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Elemental Royalty Corporation Common Stock ELE

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Market datapartial · fetched 2026-10-22T17:34:25.784Z

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 · 2026-10-22T17:34:15.203461737Z

FundamentalsAlpha Vantage · unavailable

Share price$15.86
1D-0.4%
$15.79$15.90$16.01$16.12$16.235:30 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$0.34$1.21$2.09$2.97$3.85$11.97$14.47$16.97$19.47$21.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELE spot · $15.86ELE PRICE$0.43$0.49$0.54$0.63$0.80$0.96$1.13$1.29$1.46$1.62$2.06$2.56$3.06$0.79$1.10$1.41$1.72$2.04$2.35$2.66$2.97$3.28$3.59
PutsFair0.96×
CallsExpensive1.26×
SkewBullish-11.29 pp
Implied moveBearish±$2.85
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.84110.7%46.7%
25Δ20.8293.3%34.4%
30Δ18.8175.8%22.0%
35Δ17.3764.6%13.5%15.0964.7%9.8%
40Δ16.9864.8%12.1%15.5464.3%9.0%
45Δ16.6065.0%10.7%15.9963.8%8.1%
50Δ16.2265.2%9.4%16.4463.4%7.2%
55Δ15.8365.4%8.0%16.8963.0%6.4%
60Δ15.4565.6%6.6%17.3362.6%5.5%
65Δ15.0765.9%5.2%17.7862.1%4.6%
70Δ14.5070.2%4.4%18.2361.7%3.8%
75Δ13.8975.5%3.7%18.6861.3%2.9%
80Δ13.2880.8%3.0%19.1360.9%2.1%

20Δ

Calls
Pseudo strike
22.84
IV
110.7%
B/E move
46.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.82
IV
93.3%
B/E move
34.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.81
IV
75.8%
B/E move
22.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.37
IV
64.6%
B/E move
13.5%
Puts
Pseudo strike
15.09
IV
64.7%
B/E move
9.8%

40Δ

Calls
Pseudo strike
16.98
IV
64.8%
B/E move
12.1%
Puts
Pseudo strike
15.54
IV
64.3%
B/E move
9.0%

45Δ

Calls
Pseudo strike
16.60
IV
65.0%
B/E move
10.7%
Puts
Pseudo strike
15.99
IV
63.8%
B/E move
8.1%

50Δ

Calls
Pseudo strike
16.22
IV
65.2%
B/E move
9.4%
Puts
Pseudo strike
16.44
IV
63.4%
B/E move
7.2%

55Δ

Calls
Pseudo strike
15.83
IV
65.4%
B/E move
8.0%
Puts
Pseudo strike
16.89
IV
63.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
15.45
IV
65.6%
B/E move
6.6%
Puts
Pseudo strike
17.33
IV
62.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
15.07
IV
65.9%
B/E move
5.2%
Puts
Pseudo strike
17.78
IV
62.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
14.50
IV
70.2%
B/E move
4.4%
Puts
Pseudo strike
18.23
IV
61.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
13.89
IV
75.5%
B/E move
3.7%
Puts
Pseudo strike
18.68
IV
61.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
13.28
IV
80.8%
B/E move
3.0%
Puts
Pseudo strike
19.13
IV
60.9%
B/E move
2.1%

Options history

ELE51.7356.1260.512026-10-20: 52.34%2026-10-21: 59.90%Oct 20Oct 21
Table
DateIV
52.34%
59.90%