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Gencor Industries, Inc. GENC

i

Market dataready · fetched 2026-11-04T06:15:49.145Z

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 · 2026-11-04T01:00:00.021225279Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T06:15:48.664727+00:00

Share price$17.24
1D+0.5%
AH$17.13$17.24$17.34$17.44$17.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGENC
Sold putSold callAH

Gencor Industries, Inc. options

Live interpolated GENC call and put midpoint premiums by absolute delta.Gencor Industries, Inc.$0.33$0.88$1.44$2.00$2.56$14.38$15.82$17.26$18.70$20.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive GENC spot · $17.24GENC PRICE$0.39$0.41$0.44$0.47$0.50$0.73$1.01$1.29$1.57$1.84$2.12$2.40$0.46$0.49$0.52$0.55$0.57$0.60$0.62$0.65
Puts——
Calls——
Skew——
Implied moveBullish±$1.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.63103.7%17.8%
25Δ19.7879.3%17.0%15.2789.4%14.3%
30Δ19.2370.1%14.0%15.6480.5%12.3%
35Δ18.6960.9%11.0%16.0171.7%10.3%
40Δ18.1451.8%7.9%16.3862.8%8.3%
45Δ17.5942.6%4.9%16.7554.0%6.3%
50Δ17.2245.2%4.1%17.1245.1%4.3%
55Δ16.8850.3%3.8%17.4936.2%2.3%
60Δ16.5455.3%3.4%
65Δ16.2060.4%3.1%
70Δ15.8665.5%2.7%
75Δ15.5270.5%2.3%
80Δ15.1875.6%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.63
IV
103.7%
B/E move
17.8%

25Δ

Calls
Pseudo strike
19.78
IV
79.3%
B/E move
17.0%
Puts
Pseudo strike
15.27
IV
89.4%
B/E move
14.3%

30Δ

Calls
Pseudo strike
19.23
IV
70.1%
B/E move
14.0%
Puts
Pseudo strike
15.64
IV
80.5%
B/E move
12.3%

35Δ

Calls
Pseudo strike
18.69
IV
60.9%
B/E move
11.0%
Puts
Pseudo strike
16.01
IV
71.7%
B/E move
10.3%

40Δ

Calls
Pseudo strike
18.14
IV
51.8%
B/E move
7.9%
Puts
Pseudo strike
16.38
IV
62.8%
B/E move
8.3%

45Δ

Calls
Pseudo strike
17.59
IV
42.6%
B/E move
4.9%
Puts
Pseudo strike
16.75
IV
54.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
17.22
IV
45.2%
B/E move
4.1%
Puts
Pseudo strike
17.12
IV
45.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
16.88
IV
50.3%
B/E move
3.8%
Puts
Pseudo strike
17.49
IV
36.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
16.54
IV
55.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.20
IV
60.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.86
IV
65.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.52
IV
70.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.18
IV
75.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.27%
Daily close
GENC37.9%76.7%115.6%2026-08-06: 65.79%2026-08-07: 53.43%2026-08-10: 81.20%2026-08-11: 51.41%2026-08-17: 61.53%2026-08-21: 50.92%2026-08-24: 47.97%2026-08-25: 48.35%2026-08-26: 51.78%2026-08-28: 46.76%2026-09-01: 50.03%2026-09-02: 50.94%2026-09-04: 57.11%2026-09-08: 53.55%2026-09-10: 68.46%2026-09-11: 57.10%2026-09-14: 66.95%2026-09-16: 93.83%2026-09-17: 105.91%2026-09-18: 51.18%2026-09-21: 51.15%2026-09-22: 55.39%2026-09-24: 58.63%2026-09-25: 65.01%2026-09-28: 53.02%2026-09-29: 50.84%2026-09-30: 55.35%2026-10-01: 56.96%2026-10-02: 59.21%2026-10-05: 54.09%2026-10-06: 55.43%2026-10-07: 66.02%2026-10-08: 54.06%2026-10-09: 64.50%2026-10-12: 72.02%2026-10-15: 110.21%2026-10-16: 49.90%2026-10-19: 60.33%2026-10-20: 55.12%2026-10-21: 59.97%2026-10-22: 48.73%2026-10-23: 54.83%2026-10-26: 51.23%2026-10-27: 46.99%2026-10-28: 52.97%2026-10-29: 56.17%2026-10-30: 43.27%Aug 6Sep 25Oct 30
47 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
65.79%
53.43%
81.20%
51.41%
61.53%
50.92%
47.97%
48.35%
51.78%
46.76%
50.03%
50.94%
57.11%
53.55%
68.46%
57.10%
66.95%
93.83%
105.91%
51.18%
51.15%
55.39%
58.63%
65.01%
53.02%
50.84%
55.35%
56.96%
59.21%
54.09%
55.43%
66.02%
54.06%
64.50%
72.02%
110.21%
49.90%
60.33%
55.12%
59.97%
48.73%
54.83%
51.23%
46.99%
52.97%
56.17%
43.27%