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Genesco Inc. GCO

i

Market dataready · fetched 2026-11-07T08:06:54.750Z

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 · 2026-11-07T00:00:00.003477162Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T08:06:54.359972+00:00

Share price$36.07
1D-2.1%
AH$35.86$36.38$36.91$37.43$37.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCO
Sold putSold callAH

Genesco Inc. options

Live interpolated GCO call and put midpoint premiums by absolute delta.Genesco Inc.$0.48$1.89$3.30$4.71$6.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGCO PRICE$0.63$0.78$0.99$1.26$1.54$1.81$2.08$2.36$2.63$3.30$4.10$4.90$5.71$0.66$0.77$0.88$0.99
Puts——
CallsExpensive1.22×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8990.3%20.7%31.3586.4%14.9%
25Δ40.9482.1%15.7%32.4777.0%12.1%
30Δ39.6278.2%12.6%33.5867.7%9.3%
35Δ38.8878.3%11.3%34.7058.4%6.6%
40Δ38.1478.3%10.0%
45Δ37.4078.3%8.7%
50Δ36.6778.3%7.4%
55Δ35.9378.4%6.1%
60Δ35.1978.4%4.9%
65Δ34.2581.7%4.1%
70Δ33.2386.2%3.5%
75Δ32.2190.7%2.9%
80Δ31.1995.2%2.3%

20Δ

Calls
Pseudo strike
42.89
IV
90.3%
B/E move
20.7%
Puts
Pseudo strike
31.35
IV
86.4%
B/E move
14.9%

25Δ

Calls
Pseudo strike
40.94
IV
82.1%
B/E move
15.7%
Puts
Pseudo strike
32.47
IV
77.0%
B/E move
12.1%

30Δ

Calls
Pseudo strike
39.62
IV
78.2%
B/E move
12.6%
Puts
Pseudo strike
33.58
IV
67.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
38.88
IV
78.3%
B/E move
11.3%
Puts
Pseudo strike
34.70
IV
58.4%
B/E move
6.6%

40Δ

Calls
Pseudo strike
38.14
IV
78.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
37.40
IV
78.3%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.67
IV
78.3%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.93
IV
78.4%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.19
IV
78.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.25
IV
81.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.23
IV
86.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.21
IV
90.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.19
IV
95.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.89%
Daily close
GCO48.2%60.3%72.3%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 14Sep 23Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%