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Aya Gold & Silver Inc. Common Shares AYA

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Market datapartial · fetched 2026-11-12T02:59:39.749Z

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 · 2026-11-11T21:12:52.783835605Z

FundamentalsAlpha Vantage · unavailable

Share price$25.00
1D-3.1%
AH$24.29$24.73$25.17$25.60$26.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAYA
Sold putSold callAH

Aya Gold & Silver Inc. Common Shares options

Live interpolated AYA call and put midpoint premiums by absolute delta.Aya Gold & Silver Inc. Common Shares$0.19$1.59$3.00$4.41$5.82$20.08$22.61$25.14$27.66$30.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AYA spot · $25.00AYA PRICE$0.34$0.43$0.53$0.62$0.72$0.81$0.91$1.20$1.65$2.10$2.56$3.01$3.47$0.40$0.57$0.74$0.91$1.08$1.25$1.69$2.31$2.93$3.55$4.17$4.79$5.41
PutsCheap0.93×
CallsCheap0.62×
SkewBearish+27.18 pp
Implied moveBearish±$2.60
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8179.5%16.6%22.6282.2%11.1%
25Δ28.2276.4%14.6%23.0682.8%10.0%
30Δ27.6373.4%12.6%23.5083.4%9.0%
35Δ27.0470.4%10.7%23.9484.0%7.9%
40Δ26.4567.4%8.7%24.3884.6%6.8%
45Δ25.8664.3%6.7%24.8285.2%5.7%
50Δ25.2761.3%4.7%25.4488.7%5.0%
55Δ24.7060.9%3.6%26.2094.2%4.5%
60Δ24.1562.6%3.2%26.9599.6%3.9%
65Δ23.5964.4%2.8%27.70105.1%3.4%
70Δ23.0466.1%2.4%28.45110.5%2.9%
75Δ22.4867.9%2.0%29.20116.0%2.4%
80Δ21.9369.6%1.6%29.95121.4%1.8%

20Δ

Calls
Pseudo strike
28.81
IV
79.5%
B/E move
16.6%
Puts
Pseudo strike
22.62
IV
82.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
28.22
IV
76.4%
B/E move
14.6%
Puts
Pseudo strike
23.06
IV
82.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
27.63
IV
73.4%
B/E move
12.6%
Puts
Pseudo strike
23.50
IV
83.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
27.04
IV
70.4%
B/E move
10.7%
Puts
Pseudo strike
23.94
IV
84.0%
B/E move
7.9%

40Δ

Calls
Pseudo strike
26.45
IV
67.4%
B/E move
8.7%
Puts
Pseudo strike
24.38
IV
84.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
25.86
IV
64.3%
B/E move
6.7%
Puts
Pseudo strike
24.82
IV
85.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
25.27
IV
61.3%
B/E move
4.7%
Puts
Pseudo strike
25.44
IV
88.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
24.70
IV
60.9%
B/E move
3.6%
Puts
Pseudo strike
26.20
IV
94.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
24.15
IV
62.6%
B/E move
3.2%
Puts
Pseudo strike
26.95
IV
99.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
23.59
IV
64.4%
B/E move
2.8%
Puts
Pseudo strike
27.70
IV
105.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
23.04
IV
66.1%
B/E move
2.4%
Puts
Pseudo strike
28.45
IV
110.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
22.48
IV
67.9%
B/E move
2.0%
Puts
Pseudo strike
29.20
IV
116.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
21.93
IV
69.6%
B/E move
1.6%
Puts
Pseudo strike
29.95
IV
121.4%
B/E move
1.8%

Options history

IV · four-Friday blend69.29%
Daily close
AYA67.5%72.6%77.8%2026-08-21: 74.52%2026-08-24: 74.13%2026-08-25: 73.88%2026-08-26: 75.91%2026-08-27: 75.20%2026-08-28: 73.45%2026-08-31: 74.53%2026-09-01: 73.51%2026-09-02: 72.90%2026-09-03: 75.01%2026-09-04: 74.50%2026-09-08: 77.08%2026-09-09: 74.69%2026-09-18: 72.36%2026-09-21: 74.71%2026-09-22: 74.92%2026-09-23: 72.88%2026-09-24: 72.67%2026-09-25: 70.79%2026-09-28: 72.90%2026-09-29: 73.84%2026-10-01: 73.29%2026-10-16: 71.11%2026-10-19: 69.99%2026-10-20: 70.57%2026-10-21: 68.20%2026-10-22: 69.22%2026-10-23: 68.94%2026-10-26: 69.14%2026-10-27: 71.78%2026-10-28: 69.66%2026-10-29: 69.08%2026-10-30: 69.29%Aug 21Sep 23Oct 30
33 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
74.52%
74.13%
73.88%
75.91%
75.20%
73.45%
74.53%
73.51%
72.90%
75.01%
74.50%
77.08%
74.69%
72.36%
74.71%
74.92%
72.88%
72.67%
70.79%
72.90%
73.84%
73.29%
71.11%
69.99%
70.57%
68.20%
69.22%
68.94%
69.14%
71.78%
69.66%
69.08%
69.29%