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Algoma Steel Group Inc. Common Shares ASTL

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-11T15:49:30.927Z

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 · 2026-11-11T15:49:07.608182745Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:49:30.442841+00:00

Share price$5.69
1D-1.4%
$5.66$5.69$5.72$5.75$5.785:30 AM6:30 AM9:00 AM1:00 PMASTL
Sold putSold call

Algoma Steel Group Inc. Common Shares options

Live interpolated ASTL call and put midpoint premiums by absolute delta.Algoma Steel Group Inc. Common Shares$0.21$0.34$0.47$0.61$0.74$4.42$5.17$5.92$6.67$7.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ASTL spot · $5.68ASTL PRICE$0.22$0.30$0.36$0.38$0.38$0.38$0.42$0.47$0.52$0.56$0.61$0.65$0.70$0.36$0.37$0.38$0.39$0.41$0.42$0.44$0.45$0.46
Puts——
CallsExpensive1.87×
Skew——
Implied moveBalanced±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.57246.2%54.7%4.25291.9%31.6%
25Δ8.23261.2%50.0%4.69235.8%23.9%
30Δ7.69255.4%41.6%5.04192.1%17.9%
35Δ6.90212.2%27.9%5.19175.6%15.7%
40Δ6.45175.5%20.0%5.33159.2%13.5%
45Δ6.00139.2%12.1%5.47142.7%11.2%
50Δ5.87132.3%10.8%5.61126.3%9.0%
55Δ5.75125.4%9.4%5.75109.8%6.8%
60Δ5.63118.6%8.0%5.8993.4%4.5%
65Δ5.50111.7%6.7%
70Δ5.38104.8%5.3%
75Δ5.2597.9%3.9%
80Δ5.1391.1%2.6%

20Δ

Calls
Pseudo strike
8.57
IV
246.2%
B/E move
54.7%
Puts
Pseudo strike
4.25
IV
291.9%
B/E move
31.6%

25Δ

Calls
Pseudo strike
8.23
IV
261.2%
B/E move
50.0%
Puts
Pseudo strike
4.69
IV
235.8%
B/E move
23.9%

30Δ

Calls
Pseudo strike
7.69
IV
255.4%
B/E move
41.6%
Puts
Pseudo strike
5.04
IV
192.1%
B/E move
17.9%

35Δ

Calls
Pseudo strike
6.90
IV
212.2%
B/E move
27.9%
Puts
Pseudo strike
5.19
IV
175.6%
B/E move
15.7%

40Δ

Calls
Pseudo strike
6.45
IV
175.5%
B/E move
20.0%
Puts
Pseudo strike
5.33
IV
159.2%
B/E move
13.5%

45Δ

Calls
Pseudo strike
6.00
IV
139.2%
B/E move
12.1%
Puts
Pseudo strike
5.47
IV
142.7%
B/E move
11.2%

50Δ

Calls
Pseudo strike
5.87
IV
132.3%
B/E move
10.8%
Puts
Pseudo strike
5.61
IV
126.3%
B/E move
9.0%

55Δ

Calls
Pseudo strike
5.75
IV
125.4%
B/E move
9.4%
Puts
Pseudo strike
5.75
IV
109.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
5.63
IV
118.6%
B/E move
8.0%
Puts
Pseudo strike
5.89
IV
93.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
5.50
IV
111.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.38
IV
104.8%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.25
IV
97.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.13
IV
91.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend82.04%
Daily EOD
ASTL76.0%83.6%91.1%2026-10-19: 81.45%2026-10-20: 90.08%2026-10-21: 86.45%2026-10-22: 80.89%2026-10-23: 79.78%2026-10-26: 81.27%2026-10-27: 79.02%2026-10-28: 82.80%2026-10-29: 77.02%2026-10-30: 82.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.45%
90.08%
86.45%
80.89%
79.78%
81.27%
79.02%
82.80%
77.02%
82.04%