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B2Gold Corp. BTG

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-10T22:25:58.922Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:59:42.560334447Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:17:17.621753+00:00

Share price$5.34
1D-2.2%
AH$5.23$5.30$5.37$5.45$5.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTG
Sold putSold callAH

B2Gold Corp. options

Live interpolated BTG call and put midpoint premiums by absolute delta.B2Gold Corp.$0.00$0.57$1.15$1.72$2.29$4.83$5.24$5.65$6.06$6.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTG spot · $5.34BTG PRICE$0.04$0.06$0.07$0.13$0.35$0.57$0.80$1.02$1.24$1.46$1.68$1.90$2.13$0.05$0.07$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.29$0.42$0.56
PutsExpensive1.44×
CallsExpensive4.75×
SkewBullish-130.70 pp
Implied moveBullish±$0.95
TiltBullish63.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.8090.0%9.5%5.0670.0%6.2%
25Δ5.6983.3%7.7%5.1069.6%5.7%
30Δ5.5876.7%5.8%5.1569.3%5.2%
35Δ5.4480.5%4.3%5.2068.9%4.6%
40Δ5.20115.8%4.0%5.2468.5%4.1%
45Δ4.97151.2%3.7%5.2968.2%3.6%
50Δ4.73186.5%3.5%5.3467.8%3.1%
55Δ4.49221.9%3.2%5.3867.4%2.5%
60Δ4.25257.2%2.9%5.4367.1%2.0%
65Δ4.02292.6%2.6%5.4866.7%1.5%
70Δ3.78327.9%2.3%5.5773.3%1.1%
75Δ3.54363.2%2.0%5.7187.6%1.0%
80Δ3.30398.6%1.7%5.85101.8%0.9%

20Δ

Calls
Pseudo strike
5.80
IV
90.0%
B/E move
9.5%
Puts
Pseudo strike
5.06
IV
70.0%
B/E move
6.2%

25Δ

Calls
Pseudo strike
5.69
IV
83.3%
B/E move
7.7%
Puts
Pseudo strike
5.10
IV
69.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
5.58
IV
76.7%
B/E move
5.8%
Puts
Pseudo strike
5.15
IV
69.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
5.44
IV
80.5%
B/E move
4.3%
Puts
Pseudo strike
5.20
IV
68.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
5.20
IV
115.8%
B/E move
4.0%
Puts
Pseudo strike
5.24
IV
68.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
4.97
IV
151.2%
B/E move
3.7%
Puts
Pseudo strike
5.29
IV
68.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
4.73
IV
186.5%
B/E move
3.5%
Puts
Pseudo strike
5.34
IV
67.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
4.49
IV
221.9%
B/E move
3.2%
Puts
Pseudo strike
5.38
IV
67.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
4.25
IV
257.2%
B/E move
2.9%
Puts
Pseudo strike
5.43
IV
67.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
4.02
IV
292.6%
B/E move
2.6%
Puts
Pseudo strike
5.48
IV
66.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
3.78
IV
327.9%
B/E move
2.3%
Puts
Pseudo strike
5.57
IV
73.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
3.54
IV
363.2%
B/E move
2.0%
Puts
Pseudo strike
5.71
IV
87.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
3.30
IV
398.6%
B/E move
1.7%
Puts
Pseudo strike
5.85
IV
101.8%
B/E move
0.9%

Options history

IV · four-Friday blend65.92%
Daily close
BTG41.8%54.8%67.7%2026-08-14: 50.32%2026-08-21: 49.71%2026-08-31: 54.03%2026-09-04: 52.98%2026-09-08: 53.20%2026-09-09: 65.49%2026-09-18: 43.58%2026-09-22: 64.85%2026-10-07: 51.25%2026-10-26: 63.22%2026-10-27: 56.56%2026-10-29: 65.83%2026-10-30: 65.92%Aug 14Sep 18Oct 30
13 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
50.32%
49.71%
54.03%
52.98%
53.20%
65.49%
43.58%
64.85%
51.25%
63.22%
56.56%
65.83%
65.92%