IntraAlpha
Create free account Start free

Geospace Technologies Corporation Common Stock (Texas) GEOS

i

Market dataready · fetched 2026-11-04T00:20:48.341Z

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 · 2026-11-03T21:00:00.462169141Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:20:47.976597+00:00

Share price$4.08
1D-1.1%
AH$3.99$4.05$4.11$4.16$4.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEOS
Sold putSold callAH

Geospace Technologies Corporation Common Stock (Texas) options

Live interpolated GEOS call and put midpoint premiums by absolute delta.Geospace Technologies Corporation Common Stock (Texas)$0.13$0.61$1.09$1.57$2.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ 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 —OPTION PRICEGEOS PRICE$0.18$0.20$0.32$0.43$0.55$0.66$0.78$0.90$1.01$1.13$1.24$1.36$1.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.96174.9%50.4%
30Δ5.00138.5%27.4%
35Δ4.80142.2%25.4%
40Δ4.60145.9%23.3%
45Δ4.40149.6%21.3%
50Δ4.20153.3%19.2%
55Δ4.00157.0%17.1%
60Δ3.80160.7%15.1%
65Δ3.60164.4%13.0%
70Δ3.40168.2%11.0%
75Δ3.20171.9%8.9%
80Δ3.00175.6%6.8%5.90131.7%2.2%

20Δ

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

25Δ

Calls
Pseudo strike
5.96
IV
174.9%
B/E move
50.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.00
IV
138.5%
B/E move
27.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.80
IV
142.2%
B/E move
25.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.60
IV
145.9%
B/E move
23.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.40
IV
149.6%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.20
IV
153.3%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.00
IV
157.0%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.80
IV
160.7%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.60
IV
164.4%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.40
IV
168.2%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.20
IV
171.9%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.00
IV
175.6%
B/E move
6.8%
Puts
Pseudo strike
5.90
IV
131.7%
B/E move
2.2%

Options history

IV · four-Friday blend113.48%
Daily close
GEOS87.6%117.2%146.8%2026-08-05: 108.94%2026-08-07: 142.74%2026-08-13: 122.44%2026-08-27: 107.55%2026-08-28: 111.83%2026-09-18: 96.17%2026-09-21: 94.56%2026-09-25: 91.69%2026-09-30: 92.19%2026-10-28: 113.48%Aug 5Aug 28Oct 28
10 observations2026-08-05 — 2026-10-28
Table
DateIV (%)
108.94%
142.74%
122.44%
107.55%
111.83%
96.17%
94.56%
91.69%
92.19%
113.48%