Share price$1.45
1D+7.4%
Sold putSold callAH
Genasys Inc. Common Stock GNSS
i
Market datapartial · fetched 2026-10-23T00:20:02.443Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.176494765Z
FundamentalsAlpha Vantage · unavailable
Genasys Inc. Common Stock options
PutsExpensive3.13×
CallsExpensive3.89×
SkewBullish-113.46 pp
Implied moveBearish±$1.00
TiltBearish93.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.03 | 376.6% | 50.5% | |||
| 25Δ | 1.15 | 355.6% | 45.7% | |||
| 30Δ | 1.27 | 334.5% | 40.8% | |||
| 35Δ | 1.40 | 313.5% | 36.0% | |||
| 40Δ | 1.52 | 292.4% | 31.1% | |||
| 45Δ | 1.64 | 271.4% | 26.3% | |||
| 50Δ | 2.90 | 413.5% | 125.8% | 1.76 | 250.3% | 21.4% |
| 55Δ | 1.89 | 229.3% | 16.6% | |||
| 60Δ | 2.05 | 214.3% | 12.1% | |||
| 65Δ | 2.80 | 284.7% | 12.1% | |||
| 70Δ | 3.73 | 332.8% | 10.8% | |||
| 75Δ | 4.53 | 345.1% | 8.5% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.03
- IV
- 376.6%
- B/E move
- 50.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.15
- IV
- 355.6%
- B/E move
- 45.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.27
- IV
- 334.5%
- B/E move
- 40.8%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.40
- IV
- 313.5%
- B/E move
- 36.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.52
- IV
- 292.4%
- B/E move
- 31.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.64
- IV
- 271.4%
- B/E move
- 26.3%
50Δ
- Pseudo strike
- 2.90
- IV
- 413.5%
- B/E move
- 125.8%
- Pseudo strike
- 1.76
- IV
- 250.3%
- B/E move
- 21.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.89
- IV
- 229.3%
- B/E move
- 16.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.05
- IV
- 214.3%
- B/E move
- 12.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.80
- IV
- 284.7%
- B/E move
- 12.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.73
- IV
- 332.8%
- B/E move
- 10.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.53
- IV
- 345.1%
- B/E move
- 8.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations