Share price$4.45
1D+0.9%
Sold putSold call
Algoma Steel Group Inc. Common Shares ASTL
i
Market datapartial · fetched 2026-10-22T15:23:26.250Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T15:23:09.245191686Z
FundamentalsAlpha Vantage · unavailable
Algoma Steel Group Inc. Common Shares options
PutsExpensive2.58×
CallsExpensive3.53×
SkewBullish-52.66 pp
Implied moveBullish±$1.30
TiltBearish16.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.37 | 124.9% | 46.8% | 3.14 | 239.0% | 39.7% |
| 25Δ | 7.04 | 176.9% | 64.7% | 3.53 | 186.9% | 30.3% |
| 30Δ | 7.71 | 228.9% | 82.6% | 3.91 | 134.8% | 20.8% |
| 35Δ | 6.95 | 221.4% | 67.1% | 4.11 | 117.3% | 17.0% |
| 40Δ | 6.50 | 213.6% | 59.0% | 4.25 | 110.8% | 14.9% |
| 45Δ | 6.06 | 205.8% | 50.9% | 4.39 | 104.2% | 12.8% |
| 50Δ | 5.61 | 198.0% | 42.7% | 4.54 | 97.6% | 10.7% |
| 55Δ | 5.16 | 190.2% | 34.6% | 4.68 | 91.0% | 8.6% |
| 60Δ | 4.72 | 182.4% | 26.5% | 4.82 | 84.4% | 6.6% |
| 65Δ | 4.27 | 174.6% | 18.4% | 4.96 | 77.9% | 4.5% |
| 70Δ | 3.89 | 169.6% | 12.5% | 5.94 | 123.3% | 4.7% |
| 75Δ | 3.61 | 168.8% | 10.0% | 7.19 | 179.0% | 5.4% |
| 80Δ | 3.33 | 168.0% | 7.5% | 8.33 | 192.6% | 4.1% |
20Δ
- Pseudo strike
- 6.37
- IV
- 124.9%
- B/E move
- 46.8%
- Pseudo strike
- 3.14
- IV
- 239.0%
- B/E move
- 39.7%
25Δ
- Pseudo strike
- 7.04
- IV
- 176.9%
- B/E move
- 64.7%
- Pseudo strike
- 3.53
- IV
- 186.9%
- B/E move
- 30.3%
30Δ
- Pseudo strike
- 7.71
- IV
- 228.9%
- B/E move
- 82.6%
- Pseudo strike
- 3.91
- IV
- 134.8%
- B/E move
- 20.8%
35Δ
- Pseudo strike
- 6.95
- IV
- 221.4%
- B/E move
- 67.1%
- Pseudo strike
- 4.11
- IV
- 117.3%
- B/E move
- 17.0%
40Δ
- Pseudo strike
- 6.50
- IV
- 213.6%
- B/E move
- 59.0%
- Pseudo strike
- 4.25
- IV
- 110.8%
- B/E move
- 14.9%
45Δ
- Pseudo strike
- 6.06
- IV
- 205.8%
- B/E move
- 50.9%
- Pseudo strike
- 4.39
- IV
- 104.2%
- B/E move
- 12.8%
50Δ
- Pseudo strike
- 5.61
- IV
- 198.0%
- B/E move
- 42.7%
- Pseudo strike
- 4.54
- IV
- 97.6%
- B/E move
- 10.7%
55Δ
- Pseudo strike
- 5.16
- IV
- 190.2%
- B/E move
- 34.6%
- Pseudo strike
- 4.68
- IV
- 91.0%
- B/E move
- 8.6%
60Δ
- Pseudo strike
- 4.72
- IV
- 182.4%
- B/E move
- 26.5%
- Pseudo strike
- 4.82
- IV
- 84.4%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- 4.27
- IV
- 174.6%
- B/E move
- 18.4%
- Pseudo strike
- 4.96
- IV
- 77.9%
- B/E move
- 4.5%
70Δ
- Pseudo strike
- 3.89
- IV
- 169.6%
- B/E move
- 12.5%
- Pseudo strike
- 5.94
- IV
- 123.3%
- B/E move
- 4.7%
75Δ
- Pseudo strike
- 3.61
- IV
- 168.8%
- B/E move
- 10.0%
- Pseudo strike
- 7.19
- IV
- 179.0%
- B/E move
- 5.4%
80Δ
- Pseudo strike
- 3.33
- IV
- 168.0%
- B/E move
- 7.5%
- Pseudo strike
- 8.33
- IV
- 192.6%
- B/E move
- 4.1%
Options history
Table
| Date | IV |
|---|---|
| 90.08% | |
| 86.45% |