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GENIE ENERGY LTD GNE

i

Market dataready · fetched 2026-11-07T01:45:33.463Z

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 · 2026-11-07T00:00:00.003861472Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:45:32.978622+00:00

Share price$17.72
1D+6.7%
AH$16.52$16.84$17.17$17.49$17.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNE
Sold putSold callAH

GENIE ENERGY LTD options

Live interpolated GNE call and put midpoint premiums by absolute delta.GENIE ENERGY LTD$0.09$1.15$2.21$3.28$4.34$15.19$16.50$17.80$19.11$20.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GNE spot · $17.72GNE PRICE$0.21$0.27$0.33$0.39$0.45$0.51$0.57$0.63$0.75$1.03$1.32$1.60$1.88$0.42$0.50$0.58$0.66$0.75$0.94$1.31$1.68$2.06$2.43$2.80$4.03
Puts——
CallsCheap0.73×
Skew——
Implied moveBearish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.7355.2%12.5%15.24100.7%16.4%
25Δ19.4453.1%11.2%15.7393.4%14.1%
30Δ19.1651.1%9.9%16.2186.1%11.8%
35Δ18.8749.1%8.7%16.7078.7%9.5%
40Δ18.5847.1%7.4%17.1971.4%7.2%
45Δ18.2945.0%6.1%17.6768.9%5.6%
50Δ18.0043.0%4.8%18.1374.4%5.1%
55Δ17.7141.0%3.5%18.5980.0%4.6%
60Δ17.4139.9%2.5%19.0585.6%4.1%
65Δ17.0741.6%2.2%19.5191.2%3.6%
70Δ16.7443.2%1.9%19.9796.8%3.1%
75Δ16.4044.8%1.6%21.27112.5%2.7%
80Δ16.0646.4%1.3%

20Δ

Calls
Pseudo strike
19.73
IV
55.2%
B/E move
12.5%
Puts
Pseudo strike
15.24
IV
100.7%
B/E move
16.4%

25Δ

Calls
Pseudo strike
19.44
IV
53.1%
B/E move
11.2%
Puts
Pseudo strike
15.73
IV
93.4%
B/E move
14.1%

30Δ

Calls
Pseudo strike
19.16
IV
51.1%
B/E move
9.9%
Puts
Pseudo strike
16.21
IV
86.1%
B/E move
11.8%

35Δ

Calls
Pseudo strike
18.87
IV
49.1%
B/E move
8.7%
Puts
Pseudo strike
16.70
IV
78.7%
B/E move
9.5%

40Δ

Calls
Pseudo strike
18.58
IV
47.1%
B/E move
7.4%
Puts
Pseudo strike
17.19
IV
71.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
18.29
IV
45.0%
B/E move
6.1%
Puts
Pseudo strike
17.67
IV
68.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
18.00
IV
43.0%
B/E move
4.8%
Puts
Pseudo strike
18.13
IV
74.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
17.71
IV
41.0%
B/E move
3.5%
Puts
Pseudo strike
18.59
IV
80.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
17.41
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
19.05
IV
85.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
17.07
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
19.51
IV
91.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
16.74
IV
43.2%
B/E move
1.9%
Puts
Pseudo strike
19.97
IV
96.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
16.40
IV
44.8%
B/E move
1.6%
Puts
Pseudo strike
21.27
IV
112.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
16.06
IV
46.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.15%
Daily close
GNE34.4%62.2%89.9%2026-08-11: 64.70%2026-08-13: 63.48%2026-08-18: 69.43%2026-08-19: 80.04%2026-08-20: 86.11%2026-08-21: 47.47%2026-08-25: 55.29%2026-08-27: 58.22%2026-08-28: 62.61%2026-08-31: 57.61%2026-09-01: 60.50%2026-09-02: 58.66%2026-09-03: 58.17%2026-09-21: 50.33%2026-10-07: 51.96%2026-10-16: 39.62%2026-10-19: 38.21%2026-10-20: 40.51%2026-10-21: 40.54%2026-10-22: 42.73%2026-10-23: 42.82%2026-10-26: 41.17%2026-10-27: 39.12%2026-10-28: 46.79%2026-10-29: 44.65%2026-10-30: 45.15%Aug 11Sep 3Oct 30
26 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
64.70%
63.48%
69.43%
80.04%
86.11%
47.47%
55.29%
58.22%
62.61%
57.61%
60.50%
58.66%
58.17%
50.33%
51.96%
39.62%
38.21%
40.51%
40.54%
42.73%
42.82%
41.17%
39.12%
46.79%
44.65%
45.15%