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Aya Gold & Silver Inc. Common Shares AYA

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Market datapartial · fetched 2026-10-22T23:21:41.357Z

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 · 2026-10-22T23:07:06.626401614Z

FundamentalsAlpha Vantage · unavailable

Share price$23.95
1D-7.2%
AH$23.64$24.21$24.77$25.33$25.905:30 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$0.37$1.67$2.98$4.28$5.58$17.59$20.71$23.84$26.97$30.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AYA spot · $23.95AYA PRICE$0.51$0.69$0.87$1.05$1.23$1.40$1.68$1.97$2.26$2.54$3.23$4.15$5.20$0.63$0.86$1.08$1.32$1.60$1.88$2.16
PutsCheap0.94×
CallsFair1.03×
SkewBullish-1.49 pp
Implied moveBearish±$3.83
TiltBullish47.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.2470.1%24.2%20.6271.6%16.5%
25Δ28.4169.7%21.5%21.3072.4%14.6%
30Δ27.5869.3%18.8%21.9973.1%12.7%
35Δ26.7569.0%16.1%22.6573.3%10.9%
40Δ25.9368.6%13.4%23.2672.0%9.6%
45Δ25.1068.2%10.7%23.8670.7%8.2%
50Δ24.4868.3%9.2%24.4769.4%6.8%
55Δ23.8968.4%8.0%
60Δ23.3068.5%6.7%
65Δ22.7268.6%5.5%
70Δ21.8575.9%4.7%
75Δ20.8387.4%4.3%
80Δ19.67100.3%3.9%

20Δ

Calls
Pseudo strike
29.24
IV
70.1%
B/E move
24.2%
Puts
Pseudo strike
20.62
IV
71.6%
B/E move
16.5%

25Δ

Calls
Pseudo strike
28.41
IV
69.7%
B/E move
21.5%
Puts
Pseudo strike
21.30
IV
72.4%
B/E move
14.6%

30Δ

Calls
Pseudo strike
27.58
IV
69.3%
B/E move
18.8%
Puts
Pseudo strike
21.99
IV
73.1%
B/E move
12.7%

35Δ

Calls
Pseudo strike
26.75
IV
69.0%
B/E move
16.1%
Puts
Pseudo strike
22.65
IV
73.3%
B/E move
10.9%

40Δ

Calls
Pseudo strike
25.93
IV
68.6%
B/E move
13.4%
Puts
Pseudo strike
23.26
IV
72.0%
B/E move
9.6%

45Δ

Calls
Pseudo strike
25.10
IV
68.2%
B/E move
10.7%
Puts
Pseudo strike
23.86
IV
70.7%
B/E move
8.2%

50Δ

Calls
Pseudo strike
24.48
IV
68.3%
B/E move
9.2%
Puts
Pseudo strike
24.47
IV
69.4%
B/E move
6.8%

55Δ

Calls
Pseudo strike
23.89
IV
68.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.30
IV
68.5%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.72
IV
68.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.85
IV
75.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.83
IV
87.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.67
IV
100.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

AYA68.0069.3870.762026-10-20: 70.57%2026-10-21: 68.19%Oct 20Oct 21
Table
DateIV
70.57%
68.19%