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Goldgroup Mining Inc. GORO

i

Market datapartial · fetched 2026-11-12T03:07:47.287Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T01:00:00.004952961Z

FundamentalsAlpha Vantage · unavailable

Share price$3.36
1D-2.7%
AH$3.34$3.38$3.43$3.47$3.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGORO
Sold putSold callAH

Goldgroup Mining Inc. options

Live interpolated GORO call and put midpoint premiums by absolute delta.Goldgroup Mining Inc.$0.08$0.51$0.95$1.38$1.81$1.51$2.44$3.37$4.29$5.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GORO spot · $3.36GORO PRICE$0.12$0.20$0.28$0.37$0.45$0.54$0.62$0.70$0.79$0.87$0.95$1.04$1.12$0.24$0.39$0.53$0.68$0.82$0.97$1.11$1.26$1.40$1.54$1.69
Puts——
CallsFair1.01×
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.1693.8%57.2%2.53115.2%32.0%
25Δ4.8193.3%49.1%2.76114.4%29.4%
30Δ4.6095.8%45.4%2.99113.7%26.9%
35Δ4.3998.3%41.7%3.22112.9%24.4%
40Δ4.18100.8%37.9%3.45112.2%21.9%
45Δ3.97103.3%34.2%3.68111.4%19.3%
50Δ3.76105.9%30.4%3.91110.7%16.8%
55Δ3.55108.4%26.7%4.14109.9%14.3%
60Δ3.34110.9%23.0%4.36109.1%11.8%
65Δ3.14113.4%19.2%4.59108.4%9.2%
70Δ2.93115.9%15.5%4.82107.6%6.7%
75Δ2.72118.5%11.8%
80Δ2.51121.0%8.0%

20Δ

Calls
Pseudo strike
5.16
IV
93.8%
B/E move
57.2%
Puts
Pseudo strike
2.53
IV
115.2%
B/E move
32.0%

25Δ

Calls
Pseudo strike
4.81
IV
93.3%
B/E move
49.1%
Puts
Pseudo strike
2.76
IV
114.4%
B/E move
29.4%

30Δ

Calls
Pseudo strike
4.60
IV
95.8%
B/E move
45.4%
Puts
Pseudo strike
2.99
IV
113.7%
B/E move
26.9%

35Δ

Calls
Pseudo strike
4.39
IV
98.3%
B/E move
41.7%
Puts
Pseudo strike
3.22
IV
112.9%
B/E move
24.4%

40Δ

Calls
Pseudo strike
4.18
IV
100.8%
B/E move
37.9%
Puts
Pseudo strike
3.45
IV
112.2%
B/E move
21.9%

45Δ

Calls
Pseudo strike
3.97
IV
103.3%
B/E move
34.2%
Puts
Pseudo strike
3.68
IV
111.4%
B/E move
19.3%

50Δ

Calls
Pseudo strike
3.76
IV
105.9%
B/E move
30.4%
Puts
Pseudo strike
3.91
IV
110.7%
B/E move
16.8%

55Δ

Calls
Pseudo strike
3.55
IV
108.4%
B/E move
26.7%
Puts
Pseudo strike
4.14
IV
109.9%
B/E move
14.3%

60Δ

Calls
Pseudo strike
3.34
IV
110.9%
B/E move
23.0%
Puts
Pseudo strike
4.36
IV
109.1%
B/E move
11.8%

65Δ

Calls
Pseudo strike
3.14
IV
113.4%
B/E move
19.2%
Puts
Pseudo strike
4.59
IV
108.4%
B/E move
9.2%

70Δ

Calls
Pseudo strike
2.93
IV
115.9%
B/E move
15.5%
Puts
Pseudo strike
4.82
IV
107.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
2.72
IV
118.5%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.51
IV
121.0%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations