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Gold Royalty Corp. GROY

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Market datapartial · fetched 2026-10-23T00:24:28.019Z

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 · 2026-10-23T00:00:00.084571297Z

FundamentalsAlpha Vantage · unavailable

Share price$2.84
1D-3.9%
AH$2.82$2.86$2.89$2.93$2.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGROY
Sold putSold callAH

Gold Royalty Corp. options

Live interpolated GROY call and put midpoint premiums by absolute delta.Gold Royalty Corp.$0.05$0.82$1.58$2.35$3.12$-1.04$0.35$1.73$3.12$4.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GROY spot · $2.84GROY PRICE$0.13$0.22$0.31$0.40$0.27$0.19$0.27$0.35$0.43$0.51$0.59$0.67$0.75$0.92$1.08$1.25$1.41$1.58$1.74$1.91$2.07$2.24$2.40$2.57$2.73$2.90
PutsExpensive5.45×
CallsExpensive2.18×
SkewBearish+277.09 pp
Implied moveBearish±$2.18
TiltBearish65.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.02183.9%81.6%1.81602.8%68.5%
25Δ5.28226.5%93.9%2.11572.1%63.7%
30Δ5.54269.2%106.2%2.42541.4%58.8%
35Δ5.80311.9%118.5%2.72510.7%54.0%
40Δ4.26178.9%59.7%3.02480.0%49.1%
45Δ2.9163.2%9.4%3.33449.3%44.3%
50Δ2.8169.1%8.5%3.63418.6%39.4%
55Δ2.7174.9%7.7%3.93387.9%34.5%
60Δ2.6180.8%6.9%4.23357.2%29.7%
65Δ2.5086.6%6.1%4.54326.5%24.8%
70Δ2.4092.5%5.3%4.84295.8%20.0%
75Δ2.3098.3%4.5%5.14265.1%15.1%
80Δ2.19104.2%3.7%5.45234.4%10.3%

20Δ

Calls
Pseudo strike
5.02
IV
183.9%
B/E move
81.6%
Puts
Pseudo strike
1.81
IV
602.8%
B/E move
68.5%

25Δ

Calls
Pseudo strike
5.28
IV
226.5%
B/E move
93.9%
Puts
Pseudo strike
2.11
IV
572.1%
B/E move
63.7%

30Δ

Calls
Pseudo strike
5.54
IV
269.2%
B/E move
106.2%
Puts
Pseudo strike
2.42
IV
541.4%
B/E move
58.8%

35Δ

Calls
Pseudo strike
5.80
IV
311.9%
B/E move
118.5%
Puts
Pseudo strike
2.72
IV
510.7%
B/E move
54.0%

40Δ

Calls
Pseudo strike
4.26
IV
178.9%
B/E move
59.7%
Puts
Pseudo strike
3.02
IV
480.0%
B/E move
49.1%

45Δ

Calls
Pseudo strike
2.91
IV
63.2%
B/E move
9.4%
Puts
Pseudo strike
3.33
IV
449.3%
B/E move
44.3%

50Δ

Calls
Pseudo strike
2.81
IV
69.1%
B/E move
8.5%
Puts
Pseudo strike
3.63
IV
418.6%
B/E move
39.4%

55Δ

Calls
Pseudo strike
2.71
IV
74.9%
B/E move
7.7%
Puts
Pseudo strike
3.93
IV
387.9%
B/E move
34.5%

60Δ

Calls
Pseudo strike
2.61
IV
80.8%
B/E move
6.9%
Puts
Pseudo strike
4.23
IV
357.2%
B/E move
29.7%

65Δ

Calls
Pseudo strike
2.50
IV
86.6%
B/E move
6.1%
Puts
Pseudo strike
4.54
IV
326.5%
B/E move
24.8%

70Δ

Calls
Pseudo strike
2.40
IV
92.5%
B/E move
5.3%
Puts
Pseudo strike
4.84
IV
295.8%
B/E move
20.0%

75Δ

Calls
Pseudo strike
2.30
IV
98.3%
B/E move
4.5%
Puts
Pseudo strike
5.14
IV
265.1%
B/E move
15.1%

80Δ

Calls
Pseudo strike
2.19
IV
104.2%
B/E move
3.7%
Puts
Pseudo strike
5.45
IV
234.4%
B/E move
10.3%

Options history

No recorded observations