IntraAlpha
Create free account Start free

Centerra Gold Inc. CGAU

i

Market datapartial · fetched 2026-10-23T15:55:28.921Z

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 · 2026-10-23T15:55:07.647962078Z

FundamentalsAlpha Vantage · unavailable

Share price$20.44
1D+1.0%
$19.72$19.93$20.14$20.35$20.565:30 AM6:30 AM9:00 AM1:00 PMCGAU
Sold putSold call

Centerra Gold Inc. options

Live interpolated CGAU call and put midpoint premiums by absolute delta.Centerra Gold Inc.$0.34$1.43$2.52$3.62$4.71$15.34$17.60$19.87$22.13$24.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGAU spot · $20.44CGAU PRICE$0.47$0.46$0.51$0.63$0.75$0.88$1.00$1.12$1.24$0.61$0.91$1.21$1.51$1.81$1.97$2.10$2.22$2.34$2.47$2.67$3.53$4.39
PutsExpensive1.23×
CallsFair0.99×
SkewBearish+20.47 pp
Implied moveBearish±$3.09
TiltBearish59.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.2692.6%35.7%18.0565.6%14.7%
25Δ24.0964.5%20.1%18.5172.6%13.9%
30Δ22.3149.8%11.7%18.9879.6%13.1%
35Δ21.9348.9%10.4%19.4486.6%12.3%
40Δ21.5547.9%9.1%19.9093.6%11.5%
45Δ21.1746.9%7.9%20.3589.9%10.1%
50Δ20.7946.0%6.6%20.7983.2%8.6%
55Δ20.4145.0%5.3%21.2376.5%7.0%
60Δ20.0344.0%4.1%21.6769.8%5.4%
65Δ22.1163.1%3.9%
70Δ22.6157.7%2.5%
75Δ23.5662.4%2.0%
80Δ24.5267.1%1.5%

20Δ

Calls
Pseudo strike
27.26
IV
92.6%
B/E move
35.7%
Puts
Pseudo strike
18.05
IV
65.6%
B/E move
14.7%

25Δ

Calls
Pseudo strike
24.09
IV
64.5%
B/E move
20.1%
Puts
Pseudo strike
18.51
IV
72.6%
B/E move
13.9%

30Δ

Calls
Pseudo strike
22.31
IV
49.8%
B/E move
11.7%
Puts
Pseudo strike
18.98
IV
79.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
21.93
IV
48.9%
B/E move
10.4%
Puts
Pseudo strike
19.44
IV
86.6%
B/E move
12.3%

40Δ

Calls
Pseudo strike
21.55
IV
47.9%
B/E move
9.1%
Puts
Pseudo strike
19.90
IV
93.6%
B/E move
11.5%

45Δ

Calls
Pseudo strike
21.17
IV
46.9%
B/E move
7.9%
Puts
Pseudo strike
20.35
IV
89.9%
B/E move
10.1%

50Δ

Calls
Pseudo strike
20.79
IV
46.0%
B/E move
6.6%
Puts
Pseudo strike
20.79
IV
83.2%
B/E move
8.6%

55Δ

Calls
Pseudo strike
20.41
IV
45.0%
B/E move
5.3%
Puts
Pseudo strike
21.23
IV
76.5%
B/E move
7.0%

60Δ

Calls
Pseudo strike
20.03
IV
44.0%
B/E move
4.1%
Puts
Pseudo strike
21.67
IV
69.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.11
IV
63.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.61
IV
57.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.56
IV
62.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.52
IV
67.1%
B/E move
1.5%

Options history

CGAU50.7253.2555.782026-10-20: 55.43%2026-10-21: 51.07%2026-10-22: 54.55%Oct 20Oct 22
Table
DateIV
55.43%
51.07%
54.55%