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Gold Royalty Corp. GROY

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-11T14:41:06.556Z

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: 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 · 2026-11-11T14:41:05.371412931Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:41:06.068359+00:00

Share price$3.04
1D-1.3%
$3.01$3.03$3.05$3.07$3.095:30 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.$0.07$0.28$0.48$0.69$0.89$1.97$2.46$2.96$3.45$3.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GROY spot · $3.04GROY PRICE$0.09$0.10$0.12$0.13$0.14$0.16$0.21$0.26$0.31$0.36$0.41$0.47$0.53$0.59$0.65$0.71$0.77$0.83
PutsExpensive1.46×
Calls——
Skew——
Implied moveBearish±$0.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.40193.9%26.6%
25Δ2.53197.0%23.6%
30Δ2.67200.2%20.6%
35Δ3.4792.8%17.2%2.81203.3%17.7%
40Δ3.3786.9%14.1%2.95206.5%14.7%
45Δ3.2681.0%11.1%3.07201.6%12.8%
50Δ3.1675.1%8.1%3.17192.4%11.5%
55Δ3.0569.2%5.1%3.27183.2%10.2%
60Δ3.37174.0%8.8%
65Δ3.47164.9%7.5%
70Δ3.56155.7%6.2%
75Δ3.66146.5%4.9%
80Δ3.76137.4%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.40
IV
193.9%
B/E move
26.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
197.0%
B/E move
23.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
200.2%
B/E move
20.6%

35Δ

Calls
Pseudo strike
3.47
IV
92.8%
B/E move
17.2%
Puts
Pseudo strike
2.81
IV
203.3%
B/E move
17.7%

40Δ

Calls
Pseudo strike
3.37
IV
86.9%
B/E move
14.1%
Puts
Pseudo strike
2.95
IV
206.5%
B/E move
14.7%

45Δ

Calls
Pseudo strike
3.26
IV
81.0%
B/E move
11.1%
Puts
Pseudo strike
3.07
IV
201.6%
B/E move
12.8%

50Δ

Calls
Pseudo strike
3.16
IV
75.1%
B/E move
8.1%
Puts
Pseudo strike
3.17
IV
192.4%
B/E move
11.5%

55Δ

Calls
Pseudo strike
3.05
IV
69.2%
B/E move
5.1%
Puts
Pseudo strike
3.27
IV
183.2%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
174.0%
B/E move
8.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
164.9%
B/E move
7.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
155.7%
B/E move
6.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
146.5%
B/E move
4.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
137.4%
B/E move
3.6%

Options history

IV · four-Friday blend72.50%
Daily EOD
GROY72.4%72.5%72.6%2026-10-21: 72.50%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
72.50%