

Calls
Pseudo strike
3.80
IV
105.2%
B/E move
32.7%
Puts
Pseudo strike
4.66
IV
87.2%
B/E move
11.1%

65Δ

Calls
Pseudo strike
3.49
IV
106.2%
B/E move
27.4%
Puts
Pseudo strike
4.92
IV
83.5%
B/E move
7.5%

70Δ

Calls
Pseudo strike
3.19
IV
107.3%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.88
IV
108.3%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.58
IV
109.4%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend113.48%
Daily close
GEOS89.2%107.1%124.9%2026-08-13: 122.44%2026-08-27: 107.55%2026-08-28: 111.83%2026-09-18: 96.17%2026-09-21: 94.56%2026-09-25: 91.69%2026-09-30: 92.19%2026-10-28: 113.48%Aug 13Sep 18Oct 28
8 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
122.44%
107.55%
111.83%
96.17%
94.56%
91.69%
92.19%
113.48%