Share price$1.45
1D+7.4%
Sold putSold callAH
Genasys Inc. Common Stock GNSS
i
Market datapartial · fetched 2026-10-23T03:01:53.357Z
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-113.71 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 | 377.3% | 50.5% | |||
| 25Δ | 1.15 | 356.2% | 45.7% | |||
| 30Δ | 1.27 | 335.2% | 40.8% | |||
| 35Δ | 1.40 | 314.1% | 36.0% | |||
| 40Δ | 1.52 | 293.0% | 31.1% | |||
| 45Δ | 1.64 | 271.9% | 26.3% | |||
| 50Δ | 2.90 | 414.3% | 125.8% | 1.76 | 250.8% | 21.4% |
| 55Δ | 1.89 | 229.7% | 16.6% | |||
| 60Δ | 2.05 | 214.7% | 12.1% | |||
| 65Δ | 2.80 | 285.2% | 12.1% | |||
| 70Δ | 3.73 | 333.4% | 10.8% | |||
| 75Δ | 4.53 | 345.7% | 8.5% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.03
- IV
- 377.3%
- B/E move
- 50.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.15
- IV
- 356.2%
- B/E move
- 45.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.27
- IV
- 335.2%
- B/E move
- 40.8%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.40
- IV
- 314.1%
- B/E move
- 36.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.52
- IV
- 293.0%
- B/E move
- 31.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.64
- IV
- 271.9%
- B/E move
- 26.3%
50Δ
- Pseudo strike
- 2.90
- IV
- 414.3%
- B/E move
- 125.8%
- Pseudo strike
- 1.76
- IV
- 250.8%
- B/E move
- 21.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.89
- IV
- 229.7%
- B/E move
- 16.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.05
- IV
- 214.7%
- B/E move
- 12.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.80
- IV
- 285.2%
- B/E move
- 12.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.73
- IV
- 333.4%
- B/E move
- 10.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.53
- IV
- 345.7%
- B/E move
- 8.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations