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Geron Corporation Common Stock GERN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:10:48.099Z

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: 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 · 2026-11-11T23:23:13.370928865Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:10:47.258011+00:00

Share price$1.01
1D+2.2%
AH$0.96$0.98$0.99$1.00$1.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGERN
Sold putSold callAH

Geron Corporation Common Stock options

Live interpolated GERN call and put midpoint premiums by absolute delta.Geron Corporation Common Stock$0.00$0.39$0.78$1.16$1.55$0.53$0.74$0.96$1.18$1.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GERN spot · $1.01GERN PRICE$0.03$0.04$0.05$0.05$0.06$0.06$0.07$0.07$0.11$0.26$0.41$0.55$0.70$0.85$1.00$1.44
Puts——
Calls——
Skew——
Implied moveBearish±$0.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.83136.6%84.8%
25Δ1.71125.2%74.0%
30Δ1.60113.9%63.1%
35Δ1.48102.5%52.3%
40Δ1.3791.1%41.5%
45Δ1.2579.7%30.7%1.0469.0%8.0%
50Δ1.1468.4%19.9%1.1990.0%7.7%
55Δ1.0257.0%9.1%1.34111.1%7.3%
60Δ1.49132.2%6.9%
65Δ1.64153.2%6.5%
70Δ1.79174.3%6.2%
75Δ1.94195.3%5.8%
80Δ2.40219.0%4.7%

20Δ

Calls
Pseudo strike
1.83
IV
136.6%
B/E move
84.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.71
IV
125.2%
B/E move
74.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.60
IV
113.9%
B/E move
63.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.48
IV
102.5%
B/E move
52.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.37
IV
91.1%
B/E move
41.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.25
IV
79.7%
B/E move
30.7%
Puts
Pseudo strike
1.04
IV
69.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
1.14
IV
68.4%
B/E move
19.9%
Puts
Pseudo strike
1.19
IV
90.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
1.02
IV
57.0%
B/E move
9.1%
Puts
Pseudo strike
1.34
IV
111.1%
B/E move
7.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
132.2%
B/E move
6.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
153.2%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.79
IV
174.3%
B/E move
6.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.94
IV
195.3%
B/E move
5.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.40
IV
219.0%
B/E move
4.7%

Options history

IV · four-Friday blend105.73%
Daily EOD
GERN105.6%105.7%105.8%2026-10-28: 105.73%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
105.73%