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IAMGold Corporation IAG

i

Market datapartial · fetched 2026-11-11T14:37:54.979Z

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 · 2026-11-11T14:37:50.002150686Z

FundamentalsAlpha Vantage · unavailable

Share price$18.22
1D-2.4%
$18.22$18.35$18.49$18.62$18.755:30 AM6:30 AM9:00 AM1:00 PMIAG
Sold putSold call

IAMGold Corporation options

Live interpolated IAG call and put midpoint premiums by absolute delta.IAMGold Corporation$0.16$0.67$1.17$1.67$2.17$15.02$16.75$18.47$20.19$21.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAG spot · $18.22IAG PRICE$0.26$0.34$0.41$0.45$0.52$0.61$0.70$0.79$0.95$1.18$1.41$1.67$2.03$0.22$0.29$0.36$0.44$0.51$0.59$0.68$0.77$0.86$0.95$1.05$1.22$1.39
PutsCheap0.67×
CallsCheap0.69×
SkewBullish-17.10 pp
Implied moveBalanced±$1.38
TiltBullish9.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4378.4%13.5%16.8263.5%8.9%
25Δ20.1183.7%12.3%17.1263.0%7.6%
30Δ19.6980.4%10.3%17.3761.7%6.6%
35Δ19.2172.2%7.9%17.6260.4%5.7%
40Δ18.8667.6%6.4%17.8759.1%4.7%
45Δ18.6165.9%5.5%18.0957.5%4.0%
50Δ18.3664.2%4.6%18.2855.6%3.4%
55Δ18.1162.5%3.7%18.4753.7%2.9%
60Δ17.8464.1%3.1%18.6651.9%2.3%
65Δ17.5468.5%2.8%18.8450.0%1.8%
70Δ17.2472.8%2.4%19.0448.1%1.3%
75Δ16.9277.0%2.0%19.2546.4%1.0%
80Δ16.4880.3%1.6%19.4744.6%0.8%

20Δ

Calls
Pseudo strike
20.43
IV
78.4%
B/E move
13.5%
Puts
Pseudo strike
16.82
IV
63.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
20.11
IV
83.7%
B/E move
12.3%
Puts
Pseudo strike
17.12
IV
63.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
19.69
IV
80.4%
B/E move
10.3%
Puts
Pseudo strike
17.37
IV
61.7%
B/E move
6.6%

35Δ

Calls
Pseudo strike
19.21
IV
72.2%
B/E move
7.9%
Puts
Pseudo strike
17.62
IV
60.4%
B/E move
5.7%

40Δ

Calls
Pseudo strike
18.86
IV
67.6%
B/E move
6.4%
Puts
Pseudo strike
17.87
IV
59.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
18.61
IV
65.9%
B/E move
5.5%
Puts
Pseudo strike
18.09
IV
57.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
18.36
IV
64.2%
B/E move
4.6%
Puts
Pseudo strike
18.28
IV
55.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
18.11
IV
62.5%
B/E move
3.7%
Puts
Pseudo strike
18.47
IV
53.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
17.84
IV
64.1%
B/E move
3.1%
Puts
Pseudo strike
18.66
IV
51.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
17.54
IV
68.5%
B/E move
2.8%
Puts
Pseudo strike
18.84
IV
50.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
17.24
IV
72.8%
B/E move
2.4%
Puts
Pseudo strike
19.04
IV
48.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
16.92
IV
77.0%
B/E move
2.0%
Puts
Pseudo strike
19.25
IV
46.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
16.48
IV
80.3%
B/E move
1.6%
Puts
Pseudo strike
19.47
IV
44.6%
B/E move
0.8%

Options history

IV · four-Friday blend55.88%
Daily EOD
IAG52.8%55.8%58.8%2026-10-19: 55.80%2026-10-20: 54.89%2026-10-21: 53.22%2026-10-22: 55.76%2026-10-23: 58.20%2026-10-26: 56.32%2026-10-27: 57.57%2026-10-28: 58.37%2026-10-29: 55.86%2026-10-30: 55.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.80%
54.89%
53.22%
55.76%
58.20%
56.32%
57.57%
58.37%
55.86%
55.88%