Share price$930.45
1D+1.7%
Sold putSold call
GE Vernova LLC GEV
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-21T17:00:33.329Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:00:27.854403653Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:32.856353+00:00
GE Vernova LLC options
PutsExpensive1.14×
CallsCheap0.93×
SkewBullish-0.91 pp
Implied moveBalanced±$31.47
TiltBalanced0.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 965.07 | 56.9% | 4.2% | 896.86 | 60.9% | 4.1% |
| 25Δ | 958.38 | 56.9% | 3.6% | 904.06 | 60.0% | 3.5% |
| 30Δ | 952.22 | 56.7% | 3.1% | 910.52 | 58.8% | 3.0% |
| 35Δ | 946.76 | 57.0% | 2.7% | 916.08 | 58.6% | 2.6% |
| 40Δ | 941.45 | 56.8% | 2.4% | 921.49 | 57.5% | 2.2% |
| 45Δ | 936.45 | 57.2% | 2.0% | 926.54 | 57.3% | 1.9% |
| 50Δ | 931.49 | 57.8% | 1.8% | 931.46 | 56.7% | 1.6% |
| 55Δ | 926.47 | 58.5% | 1.5% | 936.31 | 56.1% | 1.4% |
| 60Δ | 921.31 | 58.8% | 1.3% | 941.42 | 56.6% | 1.1% |
| 65Δ | 916.02 | 58.8% | 1.1% | 946.64 | 56.7% | 0.9% |
| 70Δ | 909.87 | 60.8% | 0.9% | 952.14 | 56.5% | 0.8% |
| 75Δ | 903.11 | 62.2% | 0.7% | 957.30 | 55.0% | 0.6% |
| 80Δ | 896.33 | 61.9% | 0.5% | 965.77 | 58.0% | 0.4% |
20Δ
- Pseudo strike
- 965.07
- IV
- 56.9%
- B/E move
- 4.2%
- Pseudo strike
- 896.86
- IV
- 60.9%
- B/E move
- 4.1%
25Δ
- Pseudo strike
- 958.38
- IV
- 56.9%
- B/E move
- 3.6%
- Pseudo strike
- 904.06
- IV
- 60.0%
- B/E move
- 3.5%
30Δ
- Pseudo strike
- 952.22
- IV
- 56.7%
- B/E move
- 3.1%
- Pseudo strike
- 910.52
- IV
- 58.8%
- B/E move
- 3.0%
35Δ
- Pseudo strike
- 946.76
- IV
- 57.0%
- B/E move
- 2.7%
- Pseudo strike
- 916.08
- IV
- 58.6%
- B/E move
- 2.6%
40Δ
- Pseudo strike
- 941.45
- IV
- 56.8%
- B/E move
- 2.4%
- Pseudo strike
- 921.49
- IV
- 57.5%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 936.45
- IV
- 57.2%
- B/E move
- 2.0%
- Pseudo strike
- 926.54
- IV
- 57.3%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 931.49
- IV
- 57.8%
- B/E move
- 1.8%
- Pseudo strike
- 931.46
- IV
- 56.7%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 926.47
- IV
- 58.5%
- B/E move
- 1.5%
- Pseudo strike
- 936.31
- IV
- 56.1%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 921.31
- IV
- 58.8%
- B/E move
- 1.3%
- Pseudo strike
- 941.42
- IV
- 56.6%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 916.02
- IV
- 58.8%
- B/E move
- 1.1%
- Pseudo strike
- 946.64
- IV
- 56.7%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 909.87
- IV
- 60.8%
- B/E move
- 0.9%
- Pseudo strike
- 952.14
- IV
- 56.5%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 903.11
- IV
- 62.2%
- B/E move
- 0.7%
- Pseudo strike
- 957.30
- IV
- 55.0%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 896.33
- IV
- 61.9%
- B/E move
- 0.5%
- Pseudo strike
- 965.77
- IV
- 58.0%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 57.75% | |
| 58.54% |