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IAMGold Corporation IAG

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Market datapartial · fetched 2026-10-22T11:55:44.962Z

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 · 2026-10-22T11:53:24.306488312Z

FundamentalsAlpha Vantage · unavailable

Share price$17.05
1D
Price history unavailable.

IAMGold Corporation options

Live interpolated IAG call and put midpoint premiums by absolute delta.IAMGold Corporation$0.19$1.40$2.61$3.82$5.03$13.23$15.41$17.58$19.75$21.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAG spot · $17.05IAG PRICE$0.32$0.43$0.55$0.70$0.86$1.03$1.25$1.46$1.86$2.26$3.11$3.59$4.68$0.37$0.35$0.41$0.49$0.58$0.66$0.74$0.82$0.90$0.97$1.05$1.61$3.15
PutsCheap0.65×
CallsExpensive1.44×
SkewBullish-43.64 pp
Implied moveBullish±$1.99
TiltBullish29.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2664.0%20.7%14.7267.1%15.8%
25Δ19.6864.6%17.9%15.6748.4%10.1%
30Δ19.1965.8%15.8%16.1741.3%7.5%
35Δ18.7467.3%14.0%16.4440.3%6.5%
40Δ18.3168.9%12.4%16.7039.2%5.4%
45Δ17.8870.6%10.9%16.9738.1%4.4%
50Δ17.4672.5%9.7%17.1636.3%3.7%
55Δ17.0374.5%8.4%17.3434.4%3.1%
60Δ16.5282.0%7.8%17.5232.5%2.5%
65Δ16.0289.9%7.2%17.7030.6%1.9%
70Δ15.20112.5%7.4%17.8828.7%1.3%
75Δ14.50114.5%6.1%18.5232.6%0.8%
80Δ13.30137.7%5.5%20.0748.0%0.8%

20Δ

Calls
Pseudo strike
20.26
IV
64.0%
B/E move
20.7%
Puts
Pseudo strike
14.72
IV
67.1%
B/E move
15.8%

25Δ

Calls
Pseudo strike
19.68
IV
64.6%
B/E move
17.9%
Puts
Pseudo strike
15.67
IV
48.4%
B/E move
10.1%

30Δ

Calls
Pseudo strike
19.19
IV
65.8%
B/E move
15.8%
Puts
Pseudo strike
16.17
IV
41.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
18.74
IV
67.3%
B/E move
14.0%
Puts
Pseudo strike
16.44
IV
40.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
18.31
IV
68.9%
B/E move
12.4%
Puts
Pseudo strike
16.70
IV
39.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
17.88
IV
70.6%
B/E move
10.9%
Puts
Pseudo strike
16.97
IV
38.1%
B/E move
4.4%

50Δ

Calls
Pseudo strike
17.46
IV
72.5%
B/E move
9.7%
Puts
Pseudo strike
17.16
IV
36.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
17.03
IV
74.5%
B/E move
8.4%
Puts
Pseudo strike
17.34
IV
34.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.52
IV
82.0%
B/E move
7.8%
Puts
Pseudo strike
17.52
IV
32.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
16.02
IV
89.9%
B/E move
7.2%
Puts
Pseudo strike
17.70
IV
30.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
15.20
IV
112.5%
B/E move
7.4%
Puts
Pseudo strike
17.88
IV
28.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
14.50
IV
114.5%
B/E move
6.1%
Puts
Pseudo strike
18.52
IV
32.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
13.30
IV
137.7%
B/E move
5.5%
Puts
Pseudo strike
20.07
IV
48.0%
B/E move
0.8%

Options history

No recorded observations