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Caledonia Mining Corporation Plc CMCL

i

Market datapartial · fetched 2026-11-11T05:54:45.617Z

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 · 2026-11-11T01:00:00.075295623Z

FundamentalsAlpha Vantage · unavailable

Share price$20.95
1D-0.5%
AH$20.48$20.80$21.13$21.45$21.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMCL
Sold putSold callAH

Caledonia Mining Corporation Plc options

Live interpolated CMCL call and put midpoint premiums by absolute delta.Caledonia Mining Corporation Plc$0.28$1.22$2.16$3.11$4.05$16.27$18.68$21.09$23.50$25.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMCL spot · $20.95CMCL PRICE$0.38$0.50$0.62$0.74$0.99$1.29$1.58$1.87$2.16$2.43$2.67$2.91$3.15$0.50$0.68$0.85$1.03$1.25$1.49$1.73$1.97$2.21$2.52$2.94$3.36$3.78
PutsExpensive1.83×
CallsExpensive1.35×
SkewBullish-8.35 pp
Implied moveBearish±$3.31
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.70110.0%19.7%18.26109.9%15.2%
25Δ24.03108.1%17.1%18.79112.4%13.5%
30Δ23.35106.2%14.4%19.32114.8%11.8%
35Δ22.67104.3%11.8%19.85117.3%10.1%
40Δ22.15108.9%10.5%20.34116.6%8.9%
45Δ21.68115.9%9.6%20.81114.6%7.8%
50Δ21.20122.9%8.7%21.28112.6%6.7%
55Δ20.73129.8%7.9%21.75110.7%5.6%
60Δ20.26136.8%7.0%22.22108.7%4.5%
65Δ19.79136.9%6.1%22.72106.7%3.6%
70Δ19.33128.6%5.0%23.27104.7%2.9%
75Δ18.88120.3%4.0%23.83102.6%2.3%
80Δ18.42112.0%2.9%24.38100.6%1.7%

20Δ

Calls
Pseudo strike
24.70
IV
110.0%
B/E move
19.7%
Puts
Pseudo strike
18.26
IV
109.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
24.03
IV
108.1%
B/E move
17.1%
Puts
Pseudo strike
18.79
IV
112.4%
B/E move
13.5%

30Δ

Calls
Pseudo strike
23.35
IV
106.2%
B/E move
14.4%
Puts
Pseudo strike
19.32
IV
114.8%
B/E move
11.8%

35Δ

Calls
Pseudo strike
22.67
IV
104.3%
B/E move
11.8%
Puts
Pseudo strike
19.85
IV
117.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
22.15
IV
108.9%
B/E move
10.5%
Puts
Pseudo strike
20.34
IV
116.6%
B/E move
8.9%

45Δ

Calls
Pseudo strike
21.68
IV
115.9%
B/E move
9.6%
Puts
Pseudo strike
20.81
IV
114.6%
B/E move
7.8%

50Δ

Calls
Pseudo strike
21.20
IV
122.9%
B/E move
8.7%
Puts
Pseudo strike
21.28
IV
112.6%
B/E move
6.7%

55Δ

Calls
Pseudo strike
20.73
IV
129.8%
B/E move
7.9%
Puts
Pseudo strike
21.75
IV
110.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
20.26
IV
136.8%
B/E move
7.0%
Puts
Pseudo strike
22.22
IV
108.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
19.79
IV
136.9%
B/E move
6.1%
Puts
Pseudo strike
22.72
IV
106.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
19.33
IV
128.6%
B/E move
5.0%
Puts
Pseudo strike
23.27
IV
104.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
18.88
IV
120.3%
B/E move
4.0%
Puts
Pseudo strike
23.83
IV
102.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
18.42
IV
112.0%
B/E move
2.9%
Puts
Pseudo strike
24.38
IV
100.6%
B/E move
1.7%

Options history

IV · four-Friday blend56.39%
Daily EOD
CMCL48.1%57.1%66.0%2026-10-19: 54.63%2026-10-20: 55.41%2026-10-21: 49.82%2026-10-22: 57.41%2026-10-23: 49.37%2026-10-26: 53.55%2026-10-27: 52.95%2026-10-28: 64.79%2026-10-29: 51.89%2026-10-30: 56.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.63%
55.41%
49.82%
57.41%
49.37%
53.55%
52.95%
64.79%
51.89%
56.39%