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Elemental Royalty Corporation Common Stock ELE

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Market datapartial · fetched 2026-10-22T15:32:44.411Z

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 · 2026-10-22T15:31:26.920195643Z

FundamentalsAlpha Vantage · unavailable

Share price$15.96
1D+0.2%
$15.90$15.98$16.06$16.14$16.225:30 AM6:30 AM9:00 AM1:00 PMELE
Sold putSold call

Elemental Royalty Corporation Common Stock options

Live interpolated ELE call and put midpoint premiums by absolute delta.Elemental Royalty Corporation Common Stock$0.22$1.19$2.17$3.15$4.13$11.85$14.46$17.08$19.70$22.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELE spot · $15.96ELE PRICE$0.32$0.41$0.51$0.61$0.77$0.93$1.09$1.25$1.41$1.57$1.87$2.35$2.83$0.34$0.43$0.53$0.81$1.14$1.48$1.82$2.16$2.50$2.83$3.17$3.51$3.85
PutsCheap0.88×
CallsFair1.05×
SkewBullish-3.95 pp
Implied moveBearish±$2.91
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4470.0%23.9%13.9555.3%14.7%
25Δ18.7467.3%20.0%14.4255.6%12.4%
30Δ18.0364.6%16.2%14.8955.8%10.0%
35Δ17.4162.5%13.0%15.3556.8%8.8%
40Δ17.0462.5%11.7%15.8158.0%8.1%
45Δ16.6762.4%10.3%16.2859.2%7.3%
50Δ16.3062.3%9.0%16.7460.5%6.5%
55Δ15.9362.2%7.7%17.2061.7%5.7%
60Δ15.5762.1%6.4%17.6662.9%4.9%
65Δ15.2062.0%5.1%18.1364.1%4.1%
70Δ14.7363.8%4.0%18.5965.3%3.4%
75Δ14.1467.7%3.4%19.0566.6%2.6%
80Δ13.5671.5%2.7%19.5167.8%1.8%

20Δ

Calls
Pseudo strike
19.44
IV
70.0%
B/E move
23.9%
Puts
Pseudo strike
13.95
IV
55.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
18.74
IV
67.3%
B/E move
20.0%
Puts
Pseudo strike
14.42
IV
55.6%
B/E move
12.4%

30Δ

Calls
Pseudo strike
18.03
IV
64.6%
B/E move
16.2%
Puts
Pseudo strike
14.89
IV
55.8%
B/E move
10.0%

35Δ

Calls
Pseudo strike
17.41
IV
62.5%
B/E move
13.0%
Puts
Pseudo strike
15.35
IV
56.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
17.04
IV
62.5%
B/E move
11.7%
Puts
Pseudo strike
15.81
IV
58.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
16.67
IV
62.4%
B/E move
10.3%
Puts
Pseudo strike
16.28
IV
59.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
16.30
IV
62.3%
B/E move
9.0%
Puts
Pseudo strike
16.74
IV
60.5%
B/E move
6.5%

55Δ

Calls
Pseudo strike
15.93
IV
62.2%
B/E move
7.7%
Puts
Pseudo strike
17.20
IV
61.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
15.57
IV
62.1%
B/E move
6.4%
Puts
Pseudo strike
17.66
IV
62.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
15.20
IV
62.0%
B/E move
5.1%
Puts
Pseudo strike
18.13
IV
64.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
14.73
IV
63.8%
B/E move
4.0%
Puts
Pseudo strike
18.59
IV
65.3%
B/E move
3.4%

75Δ

Calls
Pseudo strike
14.14
IV
67.7%
B/E move
3.4%
Puts
Pseudo strike
19.05
IV
66.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.56
IV
71.5%
B/E move
2.7%
Puts
Pseudo strike
19.51
IV
67.8%
B/E move
1.8%

Options history

No recorded observations