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Genesco Inc. GCO

i

Market dataready · fetched 2026-11-03T19:14:21.598Z

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 · 2026-11-03T19:13:16.565521482Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-03T19:14:21.184865+00:00

Share price$37.18
1D+0.1%
$36.53$36.77$37.02$37.27$37.515:30 AM6:30 AM9:00 AM1:00 PMGCO
Sold putSold call

Genesco Inc. options

Live interpolated GCO call and put midpoint premiums by absolute delta.Genesco Inc.$0.40$1.74$3.08$4.42$5.76$32.57$35.22$37.87$40.52$43.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GCO spot · $37.17GCO PRICE$0.55$0.67$0.81$1.12$1.43$1.73$2.04$2.35$2.66$2.97$3.28$4.32$5.37$0.77$0.98$1.19$1.42$1.67$1.91$2.16$2.40$2.64$2.89$3.13
Puts——
CallsExpensive1.26×
Skew——
Implied moveBearish±$4.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.0066.6%17.1%32.2779.1%15.3%
25Δ41.4761.3%13.4%33.4775.4%12.6%
30Δ39.9856.2%9.7%34.6671.7%10.0%
35Δ39.3657.0%8.9%35.4268.7%8.6%
40Δ38.7457.9%8.0%36.0166.0%7.6%
45Δ38.1158.8%7.2%36.6063.3%6.7%
50Δ37.4959.6%6.3%37.1860.6%5.8%
55Δ36.8760.5%5.5%37.7757.9%4.9%
60Δ36.2561.3%4.7%38.3655.2%3.9%
65Δ35.6262.2%3.8%38.9552.5%3.0%
70Δ35.0063.1%3.0%39.5349.8%2.1%
75Δ33.7867.8%2.5%
80Δ32.5572.5%2.0%

20Δ

Calls
Pseudo strike
43.00
IV
66.6%
B/E move
17.1%
Puts
Pseudo strike
32.27
IV
79.1%
B/E move
15.3%

25Δ

Calls
Pseudo strike
41.47
IV
61.3%
B/E move
13.4%
Puts
Pseudo strike
33.47
IV
75.4%
B/E move
12.6%

30Δ

Calls
Pseudo strike
39.98
IV
56.2%
B/E move
9.7%
Puts
Pseudo strike
34.66
IV
71.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
39.36
IV
57.0%
B/E move
8.9%
Puts
Pseudo strike
35.42
IV
68.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
38.74
IV
57.9%
B/E move
8.0%
Puts
Pseudo strike
36.01
IV
66.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
38.11
IV
58.8%
B/E move
7.2%
Puts
Pseudo strike
36.60
IV
63.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
37.49
IV
59.6%
B/E move
6.3%
Puts
Pseudo strike
37.18
IV
60.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
36.87
IV
60.5%
B/E move
5.5%
Puts
Pseudo strike
37.77
IV
57.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
36.25
IV
61.3%
B/E move
4.7%
Puts
Pseudo strike
38.36
IV
55.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
35.62
IV
62.2%
B/E move
3.8%
Puts
Pseudo strike
38.95
IV
52.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
35.00
IV
63.1%
B/E move
3.0%
Puts
Pseudo strike
39.53
IV
49.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
33.78
IV
67.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.55
IV
72.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.89%
Daily close
GCO48.2%60.3%72.3%2026-08-05: 58.93%2026-08-06: 61.26%2026-08-14: 60.11%2026-08-17: 69.70%2026-08-18: 62.81%2026-08-21: 63.31%2026-08-24: 63.51%2026-08-25: 65.46%2026-08-26: 65.41%2026-08-27: 66.64%2026-08-28: 66.75%2026-08-31: 70.68%2026-09-01: 68.71%2026-09-02: 68.90%2026-09-03: 54.53%2026-09-04: 58.21%2026-09-11: 61.06%2026-09-14: 56.70%2026-09-18: 54.21%2026-09-22: 53.60%2026-09-23: 49.87%2026-09-24: 52.35%2026-09-25: 51.19%2026-09-28: 55.36%2026-09-29: 51.99%2026-09-30: 55.41%2026-10-01: 55.85%2026-10-02: 53.95%2026-10-05: 51.54%2026-10-16: 54.20%2026-10-19: 52.02%2026-10-20: 51.86%2026-10-21: 50.86%2026-10-22: 52.80%2026-10-23: 54.03%2026-10-26: 56.87%2026-10-27: 55.09%2026-10-28: 53.66%2026-10-29: 51.85%2026-10-30: 51.89%Aug 5Sep 22Oct 30
40 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
58.93%
61.26%
60.11%
69.70%
62.81%
63.31%
63.51%
65.46%
65.41%
66.64%
66.75%
70.68%
68.71%
68.90%
54.53%
58.21%
61.06%
56.70%
54.21%
53.60%
49.87%
52.35%
51.19%
55.36%
51.99%
55.41%
55.85%
53.95%
51.54%
54.20%
52.02%
51.86%
50.86%
52.80%
54.03%
56.87%
55.09%
53.66%
51.85%
51.89%