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Genius Sports Limited GENI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-03T14:46:50.258Z

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 · 2026-11-03T14:46:44.335492064Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:46:45.450620+00:00

Share price$6.58
1D-0.2%
$6.57$6.60$6.63$6.67$6.705:30 AM6:30 AM9:00 AM1:00 PMGENI
Sold putSold call

Genius Sports Limited options

Live interpolated GENI call and put midpoint premiums by absolute delta.Genius Sports Limited$0.13$0.52$0.91$1.31$1.70$5.18$6.04$6.90$7.76$8.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 GENI spot · $6.58GENI PRICE$0.17$0.21$0.26$0.35$0.49$0.63$0.76$0.90$1.04$1.18$1.31$1.45$1.59$0.26$0.35$0.44$0.53$0.62$0.71$0.80$0.89$0.98$1.07
Puts——
CallsExpensive1.65×
Skew——
Implied moveBearish±$1.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.97125.9%38.9%5.38114.1%22.2%
25Δ8.36116.8%30.4%5.60112.4%20.3%
30Δ7.76107.7%21.8%5.81110.8%18.4%
35Δ7.37105.7%17.3%6.02109.1%16.5%
40Δ7.13108.8%15.9%6.24107.4%14.6%
45Δ6.90112.0%14.4%6.45105.8%12.7%
50Δ6.67115.1%13.0%6.67104.1%10.8%
55Δ6.44118.3%11.5%6.88102.4%8.9%
60Δ6.21121.4%10.1%7.10100.7%7.0%
65Δ5.97124.6%8.6%7.3199.1%5.2%
70Δ5.74127.7%7.2%
75Δ5.51130.9%5.8%
80Δ5.28134.0%4.3%

20Δ

Calls
Pseudo strike
8.97
IV
125.9%
B/E move
38.9%
Puts
Pseudo strike
5.38
IV
114.1%
B/E move
22.2%

25Δ

Calls
Pseudo strike
8.36
IV
116.8%
B/E move
30.4%
Puts
Pseudo strike
5.60
IV
112.4%
B/E move
20.3%

30Δ

Calls
Pseudo strike
7.76
IV
107.7%
B/E move
21.8%
Puts
Pseudo strike
5.81
IV
110.8%
B/E move
18.4%

35Δ

Calls
Pseudo strike
7.37
IV
105.7%
B/E move
17.3%
Puts
Pseudo strike
6.02
IV
109.1%
B/E move
16.5%

40Δ

Calls
Pseudo strike
7.13
IV
108.8%
B/E move
15.9%
Puts
Pseudo strike
6.24
IV
107.4%
B/E move
14.6%

45Δ

Calls
Pseudo strike
6.90
IV
112.0%
B/E move
14.4%
Puts
Pseudo strike
6.45
IV
105.8%
B/E move
12.7%

50Δ

Calls
Pseudo strike
6.67
IV
115.1%
B/E move
13.0%
Puts
Pseudo strike
6.67
IV
104.1%
B/E move
10.8%

55Δ

Calls
Pseudo strike
6.44
IV
118.3%
B/E move
11.5%
Puts
Pseudo strike
6.88
IV
102.4%
B/E move
8.9%

60Δ

Calls
Pseudo strike
6.21
IV
121.4%
B/E move
10.1%
Puts
Pseudo strike
7.10
IV
100.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
5.97
IV
124.6%
B/E move
8.6%
Puts
Pseudo strike
7.31
IV
99.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
5.74
IV
127.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.51
IV
130.9%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.28
IV
134.0%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations