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Geron Corporation Common Stock GERN

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Market datapartial · fetched 2026-10-22T21:13:20.485Z

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 · 2026-10-22T21:09:01.244018369Z

FundamentalsAlpha Vantage · unavailable

Share price$1.15
1D-0.2%
AH$1.12$1.14$1.16$1.17$1.195:30 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$0.01$0.39$0.78$1.17$1.56$0.49$1.00$1.51$2.01$2.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GERN spot · $1.15GERN PRICE$0.05$0.10$0.15$0.20$0.26$0.31$0.36$0.41$0.46$0.46$0.31$0.05$0.13$0.21$0.29$0.37$0.45$0.53$0.60$0.68$0.76$0.84$1.44
PutsExpensive1.85×
CallsExpensive5.15×
SkewBullish-219.43 pp
Implied moveBearish±$0.81
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.57114.0%40.6%
25Δ1.73173.2%59.4%1.0192.2%17.3%
30Δ1.90232.4%78.2%1.10100.8%16.1%
35Δ2.06291.6%97.0%1.19109.3%14.9%
40Δ2.23350.8%115.9%1.28117.8%13.7%
45Δ2.39410.0%134.7%1.38126.4%12.5%
50Δ2.56469.2%153.5%1.47134.9%11.3%
55Δ2.72528.4%172.3%1.56143.5%10.1%
60Δ2.88587.6%191.2%1.65152.0%8.9%
65Δ2.68546.7%172.8%1.74160.6%7.7%
70Δ1.62271.5%67.4%1.84169.1%6.5%
75Δ1.93177.6%5.3%
80Δ2.54219.5%4.3%

20Δ

Calls
Pseudo strike
1.57
IV
114.0%
B/E move
40.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.73
IV
173.2%
B/E move
59.4%
Puts
Pseudo strike
1.01
IV
92.2%
B/E move
17.3%

30Δ

Calls
Pseudo strike
1.90
IV
232.4%
B/E move
78.2%
Puts
Pseudo strike
1.10
IV
100.8%
B/E move
16.1%

35Δ

Calls
Pseudo strike
2.06
IV
291.6%
B/E move
97.0%
Puts
Pseudo strike
1.19
IV
109.3%
B/E move
14.9%

40Δ

Calls
Pseudo strike
2.23
IV
350.8%
B/E move
115.9%
Puts
Pseudo strike
1.28
IV
117.8%
B/E move
13.7%

45Δ

Calls
Pseudo strike
2.39
IV
410.0%
B/E move
134.7%
Puts
Pseudo strike
1.38
IV
126.4%
B/E move
12.5%

50Δ

Calls
Pseudo strike
2.56
IV
469.2%
B/E move
153.5%
Puts
Pseudo strike
1.47
IV
134.9%
B/E move
11.3%

55Δ

Calls
Pseudo strike
2.72
IV
528.4%
B/E move
172.3%
Puts
Pseudo strike
1.56
IV
143.5%
B/E move
10.1%

60Δ

Calls
Pseudo strike
2.88
IV
587.6%
B/E move
191.2%
Puts
Pseudo strike
1.65
IV
152.0%
B/E move
8.9%

65Δ

Calls
Pseudo strike
2.68
IV
546.7%
B/E move
172.8%
Puts
Pseudo strike
1.74
IV
160.6%
B/E move
7.7%

70Δ

Calls
Pseudo strike
1.62
IV
271.5%
B/E move
67.4%
Puts
Pseudo strike
1.84
IV
169.1%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.93
IV
177.6%
B/E move
5.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.54
IV
219.5%
B/E move
4.3%

Options history

No recorded observations