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Genesis Energy, L.P. GEL

i

Market dataready · fetched 2026-11-07T07:26:39.640Z

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 · 2026-11-07T00:00:00.002728131Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:26:39.204612+00:00

Share price$12.86
1D+2.4%
AH$12.43$12.62$12.81$13.00$13.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEL
Sold putSold callAH

Genesis Energy, L.P. options

Live interpolated GEL call and put midpoint premiums by absolute delta.Genesis Energy, L.P.$0.53$1.63$2.73$3.84$4.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGEL PRICE$0.72$0.95$0.65$1.07$1.49$0.94$0.97$0.97$0.97$0.97$1.41$1.87$2.33$2.79$3.25$3.70$4.16$4.62
PutsExpensive3.08×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.56334.4%119.9%9.45269.2%33.8%
25Δ25.23345.3%103.6%10.42222.8%26.6%
30Δ11.10188.8%21.3%
35Δ11.78154.8%16.0%
40Δ12.46120.8%10.7%
45Δ13.05121.8%9.5%
50Δ13.64124.8%8.5%
55Δ14.22127.9%7.5%
60Δ14.81131.0%6.5%
65Δ15.39134.1%5.5%
70Δ12.4036.1%1.4%15.98137.2%4.6%
75Δ11.9543.6%1.2%16.56140.3%3.6%
80Δ11.5051.2%1.0%17.15143.4%2.6%

20Δ

Calls
Pseudo strike
27.56
IV
334.4%
B/E move
119.9%
Puts
Pseudo strike
9.45
IV
269.2%
B/E move
33.8%

25Δ

Calls
Pseudo strike
25.23
IV
345.3%
B/E move
103.6%
Puts
Pseudo strike
10.42
IV
222.8%
B/E move
26.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.10
IV
188.8%
B/E move
21.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.78
IV
154.8%
B/E move
16.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.46
IV
120.8%
B/E move
10.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.05
IV
121.8%
B/E move
9.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.64
IV
124.8%
B/E move
8.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.22
IV
127.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.81
IV
131.0%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.39
IV
134.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
12.40
IV
36.1%
B/E move
1.4%
Puts
Pseudo strike
15.98
IV
137.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
11.95
IV
43.6%
B/E move
1.2%
Puts
Pseudo strike
16.56
IV
140.3%
B/E move
3.6%

80Δ

Calls
Pseudo strike
11.50
IV
51.2%
B/E move
1.0%
Puts
Pseudo strike
17.15
IV
143.4%
B/E move
2.6%

Options history

IV · four-Friday blend31.15%
Daily close
GEL30.1%38.0%45.9%2026-09-18: 34.99%2026-09-21: 44.82%2026-09-23: 31.15%Sep 18Sep 21Sep 23
3 observations2026-09-18 — 2026-09-23
Table
DateIV (%)
34.99%
44.82%
31.15%