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Largo Resources Ltd LGO

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:35:52.560Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:18:15.038001734Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:52.023524+00:00

Share price$0.45
1D+9.5%
AH$0.40$0.41$0.43$0.44$0.465:30 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$0.41$0.53$0.22$0.33$0.45$0.57$0.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.45OPTION PRICELive LGO spot · $0.45LGO PRICE$0.06$0.07$0.08$0.10$0.11$0.12$0.13$0.14$0.15$0.16$0.17$0.19$0.20$0.19$0.21$0.24$0.26$0.29$0.31$0.34$0.37$0.39$0.42$0.44$0.47$0.49
PutsExpensive5.41×
CallsExpensive4.32×
SkewNeutral0.00 pp
Implied moveBearish±$0.47
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.82800.0%95.8%0.14800.0%111.2%
25Δ0.76800.0%85.7%0.19800.0%104.2%
30Δ0.71800.0%75.5%0.25800.0%97.2%
35Δ0.65800.0%65.4%0.31800.0%90.2%
40Δ0.59800.0%55.3%0.36800.0%83.3%
45Δ0.54800.0%45.1%0.42800.0%76.3%
50Δ0.48800.0%35.0%0.48800.0%69.3%
55Δ0.42800.0%24.9%0.54800.0%62.4%
60Δ0.36800.0%14.7%0.59800.0%55.4%
65Δ0.31800.0%4.6%0.65800.0%48.4%
70Δ0.25800.0%5.5%0.71800.0%41.5%
75Δ0.19800.0%15.7%0.76800.0%34.5%
80Δ0.14800.0%25.8%0.82800.0%27.5%

20Δ

Calls
Pseudo strike
0.82
IV
800.0%
B/E move
95.8%
Puts
Pseudo strike
0.14
IV
800.0%
B/E move
111.2%

25Δ

Calls
Pseudo strike
0.76
IV
800.0%
B/E move
85.7%
Puts
Pseudo strike
0.19
IV
800.0%
B/E move
104.2%

30Δ

Calls
Pseudo strike
0.71
IV
800.0%
B/E move
75.5%
Puts
Pseudo strike
0.25
IV
800.0%
B/E move
97.2%

35Δ

Calls
Pseudo strike
0.65
IV
800.0%
B/E move
65.4%
Puts
Pseudo strike
0.31
IV
800.0%
B/E move
90.2%

40Δ

Calls
Pseudo strike
0.59
IV
800.0%
B/E move
55.3%
Puts
Pseudo strike
0.36
IV
800.0%
B/E move
83.3%

45Δ

Calls
Pseudo strike
0.54
IV
800.0%
B/E move
45.1%
Puts
Pseudo strike
0.42
IV
800.0%
B/E move
76.3%

50Δ

Calls
Pseudo strike
0.48
IV
800.0%
B/E move
35.0%
Puts
Pseudo strike
0.48
IV
800.0%
B/E move
69.3%

55Δ

Calls
Pseudo strike
0.42
IV
800.0%
B/E move
24.9%
Puts
Pseudo strike
0.54
IV
800.0%
B/E move
62.4%

60Δ

Calls
Pseudo strike
0.36
IV
800.0%
B/E move
14.7%
Puts
Pseudo strike
0.59
IV
800.0%
B/E move
55.4%

65Δ

Calls
Pseudo strike
0.31
IV
800.0%
B/E move
4.6%
Puts
Pseudo strike
0.65
IV
800.0%
B/E move
48.4%

70Δ

Calls
Pseudo strike
0.25
IV
800.0%
B/E move
5.5%
Puts
Pseudo strike
0.71
IV
800.0%
B/E move
41.5%

75Δ

Calls
Pseudo strike
0.19
IV
800.0%
B/E move
15.7%
Puts
Pseudo strike
0.76
IV
800.0%
B/E move
34.5%

80Δ

Calls
Pseudo strike
0.14
IV
800.0%
B/E move
25.8%
Puts
Pseudo strike
0.82
IV
800.0%
B/E move
27.5%