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GE Vernova Inc. GEV

i

Market datapartial · fetched 2026-11-10T22:24:23.147Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-10T22:20:55.204500098Z

FundamentalsAlpha Vantage · unavailable

Earnings observationsAlpha Vantage · collected 2026-11-01T23:57:53.016631+00:00

Share price$792.90
1D+3.6%
AH$745$759$773$788$8025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEV
Sold putSold callAH

GE Vernova Inc. options

Live interpolated GEV call and put midpoint premiums by absolute delta.GE Vernova Inc.$0.00$0.27$0.54$0.81$1.08$-0.79$-0.15$0.50$1.15$1.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGEV PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend63.76%
Daily close
GEV39.0%54.7%70.5%2026-08-12: 50.53%2026-08-13: 49.53%2026-08-14: 47.20%2026-08-17: 51.06%2026-08-18: 50.66%2026-08-19: 49.02%2026-08-20: 45.31%2026-08-21: 46.32%2026-08-24: 46.33%2026-08-25: 49.24%2026-08-26: 49.30%2026-08-27: 44.57%2026-08-28: 41.16%2026-08-31: 43.93%2026-09-01: 45.64%2026-09-02: 45.31%2026-09-03: 45.31%2026-09-04: 41.82%2026-09-08: 49.25%2026-09-09: 48.88%2026-09-10: 45.99%2026-09-11: 42.94%2026-09-14: 47.74%2026-09-15: 47.96%2026-09-16: 49.47%2026-09-17: 48.17%2026-09-18: 44.87%2026-09-21: 47.64%2026-09-22: 45.50%2026-09-23: 49.13%2026-09-24: 44.23%2026-09-25: 42.88%2026-09-28: 45.92%2026-09-29: 46.17%2026-09-30: 44.92%2026-10-01: 49.39%2026-10-02: 45.35%2026-10-05: 46.66%2026-10-06: 47.95%2026-10-07: 45.94%2026-10-08: 49.87%2026-10-09: 47.32%2026-10-12: 48.65%2026-10-13: 54.27%2026-10-14: 59.24%2026-10-15: 54.64%2026-10-16: 56.43%2026-10-19: 57.77%2026-10-20: 58.49%2026-10-21: 58.95%2026-10-22: 68.29%2026-10-23: 62.47%2026-10-26: 64.21%2026-10-27: 65.34%2026-10-28: 57.29%2026-10-29: 54.70%2026-10-30: 56.06%2026-11-03: 63.76%Aug 12Sep 22Nov 3
58 observations2026-08-12 — 2026-11-03
Table
DateIV (%)
50.53%
49.53%
47.20%
51.06%
50.66%
49.02%
45.31%
46.32%
46.33%
49.24%
49.30%
44.57%
41.16%
43.93%
45.64%
45.31%
45.31%
41.82%
49.25%
48.88%
45.99%
42.94%
47.74%
47.96%
49.47%
48.17%
44.87%
47.64%
45.50%
49.13%
44.23%
42.88%
45.92%
46.17%
44.92%
49.39%
45.35%
46.66%
47.95%
45.94%
49.87%
47.32%
48.65%
54.27%
59.24%
54.64%
56.43%
57.77%
58.49%
58.95%
68.29%
62.47%
64.21%
65.34%
57.29%
54.70%
56.06%
63.76%