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Caledonia Mining Corporation Plc CMCL

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Market datapartial · fetched 2026-10-22T21:11:27.030Z

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 · 2026-10-22T20:10:00.006690412Z

FundamentalsAlpha Vantage · unavailable

Share price$21.86
1D-3.3%
AH$21.47$21.77$22.08$22.39$22.695:30 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$0.22$1.88$3.53$5.19$6.85$17.13$19.71$22.28$24.86$27.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMCL spot · $21.86CMCL PRICE$0.40$0.52$0.74$0.96$1.17$1.39$1.63$1.99$2.36$2.72$3.11$3.81$4.51$0.41$0.50$0.63$0.75$0.88$1.00$1.13$1.25$1.98$3.08$4.17$5.27$6.37
PutsCheap0.84×
CallsExpensive1.43×
SkewBullish-23.33 pp
Implied moveBullish±$2.76
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3070.4%26.7%19.2657.0%13.8%
25Δ24.7957.8%15.8%20.0950.7%10.4%
30Δ24.3261.2%14.6%20.4749.0%9.3%
35Δ23.8564.6%13.5%20.8447.3%8.1%
40Δ23.3768.0%12.3%21.2245.5%6.9%
45Δ22.9071.4%11.1%21.6043.8%5.8%
50Δ22.4174.6%10.0%21.9842.1%4.6%
55Δ21.7976.7%8.8%22.3640.4%3.5%
60Δ21.1878.8%7.7%23.2344.0%2.8%
65Δ20.5680.9%6.5%24.4050.8%2.4%
70Δ19.9283.2%5.4%25.5857.7%2.1%
75Δ19.0287.7%4.5%26.7664.5%1.7%
80Δ18.1392.2%3.6%27.9371.3%1.4%

20Δ

Calls
Pseudo strike
27.30
IV
70.4%
B/E move
26.7%
Puts
Pseudo strike
19.26
IV
57.0%
B/E move
13.8%

25Δ

Calls
Pseudo strike
24.79
IV
57.8%
B/E move
15.8%
Puts
Pseudo strike
20.09
IV
50.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
24.32
IV
61.2%
B/E move
14.6%
Puts
Pseudo strike
20.47
IV
49.0%
B/E move
9.3%

35Δ

Calls
Pseudo strike
23.85
IV
64.6%
B/E move
13.5%
Puts
Pseudo strike
20.84
IV
47.3%
B/E move
8.1%

40Δ

Calls
Pseudo strike
23.37
IV
68.0%
B/E move
12.3%
Puts
Pseudo strike
21.22
IV
45.5%
B/E move
6.9%

45Δ

Calls
Pseudo strike
22.90
IV
71.4%
B/E move
11.1%
Puts
Pseudo strike
21.60
IV
43.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
22.41
IV
74.6%
B/E move
10.0%
Puts
Pseudo strike
21.98
IV
42.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
21.79
IV
76.7%
B/E move
8.8%
Puts
Pseudo strike
22.36
IV
40.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
21.18
IV
78.8%
B/E move
7.7%
Puts
Pseudo strike
23.23
IV
44.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
20.56
IV
80.9%
B/E move
6.5%
Puts
Pseudo strike
24.40
IV
50.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
19.92
IV
83.2%
B/E move
5.4%
Puts
Pseudo strike
25.58
IV
57.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
19.02
IV
87.7%
B/E move
4.5%
Puts
Pseudo strike
26.76
IV
64.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
18.13
IV
92.2%
B/E move
3.6%
Puts
Pseudo strike
27.93
IV
71.3%
B/E move
1.4%

Options history

CMCL49.3752.6255.862026-10-20: 55.41%2026-10-21: 49.82%Oct 20Oct 21
Table
DateIV
55.41%
49.82%