GEO options: IV rank, expected move and trade screens
Geo Group Inc · Industrials
As of the close on . In the app, data is refreshed intraday.
GEO closed at $31.36 on Oct 2, 2026 with 30-day implied volatility of 57.5%. That is in the lower half of its one-year range (IV rank 47), so premiums are on the modest side for GEO. Measured by IV percentile, IV is higher than 50% of the past year's readings. Options expiring Oct 16 (14 days out) price a one standard deviation move of about $2.87, or 9.2%.
The price is above both its 50-day (+0.5%) and 200-day (+37.3%) moving averages. It is 4.3% below its 52-week high and 136.5% above its 52-week low. The 14-day RSI of 51.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.32, about 4.2% of the price, a measure of a typical day's range.
Option volume at the close (3.51K contracts) was 0.4x its average, much quieter than usual. A beta of 0.79 means GEO has tended to move about 0.8 times as much as the broad market. None of our preset screens found trades on GEO at the close.
GEO stats at the close
- Price
- $31.36
- Market cap $4.13B
- Implied volatility
- 57.5%
- 30-day, at the money
- IV rank
- 47
- IV sits 47% of the way from its one-year low to its one-year high.
- IV percentile
- 50
- IV is higher than 50% of the past year's readings.
- ATR (14-day)
- $1.32
- 4.2% of the price on a typical day
- RSI (14-day)
- 51.8
- Between 30 and 70, neutral
- 52-week range
- -4.3% from high
- +136.5% from the 52-week low
- Moving averages
- +0.5% vs 50-day
- +37.3% vs the 200-day
- Beta
- 0.79
- Sensitivity to the broad market
- Option volume
- 0.4x avg
- 3.51K contracts vs 8.09K average
GEO expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 16, 202614 days | 46.8% | ±$2.87 (9.2%) | $28.49 to $34.23 | $2.30 |
| Nov 20, 202649 days | 60.7% | ±$6.98 (22.3%) | $24.38 to $38.34 | $5.53 |
| Dec 18, 202677 days | 55.1% | ±$7.94 (25.3%) | $23.42 to $39.30 | $6.28 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
GEO options FAQ
- What is GEO's IV rank?
- At the close on Oct 2, 2026, GEO's IV rank was 47 with 30-day implied volatility of 57.5%. IV sits 47% of the way from its one-year low to its one-year high. Its IV percentile was 50: IV is higher than 50% of the past year's readings.
- What is the expected move for GEO?
- Based on the close on Oct 2, 2026, options expiring Oct 16, 2026 priced a one standard deviation move of $2.87 (9.2%), a range of $28.49 to $34.23. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is GEO option volume above average?
- On Oct 2, 2026, GEO option volume was 0.4x its average, much quieter than usual.
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