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Centerra Gold Inc. CGAU

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Market datapartial · fetched 2026-10-23T03:51:05.872Z

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 · 2026-10-22T23:00:00.002247921Z

FundamentalsAlpha Vantage · unavailable

Share price$20.50
1D-2.8%
AH$20.19$20.44$20.69$20.95$21.205:30 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.$0.24$1.81$3.37$4.93$6.50$16.21$18.48$20.76$23.04$25.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGAU spot · $20.50CGAU PRICE$0.47$0.46$0.55$0.77$0.99$1.21$1.43$1.65$1.90$2.37$2.85$3.32$4.07$0.41$0.55$0.68$0.82$0.96$1.23$1.50$1.77$2.04$2.31$2.87$4.46$6.05
PutsFair0.99×
CallsExpensive1.25×
SkewBullish-9.77 pp
Implied moveBearish±$2.93
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3491.6%35.6%18.1454.5%13.5%
25Δ24.2464.0%20.5%18.6154.2%11.9%
30Δ22.3349.9%11.6%19.0853.9%10.2%
35Δ21.9353.1%10.7%19.5553.6%8.6%
40Δ21.5456.2%9.9%20.0253.3%7.0%
45Δ21.1459.3%9.0%20.4553.8%6.3%
50Δ20.7562.4%8.2%20.8854.2%5.5%
55Δ20.3665.6%7.3%21.3154.6%4.7%
60Δ19.9468.8%6.5%21.7455.1%3.9%
65Δ19.2972.6%5.7%22.1755.5%3.2%
70Δ18.6576.4%4.9%22.8559.5%2.5%
75Δ18.0180.3%4.1%24.4576.3%2.5%
80Δ17.1389.3%3.4%26.1484.0%2.0%

20Δ

Calls
Pseudo strike
27.34
IV
91.6%
B/E move
35.6%
Puts
Pseudo strike
18.14
IV
54.5%
B/E move
13.5%

25Δ

Calls
Pseudo strike
24.24
IV
64.0%
B/E move
20.5%
Puts
Pseudo strike
18.61
IV
54.2%
B/E move
11.9%

30Δ

Calls
Pseudo strike
22.33
IV
49.9%
B/E move
11.6%
Puts
Pseudo strike
19.08
IV
53.9%
B/E move
10.2%

35Δ

Calls
Pseudo strike
21.93
IV
53.1%
B/E move
10.7%
Puts
Pseudo strike
19.55
IV
53.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
21.54
IV
56.2%
B/E move
9.9%
Puts
Pseudo strike
20.02
IV
53.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
21.14
IV
59.3%
B/E move
9.0%
Puts
Pseudo strike
20.45
IV
53.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
20.75
IV
62.4%
B/E move
8.2%
Puts
Pseudo strike
20.88
IV
54.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
20.36
IV
65.6%
B/E move
7.3%
Puts
Pseudo strike
21.31
IV
54.6%
B/E move
4.7%

60Δ

Calls
Pseudo strike
19.94
IV
68.8%
B/E move
6.5%
Puts
Pseudo strike
21.74
IV
55.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
19.29
IV
72.6%
B/E move
5.7%
Puts
Pseudo strike
22.17
IV
55.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
18.65
IV
76.4%
B/E move
4.9%
Puts
Pseudo strike
22.85
IV
59.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
18.01
IV
80.3%
B/E move
4.1%
Puts
Pseudo strike
24.45
IV
76.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
17.13
IV
89.3%
B/E move
3.4%
Puts
Pseudo strike
26.14
IV
84.0%
B/E move
2.0%

Options history

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