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GENIE ENERGY LTD GNE

i

Market datapartial · fetched 2026-11-13T17:12:22.961Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-13T17:11:55.703802805Z

FundamentalsAlpha Vantage · unavailable

Share price$18.62
1D-1.2%
$18.14$18.33$18.52$18.70$18.895:30 AM6:30 AM9:00 AM1:00 PMGNE
Sold putSold call

GENIE ENERGY LTD options

Live interpolated GNE call and put midpoint premiums by absolute delta.GENIE ENERGY LTD$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGNE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.15%
Daily close
GNE34.4%62.2%89.9%2026-08-18: 69.43%2026-08-19: 80.04%2026-08-20: 86.11%2026-08-21: 47.47%2026-08-25: 55.29%2026-08-27: 58.22%2026-08-28: 62.61%2026-08-31: 57.61%2026-09-01: 60.50%2026-09-02: 58.66%2026-09-03: 58.17%2026-09-21: 50.33%2026-10-07: 51.96%2026-10-16: 39.62%2026-10-19: 38.21%2026-10-20: 40.51%2026-10-21: 40.54%2026-10-22: 42.73%2026-10-23: 42.82%2026-10-26: 41.17%2026-10-27: 39.12%2026-10-28: 46.79%2026-10-29: 44.65%2026-10-30: 45.15%Aug 18Sep 21Oct 30
24 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
69.43%
80.04%
86.11%
47.47%
55.29%
58.22%
62.61%
57.61%
60.50%
58.66%
58.17%
50.33%
51.96%
39.62%
38.21%
40.51%
40.54%
42.73%
42.82%
41.17%
39.12%
46.79%
44.65%
45.15%