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Galiano Gold Inc GAU

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-24T04:25:40.707Z

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 · 2026-10-24T00:00:00.069397456Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:25:40.988179+00:00

Share price$2.00
1D-3.4%
AH$1.99$2.01$2.04$2.07$2.095:30 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$0.05$0.28$0.50$0.73$0.96$1.12$1.57$2.02$2.46$2.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAU spot · $2.00GAU PRICE$0.09$0.08$0.09$0.10$0.11$0.13$0.14$0.17$0.31$0.46$0.60$0.75$0.89$0.38$0.34$0.29$0.23$0.17$0.12$0.14$0.20$0.25$0.31$0.37$0.43$0.48
PutsExpensive1.75×
CallsExpensive1.75×
SkewBullish-5.81 pp
Implied moveBalanced±$0.28
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.21222.2%165.0%1.40361.7%48.5%
25Δ2.82115.0%44.8%1.56288.2%39.0%
30Δ2.4295.7%25.5%1.66232.3%31.1%
35Δ2.3490.0%21.8%1.76176.4%23.2%
40Δ2.2584.3%18.1%1.87120.5%15.3%
45Δ2.1678.6%14.4%1.9764.6%7.4%
50Δ2.0872.9%10.7%2.0550.1%4.6%
55Δ1.9873.0%7.5%2.1153.8%4.1%
60Δ1.84109.7%7.5%2.1857.4%3.6%
65Δ1.69146.4%7.5%2.2561.1%3.1%
70Δ1.55183.1%7.5%2.3264.8%2.6%
75Δ1.40219.8%7.5%2.3868.5%2.1%
80Δ1.26256.5%7.5%2.4572.2%1.6%

20Δ

Calls
Pseudo strike
5.21
IV
222.2%
B/E move
165.0%
Puts
Pseudo strike
1.40
IV
361.7%
B/E move
48.5%

25Δ

Calls
Pseudo strike
2.82
IV
115.0%
B/E move
44.8%
Puts
Pseudo strike
1.56
IV
288.2%
B/E move
39.0%

30Δ

Calls
Pseudo strike
2.42
IV
95.7%
B/E move
25.5%
Puts
Pseudo strike
1.66
IV
232.3%
B/E move
31.1%

35Δ

Calls
Pseudo strike
2.34
IV
90.0%
B/E move
21.8%
Puts
Pseudo strike
1.76
IV
176.4%
B/E move
23.2%

40Δ

Calls
Pseudo strike
2.25
IV
84.3%
B/E move
18.1%
Puts
Pseudo strike
1.87
IV
120.5%
B/E move
15.3%

45Δ

Calls
Pseudo strike
2.16
IV
78.6%
B/E move
14.4%
Puts
Pseudo strike
1.97
IV
64.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
2.08
IV
72.9%
B/E move
10.7%
Puts
Pseudo strike
2.05
IV
50.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
1.98
IV
73.0%
B/E move
7.5%
Puts
Pseudo strike
2.11
IV
53.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
1.84
IV
109.7%
B/E move
7.5%
Puts
Pseudo strike
2.18
IV
57.4%
B/E move
3.6%

65Δ

Calls
Pseudo strike
1.69
IV
146.4%
B/E move
7.5%
Puts
Pseudo strike
2.25
IV
61.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
1.55
IV
183.1%
B/E move
7.5%
Puts
Pseudo strike
2.32
IV
64.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
1.40
IV
219.8%
B/E move
7.5%
Puts
Pseudo strike
2.38
IV
68.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
1.26
IV
256.5%
B/E move
7.5%
Puts
Pseudo strike
2.45
IV
72.2%
B/E move
1.6%

Options history

No recorded observations