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Gold Royalty Corp. GROY

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Market datapartial · fetched 2026-10-22T18:48:31.222Z

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 · 2026-10-22T18:48:25.500034207Z

FundamentalsAlpha Vantage · unavailable

Share price$2.85
1D-3.7%
$2.82$2.86$2.89$2.93$2.975:30 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.$0.05$0.82$1.59$2.37$3.14$-1.03$0.35$1.74$3.13$4.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GROY spot · $2.85GROY PRICE$0.13$0.22$0.31$0.41$0.29$0.19$0.27$0.35$0.42$0.50$0.58$0.66$0.74$0.92$1.09$1.25$1.42$1.59$1.75$1.92$2.08$2.25$2.42$2.58$2.75$2.92
PutsExpensive5.44×
CallsExpensive2.18×
SkewBearish+275.69 pp
Implied moveBearish±$2.19
TiltBearish66.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.02182.6%81.3%1.82600.5%68.5%
25Δ5.28225.1%93.6%2.12569.8%63.6%
30Δ5.54267.6%105.8%2.43539.2%58.7%
35Δ5.80310.1%118.1%2.73508.6%53.8%
40Δ4.44194.6%66.4%3.04477.9%48.9%
45Δ2.9262.1%9.2%3.34447.3%44.1%
50Δ2.8267.6%8.4%3.65416.6%39.2%
55Δ2.7273.2%7.6%3.95386.0%34.3%
60Δ2.6178.7%6.8%4.26355.4%29.4%
65Δ2.5184.3%6.0%4.56324.7%24.5%
70Δ2.4189.9%5.2%4.87294.1%19.7%
75Δ2.3195.4%4.4%5.17263.5%14.8%
80Δ2.20101.0%3.6%5.48232.8%9.9%

20Δ

Calls
Pseudo strike
5.02
IV
182.6%
B/E move
81.3%
Puts
Pseudo strike
1.82
IV
600.5%
B/E move
68.5%

25Δ

Calls
Pseudo strike
5.28
IV
225.1%
B/E move
93.6%
Puts
Pseudo strike
2.12
IV
569.8%
B/E move
63.6%

30Δ

Calls
Pseudo strike
5.54
IV
267.6%
B/E move
105.8%
Puts
Pseudo strike
2.43
IV
539.2%
B/E move
58.7%

35Δ

Calls
Pseudo strike
5.80
IV
310.1%
B/E move
118.1%
Puts
Pseudo strike
2.73
IV
508.6%
B/E move
53.8%

40Δ

Calls
Pseudo strike
4.44
IV
194.6%
B/E move
66.4%
Puts
Pseudo strike
3.04
IV
477.9%
B/E move
48.9%

45Δ

Calls
Pseudo strike
2.92
IV
62.1%
B/E move
9.2%
Puts
Pseudo strike
3.34
IV
447.3%
B/E move
44.1%

50Δ

Calls
Pseudo strike
2.82
IV
67.6%
B/E move
8.4%
Puts
Pseudo strike
3.65
IV
416.6%
B/E move
39.2%

55Δ

Calls
Pseudo strike
2.72
IV
73.2%
B/E move
7.6%
Puts
Pseudo strike
3.95
IV
386.0%
B/E move
34.3%

60Δ

Calls
Pseudo strike
2.61
IV
78.7%
B/E move
6.8%
Puts
Pseudo strike
4.26
IV
355.4%
B/E move
29.4%

65Δ

Calls
Pseudo strike
2.51
IV
84.3%
B/E move
6.0%
Puts
Pseudo strike
4.56
IV
324.7%
B/E move
24.5%

70Δ

Calls
Pseudo strike
2.41
IV
89.9%
B/E move
5.2%
Puts
Pseudo strike
4.87
IV
294.1%
B/E move
19.7%

75Δ

Calls
Pseudo strike
2.31
IV
95.4%
B/E move
4.4%
Puts
Pseudo strike
5.17
IV
263.5%
B/E move
14.8%

80Δ

Calls
Pseudo strike
2.20
IV
101.0%
B/E move
3.6%
Puts
Pseudo strike
5.48
IV
232.8%
B/E move
9.9%

Options history

No recorded observations