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Gevo Inc GEVO

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T02:01:26.919Z

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 · 2026-10-22T23:59:20.984766724Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:01:26.470392+00:00

Share price$1.13
1D+3.7%
AH$1.07$1.10$1.13$1.15$1.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEVO
Sold putSold callAH

Gevo Inc options

Live interpolated GEVO call and put midpoint premiums by absolute delta.Gevo Inc$0.00$1.10$2.20$3.30$4.40$0.04$0.71$1.39$2.06$2.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEVO spot · $1.13GEVO PRICE$0.12$0.16$0.20$0.24$0.28$0.31$0.35$0.34$0.34$0.33$0.33$0.43$0.53$0.15$0.07$0.14$0.26$0.38$0.50$0.62$0.75$0.87$0.99$2.70$3.49$4.08
PutsExpensive3.12×
CallsExpensive5.33×
SkewBullish-162.62 pp
Implied moveBearish±$0.97
TiltBearish58.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.70403.1%415.6%0.84316.2%39.4%
25Δ5.59438.2%408.5%0.97132.0%20.5%
30Δ5.47473.3%401.4%1.08117.9%16.7%
35Δ5.35508.4%394.3%1.19158.8%17.6%
40Δ5.23543.5%387.2%1.30199.6%18.6%
45Δ5.11578.6%380.1%1.41240.5%19.6%
50Δ4.71600.3%347.7%1.53273.7%19.9%
55Δ3.32492.1%224.4%1.68270.6%17.1%
60Δ2.52396.5%152.9%1.84267.6%14.4%
65Δ1.72300.9%81.4%1.99264.6%11.7%
70Δ0.99219.0%17.0%3.70381.7%11.5%
75Δ0.87258.3%14.9%4.51392.4%9.2%
80Δ0.75297.5%12.8%5.13380.0%6.5%

20Δ

Calls
Pseudo strike
5.70
IV
403.1%
B/E move
415.6%
Puts
Pseudo strike
0.84
IV
316.2%
B/E move
39.4%

25Δ

Calls
Pseudo strike
5.59
IV
438.2%
B/E move
408.5%
Puts
Pseudo strike
0.97
IV
132.0%
B/E move
20.5%

30Δ

Calls
Pseudo strike
5.47
IV
473.3%
B/E move
401.4%
Puts
Pseudo strike
1.08
IV
117.9%
B/E move
16.7%

35Δ

Calls
Pseudo strike
5.35
IV
508.4%
B/E move
394.3%
Puts
Pseudo strike
1.19
IV
158.8%
B/E move
17.6%

40Δ

Calls
Pseudo strike
5.23
IV
543.5%
B/E move
387.2%
Puts
Pseudo strike
1.30
IV
199.6%
B/E move
18.6%

45Δ

Calls
Pseudo strike
5.11
IV
578.6%
B/E move
380.1%
Puts
Pseudo strike
1.41
IV
240.5%
B/E move
19.6%

50Δ

Calls
Pseudo strike
4.71
IV
600.3%
B/E move
347.7%
Puts
Pseudo strike
1.53
IV
273.7%
B/E move
19.9%

55Δ

Calls
Pseudo strike
3.32
IV
492.1%
B/E move
224.4%
Puts
Pseudo strike
1.68
IV
270.6%
B/E move
17.1%

60Δ

Calls
Pseudo strike
2.52
IV
396.5%
B/E move
152.9%
Puts
Pseudo strike
1.84
IV
267.6%
B/E move
14.4%

65Δ

Calls
Pseudo strike
1.72
IV
300.9%
B/E move
81.4%
Puts
Pseudo strike
1.99
IV
264.6%
B/E move
11.7%

70Δ

Calls
Pseudo strike
0.99
IV
219.0%
B/E move
17.0%
Puts
Pseudo strike
3.70
IV
381.7%
B/E move
11.5%

75Δ

Calls
Pseudo strike
0.87
IV
258.3%
B/E move
14.9%
Puts
Pseudo strike
4.51
IV
392.4%
B/E move
9.2%

80Δ

Calls
Pseudo strike
0.75
IV
297.5%
B/E move
12.8%
Puts
Pseudo strike
5.13
IV
380.0%
B/E move
6.5%

Options history

No recorded observations