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AngloGold Ashanti plc AU

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-23T05:57:51.101Z

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 · 2026-10-22T23:18:12.154777326Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:57:50.556208+00:00

Share price$85.41
1D-3.1%
AH$84$86$87$88$895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAU
Sold putSold callAH

AngloGold Ashanti plc options

Live interpolated AU call and put midpoint premiums by absolute delta.AngloGold Ashanti plc$0.87$4.66$8.45$12.24$16.04$66.78$76.02$85.26$94.50$103.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AU spot · $85.41AU PRICE$1.28$1.66$2.00$2.34$2.87$3.48$4.09$4.70$5.52$6.34$7.17$8.26$9.68$1.41$1.88$2.48$3.34$4.21$5.07$5.82$6.58$7.34$8.75$10.29$12.25$14.94
PutsCheap0.84×
CallsFair0.96×
SkewBearish+6.37 pp
Implied moveBearish±$9.91
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.6751.0%15.8%77.1347.8%11.3%
25Δ95.0750.5%13.3%78.8448.5%9.9%
30Δ92.8847.8%11.1%80.4949.8%8.7%
35Δ90.7045.0%8.9%82.0152.3%7.9%
40Δ89.0844.5%7.6%83.5254.8%7.1%
45Δ87.7145.2%6.8%85.0457.2%6.4%
50Δ86.3545.8%5.9%86.6155.5%5.4%
55Δ84.9946.4%5.0%88.1953.7%4.5%
60Δ83.5846.2%4.3%89.7652.0%3.5%
65Δ82.1646.1%3.6%91.7152.5%2.9%
70Δ80.7545.9%2.9%93.7353.4%2.3%
75Δ79.1446.0%2.3%96.1554.9%1.8%
80Δ77.3046.3%1.8%99.2557.2%1.3%

20Δ

Calls
Pseudo strike
97.67
IV
51.0%
B/E move
15.8%
Puts
Pseudo strike
77.13
IV
47.8%
B/E move
11.3%

25Δ

Calls
Pseudo strike
95.07
IV
50.5%
B/E move
13.3%
Puts
Pseudo strike
78.84
IV
48.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
92.88
IV
47.8%
B/E move
11.1%
Puts
Pseudo strike
80.49
IV
49.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
90.70
IV
45.0%
B/E move
8.9%
Puts
Pseudo strike
82.01
IV
52.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
89.08
IV
44.5%
B/E move
7.6%
Puts
Pseudo strike
83.52
IV
54.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
87.71
IV
45.2%
B/E move
6.8%
Puts
Pseudo strike
85.04
IV
57.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
86.35
IV
45.8%
B/E move
5.9%
Puts
Pseudo strike
86.61
IV
55.5%
B/E move
5.4%

55Δ

Calls
Pseudo strike
84.99
IV
46.4%
B/E move
5.0%
Puts
Pseudo strike
88.19
IV
53.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
83.58
IV
46.2%
B/E move
4.3%
Puts
Pseudo strike
89.76
IV
52.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
82.16
IV
46.1%
B/E move
3.6%
Puts
Pseudo strike
91.71
IV
52.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
80.75
IV
45.9%
B/E move
2.9%
Puts
Pseudo strike
93.73
IV
53.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
79.14
IV
46.0%
B/E move
2.3%
Puts
Pseudo strike
96.15
IV
54.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
77.30
IV
46.3%
B/E move
1.8%
Puts
Pseudo strike
99.25
IV
57.2%
B/E move
1.3%

Options history

AU47.2147.7648.312026-10-20: 48.24%2026-10-21: 47.28%Oct 20Oct 21
Table
DateIV
48.24%
47.28%