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DRDGOLD Ltd. DRD

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Market datapartial · fetched 2026-10-22T14:35:22.796Z

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 · 2026-10-22T14:32:43.485526846Z

FundamentalsAlpha Vantage · unavailable

Share price$24.45
1D-1.2%
$24.38$24.49$24.60$24.71$24.825:30 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.$0.33$1.44$2.55$3.66$4.77$19.29$21.87$24.45$27.03$29.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRD spot · $24.45DRD PRICE$0.45$0.55$0.67$0.81$0.94$1.07$1.35$1.75$2.15$2.55$2.95$3.68$4.45$0.60$0.76$0.93$1.15$1.36$1.58$1.79$2.00$2.21$2.43$2.64$2.85$3.07
PutsCheap0.94×
CallsFair1.03×
SkewBullish-3.43 pp
Implied moveBearish±$3.14
TiltBalanced0.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1263.2%20.9%20.9971.3%16.6%
25Δ27.8258.0%16.0%21.8767.4%13.7%
30Δ27.0555.3%13.4%22.6564.1%11.2%
35Δ26.4553.3%11.5%23.2062.6%9.8%
40Δ25.8651.4%9.6%23.7561.2%8.4%
45Δ25.2649.4%7.7%24.3059.7%7.1%
50Δ24.7051.1%6.5%24.8458.2%5.7%
55Δ24.1655.4%6.0%25.2855.8%4.8%
60Δ23.6359.8%5.4%25.6853.0%4.0%
65Δ23.0964.1%4.9%26.0750.2%3.3%
70Δ22.5668.5%4.4%26.4647.4%2.6%
75Δ21.6773.5%3.7%26.8644.5%1.8%
80Δ20.7478.6%3.0%27.2541.7%1.1%

20Δ

Calls
Pseudo strike
29.12
IV
63.2%
B/E move
20.9%
Puts
Pseudo strike
20.99
IV
71.3%
B/E move
16.6%

25Δ

Calls
Pseudo strike
27.82
IV
58.0%
B/E move
16.0%
Puts
Pseudo strike
21.87
IV
67.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
27.05
IV
55.3%
B/E move
13.4%
Puts
Pseudo strike
22.65
IV
64.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
26.45
IV
53.3%
B/E move
11.5%
Puts
Pseudo strike
23.20
IV
62.6%
B/E move
9.8%

40Δ

Calls
Pseudo strike
25.86
IV
51.4%
B/E move
9.6%
Puts
Pseudo strike
23.75
IV
61.2%
B/E move
8.4%

45Δ

Calls
Pseudo strike
25.26
IV
49.4%
B/E move
7.7%
Puts
Pseudo strike
24.30
IV
59.7%
B/E move
7.1%

50Δ

Calls
Pseudo strike
24.70
IV
51.1%
B/E move
6.5%
Puts
Pseudo strike
24.84
IV
58.2%
B/E move
5.7%

55Δ

Calls
Pseudo strike
24.16
IV
55.4%
B/E move
6.0%
Puts
Pseudo strike
25.28
IV
55.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
23.63
IV
59.8%
B/E move
5.4%
Puts
Pseudo strike
25.68
IV
53.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
23.09
IV
64.1%
B/E move
4.9%
Puts
Pseudo strike
26.07
IV
50.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
22.56
IV
68.5%
B/E move
4.4%
Puts
Pseudo strike
26.46
IV
47.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
21.67
IV
73.5%
B/E move
3.7%
Puts
Pseudo strike
26.86
IV
44.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
20.74
IV
78.6%
B/E move
3.0%
Puts
Pseudo strike
27.25
IV
41.7%
B/E move
1.1%

Options history

No recorded observations