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Galiano Gold Inc. GAU

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-13T01:19:58.919Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T01:00:00.079288559Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:11:20.911883+00:00

Share price$2.24
1D-3.9%
AH$2.22$2.25$2.29$2.32$2.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGAU
Sold putSold callAH

Galiano Gold Inc. options

Live interpolated GAU call and put midpoint premiums by absolute delta.Galiano Gold Inc.$0.07$0.23$0.39$0.55$0.71$1.43$1.85$2.27$2.69$3.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GAU spot · $2.24GAU PRICE$0.13$0.15$0.19$0.22$0.26$0.29$0.33$0.37$0.50$0.66$0.09$0.14$0.19$0.24$0.29$0.34$0.39
Puts——
Calls——
Skew——
Implied moveBearish±$0.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.0557.4%12.4%
30Δ2.1263.2%11.7%
35Δ2.93100.9%36.6%2.1869.0%10.9%
40Δ2.5086.8%18.3%2.2574.8%10.1%
45Δ2.4286.8%16.4%2.3280.6%9.4%
50Δ2.3486.9%14.4%2.3986.4%8.6%
55Δ2.2687.0%12.4%2.4692.2%7.8%
60Δ2.1887.1%10.5%
65Δ2.1087.2%8.5%
70Δ2.0287.2%6.6%
75Δ1.87105.2%5.7%
80Δ1.70129.9%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
57.4%
B/E move
12.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.12
IV
63.2%
B/E move
11.7%

35Δ

Calls
Pseudo strike
2.93
IV
100.9%
B/E move
36.6%
Puts
Pseudo strike
2.18
IV
69.0%
B/E move
10.9%

40Δ

Calls
Pseudo strike
2.50
IV
86.8%
B/E move
18.3%
Puts
Pseudo strike
2.25
IV
74.8%
B/E move
10.1%

45Δ

Calls
Pseudo strike
2.42
IV
86.8%
B/E move
16.4%
Puts
Pseudo strike
2.32
IV
80.6%
B/E move
9.4%

50Δ

Calls
Pseudo strike
2.34
IV
86.9%
B/E move
14.4%
Puts
Pseudo strike
2.39
IV
86.4%
B/E move
8.6%

55Δ

Calls
Pseudo strike
2.26
IV
87.0%
B/E move
12.4%
Puts
Pseudo strike
2.46
IV
92.2%
B/E move
7.8%

60Δ

Calls
Pseudo strike
2.18
IV
87.1%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.10
IV
87.2%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.02
IV
87.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.87
IV
105.2%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.70
IV
129.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.55%
Daily close
GAU63.3%111.5%159.6%2026-08-21: 69.98%2026-08-24: 82.04%2026-08-26: 70.98%2026-08-27: 70.29%2026-09-10: 134.08%2026-09-18: 108.05%2026-09-21: 96.60%2026-09-25: 96.90%2026-09-28: 85.00%2026-09-29: 79.23%2026-09-30: 85.30%2026-10-01: 87.60%2026-10-02: 75.67%2026-10-05: 75.51%2026-10-06: 117.85%2026-10-07: 91.67%2026-10-09: 152.97%2026-10-16: 71.40%2026-10-19: 81.49%2026-10-26: 74.00%2026-10-27: 89.22%2026-10-28: 100.66%2026-10-29: 94.93%2026-10-30: 89.55%Aug 21Oct 1Oct 30
24 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
69.98%
82.04%
70.98%
70.29%
134.08%
108.05%
96.60%
96.90%
85.00%
79.23%
85.30%
87.60%
75.67%
75.51%
117.85%
91.67%
152.97%
71.40%
81.49%
74.00%
89.22%
100.66%
94.93%
89.55%