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Elemental Royalty Corporation Common Stock ELE

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-11T15:49:33.124Z

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 · 2026-11-11T15:49:07.268794873Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:49:32.719157+00:00

Share price$16.02
1D+1.7%
$15.53$15.66$15.79$15.92$16.055:30 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$0.03$1.24$2.46$3.67$4.88$13.27$14.67$16.07$17.48$18.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ELE spot · $16.02ELE PRICE$0.16$0.22$0.28$0.34$0.40$0.46$0.52$0.58$0.64$0.70$0.77$0.83$0.89$0.43$0.59$0.75$0.91$1.07$1.23$1.40$1.56$1.72$4.53
Puts——
CallsCheap0.48×
Skew——
Implied moveBearish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.4154.6%9.7%
25Δ17.2452.8%9.0%
30Δ17.0851.0%8.4%15.1875.5%7.9%
35Δ16.9249.2%7.8%15.4576.5%7.2%
40Δ16.7547.4%7.1%15.7377.5%6.5%
45Δ16.5945.7%6.5%16.0078.4%5.8%
50Δ16.4243.9%5.8%16.2779.4%5.1%
55Δ16.2642.1%5.2%16.5480.3%4.4%
60Δ16.1040.3%4.5%16.8181.3%3.7%
65Δ15.9338.5%3.9%17.0982.3%3.0%
70Δ15.7736.7%3.2%17.3683.2%2.3%
75Δ15.6135.0%2.6%
80Δ15.4433.2%2.0%20.19151.6%2.3%

20Δ

Calls
Pseudo strike
17.41
IV
54.6%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.24
IV
52.8%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
17.08
IV
51.0%
B/E move
8.4%
Puts
Pseudo strike
15.18
IV
75.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
16.92
IV
49.2%
B/E move
7.8%
Puts
Pseudo strike
15.45
IV
76.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
16.75
IV
47.4%
B/E move
7.1%
Puts
Pseudo strike
15.73
IV
77.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
16.59
IV
45.7%
B/E move
6.5%
Puts
Pseudo strike
16.00
IV
78.4%
B/E move
5.8%

50Δ

Calls
Pseudo strike
16.42
IV
43.9%
B/E move
5.8%
Puts
Pseudo strike
16.27
IV
79.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
16.26
IV
42.1%
B/E move
5.2%
Puts
Pseudo strike
16.54
IV
80.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
16.10
IV
40.3%
B/E move
4.5%
Puts
Pseudo strike
16.81
IV
81.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
15.93
IV
38.5%
B/E move
3.9%
Puts
Pseudo strike
17.09
IV
82.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
15.77
IV
36.7%
B/E move
3.2%
Puts
Pseudo strike
17.36
IV
83.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
15.61
IV
35.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.44
IV
33.2%
B/E move
2.0%
Puts
Pseudo strike
20.19
IV
151.6%
B/E move
2.3%

Options history

IV · four-Friday blend53.32%
Daily close
ELE47.5%67.6%87.7%2026-08-13: 69.23%2026-08-18: 84.93%2026-08-19: 74.13%2026-08-21: 57.16%2026-08-24: 58.14%2026-08-25: 57.24%2026-08-26: 55.68%2026-08-27: 56.60%2026-08-28: 55.01%2026-08-31: 55.27%2026-09-01: 54.83%2026-09-02: 55.57%2026-09-03: 53.98%2026-09-04: 56.99%2026-09-08: 58.98%2026-09-09: 59.46%2026-09-10: 58.51%2026-09-16: 82.34%2026-09-18: 54.29%2026-09-21: 52.06%2026-09-22: 50.23%2026-09-24: 54.24%2026-09-25: 52.03%2026-09-28: 52.08%2026-09-29: 54.34%2026-09-30: 52.48%2026-10-01: 55.86%2026-10-07: 54.19%2026-10-08: 54.80%2026-10-12: 62.67%2026-10-16: 55.77%2026-10-19: 60.68%2026-10-20: 54.38%2026-10-21: 58.17%2026-10-23: 54.07%2026-10-26: 57.22%2026-10-27: 63.13%2026-10-28: 55.88%2026-10-29: 53.95%2026-10-30: 53.32%Aug 13Sep 21Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
69.23%
84.93%
74.13%
57.16%
58.14%
57.24%
55.68%
56.60%
55.01%
55.27%
54.83%
55.57%
53.98%
56.99%
58.98%
59.46%
58.51%
82.34%
54.29%
52.06%
50.23%
54.24%
52.03%
52.08%
54.34%
52.48%
55.86%
54.19%
54.80%
62.67%
55.77%
60.68%
54.38%
58.17%
54.07%
57.22%
63.13%
55.88%
53.95%
53.32%