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DRDGOLD Ltd. DRD

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-11T15:51:01.649Z

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 · 2026-11-11T15:49:00.134763042Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:51:01.050331+00:00

Share price$24.28
1D-1.5%
$24.21$24.33$24.46$24.58$24.705:30 AM6:30 AM9:00 AM1:00 PMDRD
Sold putSold call

DRDGOLD Ltd. options

Live interpolated DRD call and put midpoint premiums by absolute delta.DRDGOLD Ltd.$0.38$1.15$1.91$2.67$3.43$21.26$22.98$24.69$26.41$28.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DRD spot · $24.28DRD PRICE$0.47$0.54$0.61$0.68$0.92$1.22$1.51$1.80$2.09$2.39$2.77$3.21$0.57$0.68$0.78$0.89$1.00$1.10$1.21$1.32
Puts——
Calls——
Skew——
Implied moveBalanced±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.51129.0%17.9%
25Δ27.1389.5%13.7%21.09120.8%15.9%
30Δ26.4782.1%11.2%21.67112.7%14.0%
35Δ25.8174.7%8.8%22.24104.5%12.1%
40Δ25.1567.2%6.4%22.8296.4%10.1%
45Δ24.6969.5%5.5%23.4088.2%8.2%
50Δ24.2874.6%5.0%23.9880.1%6.2%
55Δ23.8879.8%4.6%24.5671.9%4.3%
60Δ23.4784.9%4.1%
65Δ23.0690.0%3.6%
70Δ22.6695.2%3.1%
75Δ22.1495.7%2.6%
80Δ21.5693.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.51
IV
129.0%
B/E move
17.9%

25Δ

Calls
Pseudo strike
27.13
IV
89.5%
B/E move
13.7%
Puts
Pseudo strike
21.09
IV
120.8%
B/E move
15.9%

30Δ

Calls
Pseudo strike
26.47
IV
82.1%
B/E move
11.2%
Puts
Pseudo strike
21.67
IV
112.7%
B/E move
14.0%

35Δ

Calls
Pseudo strike
25.81
IV
74.7%
B/E move
8.8%
Puts
Pseudo strike
22.24
IV
104.5%
B/E move
12.1%

40Δ

Calls
Pseudo strike
25.15
IV
67.2%
B/E move
6.4%
Puts
Pseudo strike
22.82
IV
96.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
24.69
IV
69.5%
B/E move
5.5%
Puts
Pseudo strike
23.40
IV
88.2%
B/E move
8.2%

50Δ

Calls
Pseudo strike
24.28
IV
74.6%
B/E move
5.0%
Puts
Pseudo strike
23.98
IV
80.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
23.88
IV
79.8%
B/E move
4.6%
Puts
Pseudo strike
24.56
IV
71.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
23.47
IV
84.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.06
IV
90.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.66
IV
95.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.14
IV
95.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.56
IV
93.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.38%
Daily EOD
DRD47.8%53.0%58.2%2026-10-19: 51.92%2026-10-20: 48.48%2026-10-21: 50.70%2026-10-22: 51.00%2026-10-23: 52.27%2026-10-26: 57.44%2026-10-27: 50.74%2026-10-28: 56.36%2026-10-29: 52.40%2026-10-30: 55.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.92%
48.48%
50.70%
51.00%
52.27%
57.44%
50.74%
56.36%
52.40%
55.38%