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ASA GOLD AND PRECIOUS METALS LIMITED ASA

i

Market dataready · fetched 2026-11-11T13:57:02.152Z

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 · 2026-11-11T00:00:00.002720165Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:57:01.823251+00:00

Share price$51.12
1D-0.9%
AH$50.32$50.71$51.10$51.49$51.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASA
Sold putSold callAH

ASA GOLD AND PRECIOUS METALS LIMITED options

Live interpolated ASA call and put midpoint premiums by absolute delta.ASA GOLD AND PRECIOUS METALS LIMITED$0.92$1.87$2.82$3.78$4.73$42.36$46.91$51.47$56.02$60.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASA spot · $51.12ASA PRICE$1.38$1.40$1.77$2.14$2.45$2.48$2.51$2.54$2.57$2.94$3.45$3.95$4.46$1.02$1.37$1.71$2.06$2.41$2.62$2.79$2.96$3.14$3.31$3.48$3.66$3.83
PutsCheap0.94×
CallsFair1.00×
SkewBullish-13.35 pp
Implied moveBearish±$5.30
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.06171.8%33.9%45.15102.8%13.7%
25Δ59.88126.6%19.9%46.31101.1%12.1%
30Δ58.15124.7%17.2%47.4799.4%10.5%
35Δ56.42122.7%14.6%48.6297.6%8.9%
40Δ54.80118.6%12.0%49.7895.9%7.3%
45Δ53.68105.2%9.9%50.4590.7%6.4%
50Δ52.5591.7%7.7%51.0084.6%5.7%
55Δ51.4378.3%5.6%51.5578.6%5.0%
60Δ50.3164.8%3.4%52.1072.6%4.2%
65Δ49.4959.4%2.6%52.6566.6%3.5%
70Δ48.8056.9%2.2%53.2160.5%2.7%
75Δ48.1054.4%1.8%53.7654.5%2.0%
80Δ47.4151.9%1.5%54.3148.5%1.3%

20Δ

Calls
Pseudo strike
67.06
IV
171.8%
B/E move
33.9%
Puts
Pseudo strike
45.15
IV
102.8%
B/E move
13.7%

25Δ

Calls
Pseudo strike
59.88
IV
126.6%
B/E move
19.9%
Puts
Pseudo strike
46.31
IV
101.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
58.15
IV
124.7%
B/E move
17.2%
Puts
Pseudo strike
47.47
IV
99.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
56.42
IV
122.7%
B/E move
14.6%
Puts
Pseudo strike
48.62
IV
97.6%
B/E move
8.9%

40Δ

Calls
Pseudo strike
54.80
IV
118.6%
B/E move
12.0%
Puts
Pseudo strike
49.78
IV
95.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
53.68
IV
105.2%
B/E move
9.9%
Puts
Pseudo strike
50.45
IV
90.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
52.55
IV
91.7%
B/E move
7.7%
Puts
Pseudo strike
51.00
IV
84.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
51.43
IV
78.3%
B/E move
5.6%
Puts
Pseudo strike
51.55
IV
78.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
50.31
IV
64.8%
B/E move
3.4%
Puts
Pseudo strike
52.10
IV
72.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
49.49
IV
59.4%
B/E move
2.6%
Puts
Pseudo strike
52.65
IV
66.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
48.80
IV
56.9%
B/E move
2.2%
Puts
Pseudo strike
53.21
IV
60.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
48.10
IV
54.4%
B/E move
1.8%
Puts
Pseudo strike
53.76
IV
54.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
47.41
IV
51.9%
B/E move
1.5%
Puts
Pseudo strike
54.31
IV
48.5%
B/E move
1.3%

Options history

IV · four-Friday blend46.05%
Daily EOD
ASA40.9%43.8%46.7%2026-10-19: 41.54%2026-10-20: 42.65%2026-10-21: 41.31%2026-10-22: 41.63%2026-10-23: 43.85%2026-10-26: 45.51%2026-10-27: 46.32%2026-10-28: 44.96%2026-10-29: 45.94%2026-10-30: 46.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.54%
42.65%
41.31%
41.63%
43.85%
45.51%
46.32%
44.96%
45.94%
46.05%