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Geospace Technologies Corporation Common Stock (Texas) GEOS

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Market datapartial · fetched 2026-10-23T16:48:04.715Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:44:02.824201777Z

FundamentalsAlpha Vantage · unavailable

Share price$4.19
1D+0.0%
$4.15$4.18$4.20$4.22$4.255:30 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)$0.18$1.05$1.91$2.77$3.63$0.98$2.93$4.87$6.81$8.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEOS spot · $4.19GEOS PRICE$0.28$0.37$0.46$0.50$0.59$0.68$0.77$0.89$1.06$1.23$1.40$1.56$1.73$1.57$1.93$2.30$2.66$3.02$3.39
PutsExpensive1.12×
CallsExpensive1.41×
SkewBullish-18.42 pp
Implied moveBearish±$2.34
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.73126.6%186.5%
25Δ10.78132.0%166.1%
30Δ9.49131.7%137.2%
35Δ7.31112.6%86.4%
40Δ6.67109.6%73.3%
45Δ6.03106.7%60.1%
50Δ5.39103.7%47.0%5.1294.4%15.3%
55Δ4.86102.0%37.2%5.5893.6%13.0%
60Δ4.49102.4%32.4%6.0492.7%10.7%
65Δ4.12102.7%27.7%6.5091.9%8.4%
70Δ3.76103.0%23.0%6.9691.1%6.1%
75Δ3.39103.3%18.3%7.4290.3%3.8%
80Δ3.03103.6%13.6%

20Δ

Calls
Pseudo strike
11.73
IV
126.6%
B/E move
186.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.78
IV
132.0%
B/E move
166.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.49
IV
131.7%
B/E move
137.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.31
IV
112.6%
B/E move
86.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.67
IV
109.6%
B/E move
73.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.03
IV
106.7%
B/E move
60.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.39
IV
103.7%
B/E move
47.0%
Puts
Pseudo strike
5.12
IV
94.4%
B/E move
15.3%

55Δ

Calls
Pseudo strike
4.86
IV
102.0%
B/E move
37.2%
Puts
Pseudo strike
5.58
IV
93.6%
B/E move
13.0%

60Δ

Calls
Pseudo strike
4.49
IV
102.4%
B/E move
32.4%
Puts
Pseudo strike
6.04
IV
92.7%
B/E move
10.7%

65Δ

Calls
Pseudo strike
4.12
IV
102.7%
B/E move
27.7%
Puts
Pseudo strike
6.50
IV
91.9%
B/E move
8.4%

70Δ

Calls
Pseudo strike
3.76
IV
103.0%
B/E move
23.0%
Puts
Pseudo strike
6.96
IV
91.1%
B/E move
6.1%

75Δ

Calls
Pseudo strike
3.39
IV
103.3%
B/E move
18.3%
Puts
Pseudo strike
7.42
IV
90.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
3.03
IV
103.6%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations