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Lifezone Metals Limited LZM

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-13T01:48:20.826Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T00:00:00.002284888Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:48:19.950489+00:00

Share price$4.29
1D+0.7%
AH$4.18$4.25$4.31$4.37$4.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLZM
Sold putSold callAH

Lifezone Metals Limited options

Live interpolated LZM call and put midpoint premiums by absolute delta.Lifezone Metals Limited$0.06$0.90$1.73$2.57$3.41$1.94$3.02$4.10$5.18$6.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LZM spot · $4.29LZM PRICE$0.15$0.18$0.21$0.25$0.38$0.52$0.65$0.79$0.92$1.06$1.19$1.33$1.46$0.36$0.43$0.50$0.57$0.64$0.72$0.79$0.86$0.93$1.22$1.87$2.52$3.17
PutsExpensive1.31×
CallsCheap0.92×
SkewBearish+38.05 pp
Implied moveBearish±$1.44
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.72120.1%60.1%2.87197.1%41.5%
25Δ6.16110.5%47.7%3.11185.6%37.4%
30Δ5.59100.8%35.2%3.36174.0%33.3%
35Δ5.0291.1%22.8%3.61162.5%29.2%
40Δ4.8093.7%20.7%3.86150.9%25.1%
45Δ4.5896.7%18.9%4.10139.4%21.0%
50Δ4.3799.7%17.1%4.35127.8%16.9%
55Δ4.16102.7%15.3%4.60116.3%12.8%
60Δ3.95105.7%13.6%4.85104.7%8.7%
65Δ3.74108.7%11.8%5.26103.6%5.9%
70Δ3.53111.7%10.0%5.94119.5%5.1%
75Δ3.31114.6%8.2%6.63135.5%4.3%
80Δ3.10117.6%6.5%7.31151.4%3.5%

20Δ

Calls
Pseudo strike
6.72
IV
120.1%
B/E move
60.1%
Puts
Pseudo strike
2.87
IV
197.1%
B/E move
41.5%

25Δ

Calls
Pseudo strike
6.16
IV
110.5%
B/E move
47.7%
Puts
Pseudo strike
3.11
IV
185.6%
B/E move
37.4%

30Δ

Calls
Pseudo strike
5.59
IV
100.8%
B/E move
35.2%
Puts
Pseudo strike
3.36
IV
174.0%
B/E move
33.3%

35Δ

Calls
Pseudo strike
5.02
IV
91.1%
B/E move
22.8%
Puts
Pseudo strike
3.61
IV
162.5%
B/E move
29.2%

40Δ

Calls
Pseudo strike
4.80
IV
93.7%
B/E move
20.7%
Puts
Pseudo strike
3.86
IV
150.9%
B/E move
25.1%

45Δ

Calls
Pseudo strike
4.58
IV
96.7%
B/E move
18.9%
Puts
Pseudo strike
4.10
IV
139.4%
B/E move
21.0%

50Δ

Calls
Pseudo strike
4.37
IV
99.7%
B/E move
17.1%
Puts
Pseudo strike
4.35
IV
127.8%
B/E move
16.9%

55Δ

Calls
Pseudo strike
4.16
IV
102.7%
B/E move
15.3%
Puts
Pseudo strike
4.60
IV
116.3%
B/E move
12.8%

60Δ

Calls
Pseudo strike
3.95
IV
105.7%
B/E move
13.6%
Puts
Pseudo strike
4.85
IV
104.7%
B/E move
8.7%

65Δ

Calls
Pseudo strike
3.74
IV
108.7%
B/E move
11.8%
Puts
Pseudo strike
5.26
IV
103.6%
B/E move
5.9%

70Δ

Calls
Pseudo strike
3.53
IV
111.7%
B/E move
10.0%
Puts
Pseudo strike
5.94
IV
119.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
3.31
IV
114.6%
B/E move
8.2%
Puts
Pseudo strike
6.63
IV
135.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.10
IV
117.6%
B/E move
6.5%
Puts
Pseudo strike
7.31
IV
151.4%
B/E move
3.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations