IntraAlpha
Create free account Start free

Gevo, Inc. Common Stock GEVO

i

Market datapartial · fetched 2026-10-22T09:18:13.391Z

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 · 2026-10-22T08:04:17.23737017Z

FundamentalsAlpha Vantage · unavailable

Share price$1.13
1D
Price history unavailable.

Gevo, Inc. Common Stock options

Live interpolated GEVO call and put midpoint premiums by absolute delta.Gevo, Inc. Common Stock$0.00$0.59$1.19$1.78$2.38$0.08$0.49$0.91$1.32$1.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEVO spot · $1.13GEVO PRICE$0.03$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.22$0.36$0.51$0.21$0.24$0.27$0.30$0.33$0.37$0.40$0.43$0.46$0.69$1.20$1.70$2.20
PutsExpensive3.30×
CallsExpensive1.72×
SkewBearish+143.61 pp
Implied moveBearish±$0.54
TiltBearish58.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.4894.0%33.7%0.69418.1%57.7%
25Δ1.4397.1%31.2%0.78389.3%52.1%
30Δ1.38100.3%28.7%0.88360.6%46.4%
35Δ1.33103.4%26.2%0.97331.9%40.8%
40Δ1.29106.5%23.6%1.07303.2%35.1%
45Δ1.24109.7%21.1%1.16274.5%29.4%
50Δ1.19112.8%18.6%1.26245.7%23.8%
55Δ1.14115.9%16.1%1.35217.0%18.1%
60Δ1.10119.1%13.6%1.45188.3%12.5%
65Δ1.05122.2%11.0%1.73182.6%8.7%
70Δ1.00125.3%8.5%2.24206.9%7.3%
75Δ0.88217.5%10.0%2.76231.2%5.9%
80Δ0.75314.2%11.7%3.28255.5%4.6%

20Δ

Calls
Pseudo strike
1.48
IV
94.0%
B/E move
33.7%
Puts
Pseudo strike
0.69
IV
418.1%
B/E move
57.7%

25Δ

Calls
Pseudo strike
1.43
IV
97.1%
B/E move
31.2%
Puts
Pseudo strike
0.78
IV
389.3%
B/E move
52.1%

30Δ

Calls
Pseudo strike
1.38
IV
100.3%
B/E move
28.7%
Puts
Pseudo strike
0.88
IV
360.6%
B/E move
46.4%

35Δ

Calls
Pseudo strike
1.33
IV
103.4%
B/E move
26.2%
Puts
Pseudo strike
0.97
IV
331.9%
B/E move
40.8%

40Δ

Calls
Pseudo strike
1.29
IV
106.5%
B/E move
23.6%
Puts
Pseudo strike
1.07
IV
303.2%
B/E move
35.1%

45Δ

Calls
Pseudo strike
1.24
IV
109.7%
B/E move
21.1%
Puts
Pseudo strike
1.16
IV
274.5%
B/E move
29.4%

50Δ

Calls
Pseudo strike
1.19
IV
112.8%
B/E move
18.6%
Puts
Pseudo strike
1.26
IV
245.7%
B/E move
23.8%

55Δ

Calls
Pseudo strike
1.14
IV
115.9%
B/E move
16.1%
Puts
Pseudo strike
1.35
IV
217.0%
B/E move
18.1%

60Δ

Calls
Pseudo strike
1.10
IV
119.1%
B/E move
13.6%
Puts
Pseudo strike
1.45
IV
188.3%
B/E move
12.5%

65Δ

Calls
Pseudo strike
1.05
IV
122.2%
B/E move
11.0%
Puts
Pseudo strike
1.73
IV
182.6%
B/E move
8.7%

70Δ

Calls
Pseudo strike
1.00
IV
125.3%
B/E move
8.5%
Puts
Pseudo strike
2.24
IV
206.9%
B/E move
7.3%

75Δ

Calls
Pseudo strike
0.88
IV
217.5%
B/E move
10.0%
Puts
Pseudo strike
2.76
IV
231.2%
B/E move
5.9%

80Δ

Calls
Pseudo strike
0.75
IV
314.2%
B/E move
11.7%
Puts
Pseudo strike
3.28
IV
255.5%
B/E move
4.6%

Options history

No recorded observations