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Gevo, Inc. Common Stock GEVO

i

Market dataready · fetched 2026-11-11T14:57:09.379Z

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: 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 · 2026-11-11T14:57:07.264668905Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:57:08.936620+00:00

Share price$1.97
1D+19.8%
$1.61$1.72$1.84$1.96$2.075:30 AM6:30 AM9:00 AM1:00 PMGEVO
Sold putSold call

Gevo, Inc. Common Stock options

Live interpolated GEVO call and put midpoint premiums by absolute delta.Gevo, Inc. Common Stock$0.04$0.27$0.50$0.74$0.97$0.96$1.46$1.96$2.46$2.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GEVO spot · $1.97GEVO PRICE$0.11$0.13$0.18$0.22$0.27$0.32$0.37$0.41$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.42$0.66$0.90
Puts——
Calls——
Skew——
Implied moveBearish±$0.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.62143.2%20.7%
25Δ1.69140.3%18.5%
30Δ1.75137.4%16.2%
35Δ1.81134.5%14.0%
40Δ1.88131.6%11.8%
45Δ2.11123.3%13.1%1.94128.6%9.5%
50Δ1.99115.8%7.8%2.01127.4%7.4%
55Δ1.93120.8%7.0%2.25175.9%7.4%
60Δ1.87125.8%6.2%2.49224.5%7.4%
65Δ1.80130.7%5.4%2.73273.1%7.4%
70Δ1.74135.7%4.6%
75Δ1.68140.7%3.8%
80Δ1.62145.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
143.2%
B/E move
20.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
140.3%
B/E move
18.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.75
IV
137.4%
B/E move
16.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
134.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
131.6%
B/E move
11.8%

45Δ

Calls
Pseudo strike
2.11
IV
123.3%
B/E move
13.1%
Puts
Pseudo strike
1.94
IV
128.6%
B/E move
9.5%

50Δ

Calls
Pseudo strike
1.99
IV
115.8%
B/E move
7.8%
Puts
Pseudo strike
2.01
IV
127.4%
B/E move
7.4%

55Δ

Calls
Pseudo strike
1.93
IV
120.8%
B/E move
7.0%
Puts
Pseudo strike
2.25
IV
175.9%
B/E move
7.4%

60Δ

Calls
Pseudo strike
1.87
IV
125.8%
B/E move
6.2%
Puts
Pseudo strike
2.49
IV
224.5%
B/E move
7.4%

65Δ

Calls
Pseudo strike
1.80
IV
130.7%
B/E move
5.4%
Puts
Pseudo strike
2.73
IV
273.1%
B/E move
7.4%

70Δ

Calls
Pseudo strike
1.74
IV
135.7%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.68
IV
140.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.62
IV
145.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend204.21%
Daily EOD
GEVO200.9%225.1%249.4%2026-10-22: 233.41%2026-10-23: 217.41%2026-10-26: 231.58%2026-10-27: 246.03%2026-10-28: 210.96%2026-10-30: 204.21%Oct 22Oct 26Oct 30
6 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
233.41%
217.41%
231.58%
246.03%
210.96%
204.21%