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Geron Corporation Common Stock GERN

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Market datapartial · fetched 2026-10-22T14:49:18.703Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:49:16.558507889Z

FundamentalsAlpha Vantage · unavailable

Share price$1.18
1D+1.8%
$1.16$1.17$1.17$1.18$1.195:30 AM6:30 AM9:00 AM1:00 PMGERN
Sold putSold call

Geron Corporation Common Stock options

Live interpolated GERN call and put midpoint premiums by absolute delta.Geron Corporation Common Stock$0.02$0.54$1.06$1.58$2.10$0.35$0.85$1.35$1.85$2.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GERN spot · $1.18GERN PRICE$0.07$0.07$0.17$0.23$0.24$0.24$0.25$0.26$0.26$0.27$0.18$0.08$0.16$0.25$0.34$0.43$0.52$0.60$0.69$0.78$0.87$1.32$1.95
PutsExpensive1.88×
CallsExpensive3.00×
SkewBullish-72.08 pp
Implied moveBearish±$0.76
TiltBearish59.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.88256.1%40.1%
25Δ2.00138.0%75.5%1.0094.5%22.3%
30Δ1.65106.0%46.5%1.1094.7%20.1%
35Δ3.66251.7%224.6%1.21101.4%18.5%
40Δ4.64328.2%313.1%1.32108.2%16.9%
45Δ4.11294.1%268.0%1.43114.9%15.3%
50Δ3.57260.0%222.9%1.53121.6%13.7%
55Δ3.03225.9%177.9%1.64128.3%12.1%
60Δ2.49191.8%132.8%1.75135.1%10.5%
65Δ1.95157.7%87.7%1.86141.8%8.9%
70Δ1.41123.6%42.7%1.96148.5%7.3%
75Δ2.43155.5%5.6%
80Δ3.09162.7%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
256.1%
B/E move
40.1%

25Δ

Calls
Pseudo strike
2.00
IV
138.0%
B/E move
75.5%
Puts
Pseudo strike
1.00
IV
94.5%
B/E move
22.3%

30Δ

Calls
Pseudo strike
1.65
IV
106.0%
B/E move
46.5%
Puts
Pseudo strike
1.10
IV
94.7%
B/E move
20.1%

35Δ

Calls
Pseudo strike
3.66
IV
251.7%
B/E move
224.6%
Puts
Pseudo strike
1.21
IV
101.4%
B/E move
18.5%

40Δ

Calls
Pseudo strike
4.64
IV
328.2%
B/E move
313.1%
Puts
Pseudo strike
1.32
IV
108.2%
B/E move
16.9%

45Δ

Calls
Pseudo strike
4.11
IV
294.1%
B/E move
268.0%
Puts
Pseudo strike
1.43
IV
114.9%
B/E move
15.3%

50Δ

Calls
Pseudo strike
3.57
IV
260.0%
B/E move
222.9%
Puts
Pseudo strike
1.53
IV
121.6%
B/E move
13.7%

55Δ

Calls
Pseudo strike
3.03
IV
225.9%
B/E move
177.9%
Puts
Pseudo strike
1.64
IV
128.3%
B/E move
12.1%

60Δ

Calls
Pseudo strike
2.49
IV
191.8%
B/E move
132.8%
Puts
Pseudo strike
1.75
IV
135.1%
B/E move
10.5%

65Δ

Calls
Pseudo strike
1.95
IV
157.7%
B/E move
87.7%
Puts
Pseudo strike
1.86
IV
141.8%
B/E move
8.9%

70Δ

Calls
Pseudo strike
1.41
IV
123.6%
B/E move
42.7%
Puts
Pseudo strike
1.96
IV
148.5%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
155.5%
B/E move
5.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.09
IV
162.7%
B/E move
3.7%

Options history

No recorded observations