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Genworth Financial, Inc. GNW

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Market datapartial · fetched 2026-10-22T23:23:52.080Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002308428Z

FundamentalsAlpha Vantage · unavailable

Share price$8.94
1D+0.5%
AH$8.86$8.91$8.96$9.02$9.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNW
Sold putSold callAH

Genworth Financial, Inc. options

Live interpolated GNW call and put midpoint premiums by absolute delta.Genworth Financial, Inc.$0.07$0.32$0.58$0.83$1.08$7.61$8.21$8.82$9.42$10.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNW spot · $8.94GNW PRICE$0.10$0.13$0.17$0.20$0.23$0.27$0.30$0.39$0.49$0.59$0.68$0.78$0.88$0.18$0.20$0.23$0.26$0.29$0.32$0.36$0.47$0.57$0.68$0.79$0.90$1.00
PutsExpensive1.46×
CallsExpensive1.18×
SkewBearish+9.92 pp
Implied moveBearish±$0.66
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.8836.3%11.7%7.4570.1%18.6%
25Δ9.7435.5%10.4%7.7163.9%16.0%
30Δ9.5934.6%9.2%7.9757.7%13.5%
35Δ9.4433.8%7.9%8.2351.4%10.9%
40Δ9.3033.0%6.6%8.4945.2%8.3%
45Δ9.1532.2%5.3%8.7639.0%5.7%
50Δ9.0031.4%4.1%9.0133.2%3.2%
55Δ8.8732.1%3.6%9.1533.6%2.8%
60Δ8.7432.8%3.2%9.3034.1%2.4%
65Δ8.6033.5%2.8%9.4434.5%2.0%
70Δ8.4734.3%2.4%9.5835.0%1.6%
75Δ8.3435.0%2.0%9.7335.5%1.2%
80Δ8.2035.7%1.6%9.8735.9%0.8%

20Δ

Calls
Pseudo strike
9.88
IV
36.3%
B/E move
11.7%
Puts
Pseudo strike
7.45
IV
70.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
9.74
IV
35.5%
B/E move
10.4%
Puts
Pseudo strike
7.71
IV
63.9%
B/E move
16.0%

30Δ

Calls
Pseudo strike
9.59
IV
34.6%
B/E move
9.2%
Puts
Pseudo strike
7.97
IV
57.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
9.44
IV
33.8%
B/E move
7.9%
Puts
Pseudo strike
8.23
IV
51.4%
B/E move
10.9%

40Δ

Calls
Pseudo strike
9.30
IV
33.0%
B/E move
6.6%
Puts
Pseudo strike
8.49
IV
45.2%
B/E move
8.3%

45Δ

Calls
Pseudo strike
9.15
IV
32.2%
B/E move
5.3%
Puts
Pseudo strike
8.76
IV
39.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
9.00
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
9.01
IV
33.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
8.87
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
9.15
IV
33.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
8.74
IV
32.8%
B/E move
3.2%
Puts
Pseudo strike
9.30
IV
34.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
8.60
IV
33.5%
B/E move
2.8%
Puts
Pseudo strike
9.44
IV
34.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
8.47
IV
34.3%
B/E move
2.4%
Puts
Pseudo strike
9.58
IV
35.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
8.34
IV
35.0%
B/E move
2.0%
Puts
Pseudo strike
9.73
IV
35.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
8.20
IV
35.7%
B/E move
1.6%
Puts
Pseudo strike
9.87
IV
35.9%
B/E move
0.8%

Options history

No recorded observations