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Gen Digital Inc. Common Stock GEN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-04T02:33:56.405Z

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 · 2026-11-04T00:22:00.824630549Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T02:33:55.829685+00:00

Share price$29.10
1D-0.3%
AH$29.21$29.44$29.67$29.91$30.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEN
Sold putSold callAH

Gen Digital Inc. Common Stock options

Live interpolated GEN call and put midpoint premiums by absolute delta.Gen Digital Inc. Common Stock$0.12$1.63$3.13$4.64$6.15$22.39$25.53$28.66$31.79$34.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GEN spot · $29.10GEN PRICE$0.32$0.41$0.50$0.62$0.73$0.88$1.03$3.91$5.71$0.36$0.28$0.41$0.53$0.66$0.78$0.85$0.91$0.97$1.03$1.09
Puts——
Calls——
Skew——
Implied moveBullish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0248.5%11.1%26.8049.4%9.1%
25Δ31.3445.7%9.1%28.0128.8%4.7%
30Δ30.8044.0%7.6%28.2530.3%4.3%
35Δ30.3943.6%6.5%28.4931.8%3.9%
40Δ29.9843.1%5.5%28.7333.3%3.5%
45Δ29.6343.0%4.9%28.9734.8%3.2%
50Δ29.2943.0%4.2%29.1733.0%2.7%
55Δ29.3730.6%2.2%
60Δ29.5728.2%1.7%
65Δ29.7625.8%1.3%
70Δ26.60101.4%4.8%29.9623.4%0.8%
75Δ
80Δ24.39116.5%3.4%

20Δ

Calls
Pseudo strike
32.02
IV
48.5%
B/E move
11.1%
Puts
Pseudo strike
26.80
IV
49.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
31.34
IV
45.7%
B/E move
9.1%
Puts
Pseudo strike
28.01
IV
28.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
30.80
IV
44.0%
B/E move
7.6%
Puts
Pseudo strike
28.25
IV
30.3%
B/E move
4.3%

35Δ

Calls
Pseudo strike
30.39
IV
43.6%
B/E move
6.5%
Puts
Pseudo strike
28.49
IV
31.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
29.98
IV
43.1%
B/E move
5.5%
Puts
Pseudo strike
28.73
IV
33.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
29.63
IV
43.0%
B/E move
4.9%
Puts
Pseudo strike
28.97
IV
34.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
29.29
IV
43.0%
B/E move
4.2%
Puts
Pseudo strike
29.17
IV
33.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.37
IV
30.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.57
IV
28.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.76
IV
25.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.60
IV
101.4%
B/E move
4.8%
Puts
Pseudo strike
29.96
IV
23.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.39
IV
116.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.28%
Daily EOD
GEN37.0%42.9%48.8%2026-10-19: 45.51%2026-10-20: 45.38%2026-10-21: 46.78%2026-10-22: 46.86%2026-10-23: 46.89%2026-10-26: 47.86%2026-10-27: 46.32%2026-10-28: 47.96%2026-10-29: 37.77%2026-10-30: 44.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.51%
45.38%
46.78%
46.86%
46.89%
47.86%
46.32%
47.96%
37.77%
44.28%