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AngloGold Ashanti plc AU

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-12T16:03:55.620Z

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 · 2026-11-12T16:03:41.459221239Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:03:55.182802+00:00

Share price$89.82
1D+1.4%
$86.92$87.71$88.50$89.29$90.085:30 AM6:30 AM9:00 AM1:00 PMAU
Sold putSold call

AngloGold Ashanti plc options

Live interpolated AU call and put midpoint premiums by absolute delta.AngloGold Ashanti plc$0.62$2.09$3.55$5.02$6.49$74.81$82.37$89.94$97.50$105.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AU spot · $89.81AU PRICE$0.78$1.00$1.33$1.66$2.00$2.33$2.66$3.29$3.98$4.68$5.37$6.07$0.85$1.14$1.50$1.86$2.22$2.58$2.99$3.59$4.19$4.79$5.38$5.98
Puts——
Calls——
Skew——
Implied moveBearish±$5.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6553.0%8.5%84.0254.6%7.4%
25Δ95.0052.4%6.9%85.4353.4%6.2%
30Δ94.0452.4%6.2%86.3853.4%5.5%
35Δ93.0752.4%5.5%87.3353.3%4.8%
40Δ92.1152.4%4.8%88.2853.3%4.2%
45Δ91.1452.4%4.1%89.2353.2%3.5%
50Δ90.1852.4%3.4%90.1853.1%2.9%
55Δ89.1653.5%2.9%91.1252.7%2.5%
60Δ88.1454.9%2.6%92.0752.3%2.2%
65Δ87.1156.3%2.2%93.0151.9%1.8%
70Δ86.0857.7%1.8%93.9551.5%1.4%
75Δ85.0559.1%1.4%94.8951.1%1.0%
80Δ

20Δ

Calls
Pseudo strike
96.65
IV
53.0%
B/E move
8.5%
Puts
Pseudo strike
84.02
IV
54.6%
B/E move
7.4%

25Δ

Calls
Pseudo strike
95.00
IV
52.4%
B/E move
6.9%
Puts
Pseudo strike
85.43
IV
53.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
94.04
IV
52.4%
B/E move
6.2%
Puts
Pseudo strike
86.38
IV
53.4%
B/E move
5.5%

35Δ

Calls
Pseudo strike
93.07
IV
52.4%
B/E move
5.5%
Puts
Pseudo strike
87.33
IV
53.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
92.11
IV
52.4%
B/E move
4.8%
Puts
Pseudo strike
88.28
IV
53.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
91.14
IV
52.4%
B/E move
4.1%
Puts
Pseudo strike
89.23
IV
53.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
90.18
IV
52.4%
B/E move
3.4%
Puts
Pseudo strike
90.18
IV
53.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
89.16
IV
53.5%
B/E move
2.9%
Puts
Pseudo strike
91.12
IV
52.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
88.14
IV
54.9%
B/E move
2.6%
Puts
Pseudo strike
92.07
IV
52.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
87.11
IV
56.3%
B/E move
2.2%
Puts
Pseudo strike
93.01
IV
51.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
86.08
IV
57.7%
B/E move
1.8%
Puts
Pseudo strike
93.95
IV
51.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
85.05
IV
59.1%
B/E move
1.4%
Puts
Pseudo strike
94.89
IV
51.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.32%
Daily EOD
AU45.9%47.8%49.6%2026-10-19: 47.77%2026-10-20: 48.24%2026-10-21: 47.28%2026-10-22: 47.17%2026-10-23: 49.33%2026-10-26: 46.19%2026-10-27: 47.12%2026-10-28: 46.78%2026-10-29: 47.16%2026-10-30: 49.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.77%
48.24%
47.28%
47.17%
49.33%
46.19%
47.12%
46.78%
47.16%
49.32%