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Caledonia Mining Corporation CMCL

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T03:54:38.181Z

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 · 2026-10-22T00:00:00.036985604Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:50:54.479750+00:00

Share price$22.79
1D-0.8%
AH$22.57$22.77$22.97$23.17$23.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMCL
Sold putSold callAH

Caledonia Mining Corporation options

Live interpolated CMCL call and put midpoint premiums by absolute delta.Caledonia Mining Corporation$0.29$1.51$2.74$3.96$5.18$17.71$20.20$22.68$25.16$27.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMCL spot · $22.79CMCL PRICE$0.42$0.47$0.58$0.76$0.94$1.13$1.31$1.49$1.84$2.32$2.80$3.28$4.83$0.56$0.61$0.65$0.69$0.74$0.90$1.13$1.36$1.59$1.82$2.06$2.29
PutsCheap0.69×
CallsExpensive1.15×
SkewBullish-16.01 pp
Implied moveBullish±$2.44
TiltBullish21.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.6375.4%31.9%19.5272.4%16.8%
25Δ26.6957.7%19.2%20.4661.1%12.9%
30Δ24.8248.0%11.4%21.0753.5%10.4%
35Δ24.3949.0%10.4%21.6845.9%7.9%
40Δ23.9750.1%9.3%22.2938.3%5.4%
45Δ23.5451.1%8.2%22.7235.8%4.2%
50Δ23.1152.2%7.2%23.0736.1%3.7%
55Δ22.6953.2%6.1%23.4136.4%3.2%
60Δ22.1556.1%5.3%23.7636.7%2.7%
65Δ21.5460.4%4.7%24.1037.0%2.2%
70Δ20.9364.8%4.1%24.4537.2%1.7%
75Δ20.3169.1%3.5%24.7937.5%1.2%
80Δ18.6892.6%3.2%

20Δ

Calls
Pseudo strike
29.63
IV
75.4%
B/E move
31.9%
Puts
Pseudo strike
19.52
IV
72.4%
B/E move
16.8%

25Δ

Calls
Pseudo strike
26.69
IV
57.7%
B/E move
19.2%
Puts
Pseudo strike
20.46
IV
61.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
24.82
IV
48.0%
B/E move
11.4%
Puts
Pseudo strike
21.07
IV
53.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
24.39
IV
49.0%
B/E move
10.4%
Puts
Pseudo strike
21.68
IV
45.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
23.97
IV
50.1%
B/E move
9.3%
Puts
Pseudo strike
22.29
IV
38.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
23.54
IV
51.1%
B/E move
8.2%
Puts
Pseudo strike
22.72
IV
35.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
23.11
IV
52.2%
B/E move
7.2%
Puts
Pseudo strike
23.07
IV
36.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
22.69
IV
53.2%
B/E move
6.1%
Puts
Pseudo strike
23.41
IV
36.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
22.15
IV
56.1%
B/E move
5.3%
Puts
Pseudo strike
23.76
IV
36.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
21.54
IV
60.4%
B/E move
4.7%
Puts
Pseudo strike
24.10
IV
37.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
20.93
IV
64.8%
B/E move
4.1%
Puts
Pseudo strike
24.45
IV
37.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
20.31
IV
69.1%
B/E move
3.5%
Puts
Pseudo strike
24.79
IV
37.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
18.68
IV
92.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations