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Genasys Inc. Common Stock GNSS

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-12T03:01:18.242Z

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 · 2026-11-11T21:00:00.404795702Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:01:17.900109+00:00

Share price$1.45
1D+0.0%
AH$1.42$1.43$1.44$1.45$1.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNSS
Sold putSold callAH

Genasys Inc. Common Stock options

Live interpolated GNSS call and put midpoint premiums by absolute delta.Genasys Inc. Common Stock$0.10$0.36$0.62$0.88$1.14$0.68$0.97$1.26$1.55$1.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GNSS spot · $1.45GNSS PRICE$0.42$0.42$0.42$0.42$0.44$0.48$0.52$0.55$0.59$0.13$0.19$0.25$0.31$0.37$0.43$0.49$0.55$0.61$0.67$0.79$0.93$1.06
PutsExpensive2.71×
Calls——
Skew——
Implied moveBearish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.12274.7%31.3%
25Δ1.22279.4%28.8%
30Δ1.32284.0%26.3%
35Δ1.41288.6%23.8%
40Δ4.30800.0%225.8%1.51293.3%21.4%
45Δ3.68800.0%183.1%1.60297.9%18.9%
50Δ3.14800.0%145.7%1.70302.5%16.4%
55Δ2.41714.7%95.4%1.79307.2%14.0%
60Δ1.90634.2%61.4%1.89311.8%11.5%
65Δ1.69589.5%49.4%1.98316.4%9.0%
70Δ1.47544.8%37.3%2.13303.5%7.5%
75Δ1.26500.1%25.3%2.29287.2%6.2%
80Δ1.05455.4%13.2%2.44270.9%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
274.7%
B/E move
31.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.22
IV
279.4%
B/E move
28.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.32
IV
284.0%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
288.6%
B/E move
23.8%

40Δ

Calls
Pseudo strike
4.30
IV
800.0%
B/E move
225.8%
Puts
Pseudo strike
1.51
IV
293.3%
B/E move
21.4%

45Δ

Calls
Pseudo strike
3.68
IV
800.0%
B/E move
183.1%
Puts
Pseudo strike
1.60
IV
297.9%
B/E move
18.9%

50Δ

Calls
Pseudo strike
3.14
IV
800.0%
B/E move
145.7%
Puts
Pseudo strike
1.70
IV
302.5%
B/E move
16.4%

55Δ

Calls
Pseudo strike
2.41
IV
714.7%
B/E move
95.4%
Puts
Pseudo strike
1.79
IV
307.2%
B/E move
14.0%

60Δ

Calls
Pseudo strike
1.90
IV
634.2%
B/E move
61.4%
Puts
Pseudo strike
1.89
IV
311.8%
B/E move
11.5%

65Δ

Calls
Pseudo strike
1.69
IV
589.5%
B/E move
49.4%
Puts
Pseudo strike
1.98
IV
316.4%
B/E move
9.0%

70Δ

Calls
Pseudo strike
1.47
IV
544.8%
B/E move
37.3%
Puts
Pseudo strike
2.13
IV
303.5%
B/E move
7.5%

75Δ

Calls
Pseudo strike
1.26
IV
500.1%
B/E move
25.3%
Puts
Pseudo strike
2.29
IV
287.2%
B/E move
6.2%

80Δ

Calls
Pseudo strike
1.05
IV
455.4%
B/E move
13.2%
Puts
Pseudo strike
2.44
IV
270.9%
B/E move
4.8%

Options history

IV · four-Friday blend234.74%
Daily close
GNSS231.9%233.4%235.0%2026-10-22: 232.15%2026-10-27: 234.74%Oct 22Oct 27
2 observations2026-10-22 — 2026-10-27
Table
DateIV (%)
232.15%
234.74%