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Centerra Gold Inc. CGAU

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-13T02:09:52.793Z

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 · 2026-11-13T00:00:00.002255483Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:52.050040+00:00

Share price$20.29
1D-1.0%
AH$20.24$20.41$20.58$20.74$20.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGAU
Sold putSold callAH

Centerra Gold Inc. options

Live interpolated CGAU call and put midpoint premiums by absolute delta.Centerra Gold Inc.$0.38$1.16$1.95$2.73$3.52$16.92$18.74$20.56$22.38$24.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CGAU spot · $20.29CGAU PRICE$0.97$1.17$1.37$1.57$1.77$2.03$2.35$2.66$2.98$3.29$0.46$0.61$0.75$0.89$1.04$1.18$1.32$1.46$1.60$1.75$1.89$2.03$2.17
PutsExpensive1.08×
Calls——
Skew——
Implied moveBullish±$2.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.4682.7%11.3%
25Δ18.7988.4%10.4%
30Δ19.1394.0%9.4%
35Δ21.28101.0%9.6%19.4699.6%8.5%
40Δ20.99110.4%9.2%19.80105.3%7.5%
45Δ20.70119.8%8.8%20.12106.5%6.7%
50Δ20.41129.2%8.3%20.41101.1%5.9%
55Δ20.12138.7%7.9%20.7195.7%5.2%
60Δ19.68141.5%7.0%21.0090.3%4.4%
65Δ19.14139.8%5.9%21.2984.9%3.7%
70Δ18.60138.2%4.8%21.5979.5%2.9%
75Δ18.05136.5%3.7%21.8874.0%2.2%
80Δ17.51134.8%2.5%22.1868.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.46
IV
82.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.79
IV
88.4%
B/E move
10.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.13
IV
94.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
21.28
IV
101.0%
B/E move
9.6%
Puts
Pseudo strike
19.46
IV
99.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
20.99
IV
110.4%
B/E move
9.2%
Puts
Pseudo strike
19.80
IV
105.3%
B/E move
7.5%

45Δ

Calls
Pseudo strike
20.70
IV
119.8%
B/E move
8.8%
Puts
Pseudo strike
20.12
IV
106.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
20.41
IV
129.2%
B/E move
8.3%
Puts
Pseudo strike
20.41
IV
101.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
20.12
IV
138.7%
B/E move
7.9%
Puts
Pseudo strike
20.71
IV
95.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
19.68
IV
141.5%
B/E move
7.0%
Puts
Pseudo strike
21.00
IV
90.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
19.14
IV
139.8%
B/E move
5.9%
Puts
Pseudo strike
21.29
IV
84.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
18.60
IV
138.2%
B/E move
4.8%
Puts
Pseudo strike
21.59
IV
79.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
18.05
IV
136.5%
B/E move
3.7%
Puts
Pseudo strike
21.88
IV
74.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.51
IV
134.8%
B/E move
2.5%
Puts
Pseudo strike
22.18
IV
68.6%
B/E move
1.4%

Options history

IV · four-Friday blend53.19%
Daily EOD
CGAU50.3%56.0%61.6%2026-10-19: 56.65%2026-10-20: 55.43%2026-10-21: 51.07%2026-10-22: 54.55%2026-10-23: 57.10%2026-10-26: 60.21%2026-10-27: 57.37%2026-10-28: 60.86%2026-10-29: 53.16%2026-10-30: 53.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.65%
55.43%
51.07%
54.55%
57.10%
60.21%
57.37%
60.86%
53.16%
53.19%