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Gold Royalty Corp. GROY

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Market datapartial · fetched 2026-10-22T12:39:33.644Z

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 · 2026-10-22T12:37:08.376120942Z

FundamentalsAlpha Vantage · unavailable

Share price$2.96
1D+0.0%
$2.95$2.95$2.96$2.96$2.965:30 AM6:30 AM9:00 AM1:00 PMGROY
Sold putSold call

Gold Royalty Corp. options

Live interpolated GROY call and put midpoint premiums by absolute delta.Gold Royalty Corp.$0.12$0.33$0.53$0.73$0.94$1.30$2.06$2.83$3.59$4.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GROY spot · $2.96GROY PRICE$0.16$0.24$0.32$0.36$0.29$0.21$0.16$0.25$0.34$0.43$0.52$0.61$0.69$0.30$0.28$0.25$0.22$0.20$0.17$0.14$0.17$0.31$0.45$0.59$0.74$0.88
PutsExpensive2.13×
CallsExpensive2.04×
SkewBearish+30.39 pp
Implied moveBullish±$0.30
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.29189.3%84.6%1.56435.5%57.4%
25Δ5.55228.2%96.0%1.78375.4%49.3%
30Δ5.81267.2%107.3%1.99315.2%41.1%
35Δ5.76276.2%106.9%2.21255.0%33.0%
40Δ4.80197.8%72.1%2.42194.8%24.8%
45Δ3.84119.4%37.3%2.63134.7%16.7%
50Δ2.9950.5%6.5%2.8574.5%8.5%
55Δ2.8854.5%5.9%3.0434.1%2.6%
60Δ2.7758.6%5.2%3.1942.2%2.4%
65Δ2.6662.6%4.6%3.3450.3%2.1%
70Δ2.5666.6%4.0%3.4958.4%1.9%
75Δ2.4570.6%3.3%3.6466.4%1.6%
80Δ2.3474.6%2.7%3.7974.5%1.4%

20Δ

Calls
Pseudo strike
5.29
IV
189.3%
B/E move
84.6%
Puts
Pseudo strike
1.56
IV
435.5%
B/E move
57.4%

25Δ

Calls
Pseudo strike
5.55
IV
228.2%
B/E move
96.0%
Puts
Pseudo strike
1.78
IV
375.4%
B/E move
49.3%

30Δ

Calls
Pseudo strike
5.81
IV
267.2%
B/E move
107.3%
Puts
Pseudo strike
1.99
IV
315.2%
B/E move
41.1%

35Δ

Calls
Pseudo strike
5.76
IV
276.2%
B/E move
106.9%
Puts
Pseudo strike
2.21
IV
255.0%
B/E move
33.0%

40Δ

Calls
Pseudo strike
4.80
IV
197.8%
B/E move
72.1%
Puts
Pseudo strike
2.42
IV
194.8%
B/E move
24.8%

45Δ

Calls
Pseudo strike
3.84
IV
119.4%
B/E move
37.3%
Puts
Pseudo strike
2.63
IV
134.7%
B/E move
16.7%

50Δ

Calls
Pseudo strike
2.99
IV
50.5%
B/E move
6.5%
Puts
Pseudo strike
2.85
IV
74.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
2.88
IV
54.5%
B/E move
5.9%
Puts
Pseudo strike
3.04
IV
34.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
2.77
IV
58.6%
B/E move
5.2%
Puts
Pseudo strike
3.19
IV
42.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
2.66
IV
62.6%
B/E move
4.6%
Puts
Pseudo strike
3.34
IV
50.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
2.56
IV
66.6%
B/E move
4.0%
Puts
Pseudo strike
3.49
IV
58.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
2.45
IV
70.6%
B/E move
3.3%
Puts
Pseudo strike
3.64
IV
66.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
2.34
IV
74.6%
B/E move
2.7%
Puts
Pseudo strike
3.79
IV
74.5%
B/E move
1.4%

Options history

No recorded observations