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Algoma Steel Group Inc. Common Shares ASTL

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Market datapartial · fetched 2026-10-22T16:20:55.123Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:20:52.130277634Z

FundamentalsAlpha Vantage · unavailable

Share price$4.57
1D+3.5%
$4.34$4.40$4.46$4.52$4.585:30 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$0.05$1.06$2.07$3.08$4.09$2.60$3.63$4.67$5.70$6.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASTL spot · $4.57ASTL PRICE$0.16$0.29$0.42$0.41$0.29$0.42$0.54$0.67$0.79$0.92$1.04$1.21$1.38$0.36$0.19$0.27$0.35$0.43$0.51$0.59$0.67$0.96$1.63$2.30$3.80$3.75
PutsExpensive2.34×
CallsExpensive2.56×
SkewBullish-15.16 pp
Implied moveBearish±$1.13
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.31114.2%41.6%3.38195.5%33.9%
25Δ7.01167.5%59.7%4.0283.8%16.1%
30Δ7.70220.7%77.8%4.1784.9%14.6%
35Δ6.51177.9%51.3%4.3286.1%13.2%
40Δ4.8977.9%13.4%4.4687.3%11.7%
45Δ4.7590.0%13.0%4.6188.5%10.3%
50Δ4.60102.2%12.5%4.7689.6%8.8%
55Δ4.45114.3%12.0%4.9190.8%7.4%
60Δ4.30126.4%11.5%5.24101.5%6.4%
65Δ4.16138.5%11.0%5.92129.4%6.2%
70Δ4.01150.7%10.5%6.59157.3%6.0%
75Δ3.75150.1%8.6%8.10203.3%5.9%
80Δ3.48148.7%6.6%8.14183.9%4.0%

20Δ

Calls
Pseudo strike
6.31
IV
114.2%
B/E move
41.6%
Puts
Pseudo strike
3.38
IV
195.5%
B/E move
33.9%

25Δ

Calls
Pseudo strike
7.01
IV
167.5%
B/E move
59.7%
Puts
Pseudo strike
4.02
IV
83.8%
B/E move
16.1%

30Δ

Calls
Pseudo strike
7.70
IV
220.7%
B/E move
77.8%
Puts
Pseudo strike
4.17
IV
84.9%
B/E move
14.6%

35Δ

Calls
Pseudo strike
6.51
IV
177.9%
B/E move
51.3%
Puts
Pseudo strike
4.32
IV
86.1%
B/E move
13.2%

40Δ

Calls
Pseudo strike
4.89
IV
77.9%
B/E move
13.4%
Puts
Pseudo strike
4.46
IV
87.3%
B/E move
11.7%

45Δ

Calls
Pseudo strike
4.75
IV
90.0%
B/E move
13.0%
Puts
Pseudo strike
4.61
IV
88.5%
B/E move
10.3%

50Δ

Calls
Pseudo strike
4.60
IV
102.2%
B/E move
12.5%
Puts
Pseudo strike
4.76
IV
89.6%
B/E move
8.8%

55Δ

Calls
Pseudo strike
4.45
IV
114.3%
B/E move
12.0%
Puts
Pseudo strike
4.91
IV
90.8%
B/E move
7.4%

60Δ

Calls
Pseudo strike
4.30
IV
126.4%
B/E move
11.5%
Puts
Pseudo strike
5.24
IV
101.5%
B/E move
6.4%

65Δ

Calls
Pseudo strike
4.16
IV
138.5%
B/E move
11.0%
Puts
Pseudo strike
5.92
IV
129.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
4.01
IV
150.7%
B/E move
10.5%
Puts
Pseudo strike
6.59
IV
157.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
3.75
IV
150.1%
B/E move
8.6%
Puts
Pseudo strike
8.10
IV
203.3%
B/E move
5.9%

80Δ

Calls
Pseudo strike
3.48
IV
148.7%
B/E move
6.6%
Puts
Pseudo strike
8.14
IV
183.9%
B/E move
4.0%

Options history

ASTL86.1688.2690.372026-10-20: 90.08%2026-10-21: 86.45%Oct 20Oct 21
Table
DateIV
90.08%
86.45%