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GENIE ENERGY LTD GNE

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Market datapartial · fetched 2026-10-23T00:20:50.550Z

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 · 2026-10-22T23:00:00.003153377Z

FundamentalsAlpha Vantage · unavailable

Share price$16.86
1D+2.2%
AH$16.38$16.53$16.67$16.82$16.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNE
Sold putSold callAH

GENIE ENERGY LTD options

Live interpolated GNE call and put midpoint premiums by absolute delta.GENIE ENERGY LTD$0.36$1.15$1.94$2.73$3.52$13.11$15.14$17.17$19.20$21.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNE spot · $16.86GNE PRICE$0.48$0.70$0.69$0.68$0.68$0.78$1.05$1.31$1.58$1.84$2.11$2.37$3.29$0.45$0.51$0.65$0.79$0.93$1.07$1.21$1.36
PutsExpensive1.68×
CallsExpensive1.89×
SkewBullish-13.17 pp
Implied moveBearish±$2.26
TiltBullish43.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.58103.8%36.8%14.2381.2%18.3%
25Δ23.86127.7%45.7%15.1764.8%13.1%
30Δ22.09105.7%35.1%15.5563.1%11.7%
35Δ20.3283.7%24.6%15.9361.5%10.2%
40Δ18.5461.6%14.0%16.3159.9%8.8%
45Δ17.3450.0%7.5%16.6958.3%7.4%
50Δ16.9753.2%6.9%17.0756.7%6.0%
55Δ16.5956.4%6.2%17.4555.1%4.6%
60Δ16.2159.6%5.5%
65Δ15.8362.8%4.8%
70Δ15.4666.0%4.2%
75Δ15.0869.2%3.5%
80Δ14.0984.9%3.1%

20Δ

Calls
Pseudo strike
22.58
IV
103.8%
B/E move
36.8%
Puts
Pseudo strike
14.23
IV
81.2%
B/E move
18.3%

25Δ

Calls
Pseudo strike
23.86
IV
127.7%
B/E move
45.7%
Puts
Pseudo strike
15.17
IV
64.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
22.09
IV
105.7%
B/E move
35.1%
Puts
Pseudo strike
15.55
IV
63.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
20.32
IV
83.7%
B/E move
24.6%
Puts
Pseudo strike
15.93
IV
61.5%
B/E move
10.2%

40Δ

Calls
Pseudo strike
18.54
IV
61.6%
B/E move
14.0%
Puts
Pseudo strike
16.31
IV
59.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
17.34
IV
50.0%
B/E move
7.5%
Puts
Pseudo strike
16.69
IV
58.3%
B/E move
7.4%

50Δ

Calls
Pseudo strike
16.97
IV
53.2%
B/E move
6.9%
Puts
Pseudo strike
17.07
IV
56.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
16.59
IV
56.4%
B/E move
6.2%
Puts
Pseudo strike
17.45
IV
55.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
16.21
IV
59.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.83
IV
62.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.46
IV
66.0%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.08
IV
69.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.09
IV
84.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations