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Largo Resources Ltd LGO

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:04:30.091Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.156791191Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:29.346192+00:00

Share price$0.43
1D+5.2%
AH$0.40$0.41$0.42$0.43$0.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLGO
Sold putSold callAH

Largo Resources Ltd options

Live interpolated LGO call and put midpoint premiums by absolute delta.Largo Resources Ltd$0.05$0.17$0.29$0.40$0.52$0.21$0.32$0.43$0.54$0.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.43OPTION PRICELive LGO spot · $0.43LGO PRICE$0.07$0.08$0.09$0.10$0.11$0.13$0.14$0.15$0.16$0.18$0.19$0.20$0.21$0.15$0.18$0.21$0.24$0.26$0.29$0.32$0.35$0.37$0.40$0.43$0.46$0.48
PutsExpensive5.36×
CallsExpensive5.40×
SkewNeutral0.00 pp
Implied moveBearish±$0.46
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.80800.0%100.0%0.07800.0%120.6%
25Δ0.74800.0%88.7%0.13800.0%112.8%
30Δ0.68800.0%77.3%0.19800.0%105.0%
35Δ0.62800.0%66.0%0.25800.0%97.2%
40Δ0.55800.0%54.7%0.31800.0%89.4%
45Δ0.49800.0%43.4%0.37800.0%81.7%
50Δ0.43800.0%32.1%0.43800.0%73.9%
55Δ0.37800.0%20.8%0.49800.0%66.1%
60Δ0.31800.0%9.4%0.55800.0%58.3%
65Δ0.25800.0%1.9%0.62800.0%50.5%
70Δ0.19800.0%13.2%0.68800.0%42.8%
75Δ0.13800.0%24.5%0.74800.0%35.0%
80Δ0.07800.0%35.8%0.80800.0%27.2%

20Δ

Calls
Pseudo strike
0.80
IV
800.0%
B/E move
100.0%
Puts
Pseudo strike
0.07
IV
800.0%
B/E move
120.6%

25Δ

Calls
Pseudo strike
0.74
IV
800.0%
B/E move
88.7%
Puts
Pseudo strike
0.13
IV
800.0%
B/E move
112.8%

30Δ

Calls
Pseudo strike
0.68
IV
800.0%
B/E move
77.3%
Puts
Pseudo strike
0.19
IV
800.0%
B/E move
105.0%

35Δ

Calls
Pseudo strike
0.62
IV
800.0%
B/E move
66.0%
Puts
Pseudo strike
0.25
IV
800.0%
B/E move
97.2%

40Δ

Calls
Pseudo strike
0.55
IV
800.0%
B/E move
54.7%
Puts
Pseudo strike
0.31
IV
800.0%
B/E move
89.4%

45Δ

Calls
Pseudo strike
0.49
IV
800.0%
B/E move
43.4%
Puts
Pseudo strike
0.37
IV
800.0%
B/E move
81.7%

50Δ

Calls
Pseudo strike
0.43
IV
800.0%
B/E move
32.1%
Puts
Pseudo strike
0.43
IV
800.0%
B/E move
73.9%

55Δ

Calls
Pseudo strike
0.37
IV
800.0%
B/E move
20.8%
Puts
Pseudo strike
0.49
IV
800.0%
B/E move
66.1%

60Δ

Calls
Pseudo strike
0.31
IV
800.0%
B/E move
9.4%
Puts
Pseudo strike
0.55
IV
800.0%
B/E move
58.3%

65Δ

Calls
Pseudo strike
0.25
IV
800.0%
B/E move
1.9%
Puts
Pseudo strike
0.62
IV
800.0%
B/E move
50.5%

70Δ

Calls
Pseudo strike
0.19
IV
800.0%
B/E move
13.2%
Puts
Pseudo strike
0.68
IV
800.0%
B/E move
42.8%

75Δ

Calls
Pseudo strike
0.13
IV
800.0%
B/E move
24.5%
Puts
Pseudo strike
0.74
IV
800.0%
B/E move
35.0%

80Δ

Calls
Pseudo strike
0.07
IV
800.0%
B/E move
35.8%
Puts
Pseudo strike
0.80
IV
800.0%
B/E move
27.2%