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DRDGOLD Limited ADR DRD

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T15:25:40.439Z

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 · 2026-10-22T15:25:15.121527726Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T15:25:39.086509+00:00

Share price$24.52
1D-1.0%
$24.37$24.48$24.60$24.71$24.825:30 AM6:30 AM9:00 AM1:00 PMDRD
Sold putSold call

DRDGOLD Limited ADR options

Live interpolated DRD call and put midpoint premiums by absolute delta.DRDGOLD Limited ADR$0.33$1.40$2.47$3.54$4.61$19.36$21.92$24.47$27.02$29.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRD spot · $24.52DRD PRICE$0.44$0.55$0.67$0.80$0.94$1.07$1.32$1.71$2.10$2.50$2.89$3.54$4.30$0.54$0.63$0.85$1.09$1.33$1.58$1.82$2.05$2.27$2.50$2.72$2.95$3.17
PutsCheap0.91×
CallsFair1.00×
SkewBullish-4.08 pp
Implied moveBearish±$3.13
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1562.7%20.7%21.2366.0%15.6%
25Δ27.8757.5%15.9%22.3157.1%11.6%
30Δ27.0954.7%13.2%22.9156.1%10.0%
35Δ26.5052.9%11.4%23.4256.8%8.9%
40Δ25.9251.2%9.6%23.9357.5%7.8%
45Δ25.3449.4%7.7%24.4358.2%6.8%
50Δ24.7850.0%6.4%24.9458.9%5.7%
55Δ24.2454.0%5.9%25.3656.7%4.9%
60Δ23.7158.0%5.3%25.7854.0%4.1%
65Δ23.1861.9%4.7%26.2051.3%3.3%
70Δ22.6565.9%4.2%26.6148.6%2.5%
75Δ21.8470.3%3.5%27.0345.9%1.8%
80Δ20.9274.8%2.9%27.4543.2%1.0%

20Δ

Calls
Pseudo strike
29.15
IV
62.7%
B/E move
20.7%
Puts
Pseudo strike
21.23
IV
66.0%
B/E move
15.6%

25Δ

Calls
Pseudo strike
27.87
IV
57.5%
B/E move
15.9%
Puts
Pseudo strike
22.31
IV
57.1%
B/E move
11.6%

30Δ

Calls
Pseudo strike
27.09
IV
54.7%
B/E move
13.2%
Puts
Pseudo strike
22.91
IV
56.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
26.50
IV
52.9%
B/E move
11.4%
Puts
Pseudo strike
23.42
IV
56.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
25.92
IV
51.2%
B/E move
9.6%
Puts
Pseudo strike
23.93
IV
57.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
25.34
IV
49.4%
B/E move
7.7%
Puts
Pseudo strike
24.43
IV
58.2%
B/E move
6.8%

50Δ

Calls
Pseudo strike
24.78
IV
50.0%
B/E move
6.4%
Puts
Pseudo strike
24.94
IV
58.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
24.24
IV
54.0%
B/E move
5.9%
Puts
Pseudo strike
25.36
IV
56.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
23.71
IV
58.0%
B/E move
5.3%
Puts
Pseudo strike
25.78
IV
54.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
23.18
IV
61.9%
B/E move
4.7%
Puts
Pseudo strike
26.20
IV
51.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
22.65
IV
65.9%
B/E move
4.2%
Puts
Pseudo strike
26.61
IV
48.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
21.84
IV
70.3%
B/E move
3.5%
Puts
Pseudo strike
27.03
IV
45.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
20.92
IV
74.8%
B/E move
2.9%
Puts
Pseudo strike
27.45
IV
43.2%
B/E move
1.0%

Options history

No recorded observations