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GENCO SHIPPING & TRADING LTD GNK

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-11T15:59:14.809Z

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 · 2026-11-11T15:58:41.651594827Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:51:42.712805+00:00

Share price$26.52
1D-0.2%
$26.36$26.43$26.51$26.58$26.655:30 AM6:30 AM9:00 AM1:00 PMGNK
Sold putSold call

GENCO SHIPPING & TRADING LTD options

Live interpolated GNK call and put midpoint premiums by absolute delta.GENCO SHIPPING & TRADING LTD$0.18$1.37$2.57$3.76$4.96$22.76$24.78$26.80$28.82$30.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 GNK spot · $26.52GNK PRICE$0.32$0.41$0.50$0.59$0.68$0.78$0.87$0.96$1.05$1.14$1.23$1.32$1.41$0.31$0.47$0.99$1.51$2.02$2.54$3.06$3.58$4.10$4.62
Puts——
CallsCheap0.42×
Skew——
Implied moveBearish±$3.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0639.7%10.8%24.2866.3%9.6%
25Δ28.7739.0%10.0%25.1459.8%7.0%
30Δ28.4838.3%9.3%25.7370.7%6.7%
35Δ28.1937.6%8.6%26.3381.6%6.4%
40Δ27.9136.9%7.8%26.9292.5%6.1%
45Δ27.6236.2%7.1%27.52103.3%5.8%
50Δ27.3335.5%6.3%28.12114.2%5.5%
55Δ27.0434.7%5.6%28.71125.1%5.2%
60Δ26.7634.0%4.8%29.31136.0%4.9%
65Δ26.4733.3%4.1%29.90146.8%4.6%
70Δ26.1832.6%3.3%
75Δ25.8931.9%2.6%
80Δ25.6031.2%1.9%

20Δ

Calls
Pseudo strike
29.06
IV
39.7%
B/E move
10.8%
Puts
Pseudo strike
24.28
IV
66.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
28.77
IV
39.0%
B/E move
10.0%
Puts
Pseudo strike
25.14
IV
59.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
28.48
IV
38.3%
B/E move
9.3%
Puts
Pseudo strike
25.73
IV
70.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
28.19
IV
37.6%
B/E move
8.6%
Puts
Pseudo strike
26.33
IV
81.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
27.91
IV
36.9%
B/E move
7.8%
Puts
Pseudo strike
26.92
IV
92.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
27.62
IV
36.2%
B/E move
7.1%
Puts
Pseudo strike
27.52
IV
103.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
27.33
IV
35.5%
B/E move
6.3%
Puts
Pseudo strike
28.12
IV
114.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
27.04
IV
34.7%
B/E move
5.6%
Puts
Pseudo strike
28.71
IV
125.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
26.76
IV
34.0%
B/E move
4.8%
Puts
Pseudo strike
29.31
IV
136.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
26.47
IV
33.3%
B/E move
4.1%
Puts
Pseudo strike
29.90
IV
146.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
26.18
IV
32.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.89
IV
31.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.60
IV
31.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.93%
Daily close
GNK30.7%38.5%46.3%2026-10-15: 45.21%2026-10-16: 39.90%2026-10-19: 31.82%2026-10-20: 37.43%2026-10-22: 36.93%Oct 15Oct 19Oct 22
5 observations2026-10-15 — 2026-10-22
Table
DateIV (%)
45.21%
39.90%
31.82%
37.43%
36.93%