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Lifezone Metals Limited LZM

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-23T03:17:40.625Z

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 · 2026-10-22T23:00:00.002387462Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:17:39.940498+00:00

Share price$3.07
1D-5.0%
AH$3.04$3.09$3.14$3.19$3.245:30 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$0.07$1.59$3.12$4.64$6.17$0.71$1.95$3.19$4.42$5.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LZM spot · $3.07LZM PRICE$0.23$0.31$0.35$0.40$0.44$0.49$0.53$0.58$0.62$0.67$0.71$0.76$0.80$1.29$1.78$2.28$2.77$3.26$3.76$4.25$4.74$5.24$5.73
PutsExpensive2.40×
CallsExpensive2.75×
SkewBullish-27.12 pp
Implied moveBearish±$3.30
TiltBearish71.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.16275.8%173.3%
25Δ9.37340.8%215.3%
30Δ7.48321.8%155.1%2.98205.5%28.9%
35Δ6.95302.1%139.2%3.54208.1%26.6%
40Δ6.41282.4%123.4%4.11210.7%24.3%
45Δ5.88262.7%107.5%4.67213.3%22.1%
50Δ5.35243.0%91.7%5.23215.9%19.8%
55Δ4.82223.2%75.8%5.79218.5%17.5%
60Δ4.29203.5%59.9%6.36221.1%15.3%
65Δ3.76183.8%44.1%6.92223.7%13.0%
70Δ3.22164.1%28.2%7.48226.3%10.8%
75Δ2.69144.4%12.4%8.05228.9%8.5%
80Δ8.61231.5%6.2%

20Δ

Calls
Pseudo strike
8.16
IV
275.8%
B/E move
173.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.37
IV
340.8%
B/E move
215.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.48
IV
321.8%
B/E move
155.1%
Puts
Pseudo strike
2.98
IV
205.5%
B/E move
28.9%

35Δ

Calls
Pseudo strike
6.95
IV
302.1%
B/E move
139.2%
Puts
Pseudo strike
3.54
IV
208.1%
B/E move
26.6%

40Δ

Calls
Pseudo strike
6.41
IV
282.4%
B/E move
123.4%
Puts
Pseudo strike
4.11
IV
210.7%
B/E move
24.3%

45Δ

Calls
Pseudo strike
5.88
IV
262.7%
B/E move
107.5%
Puts
Pseudo strike
4.67
IV
213.3%
B/E move
22.1%

50Δ

Calls
Pseudo strike
5.35
IV
243.0%
B/E move
91.7%
Puts
Pseudo strike
5.23
IV
215.9%
B/E move
19.8%

55Δ

Calls
Pseudo strike
4.82
IV
223.2%
B/E move
75.8%
Puts
Pseudo strike
5.79
IV
218.5%
B/E move
17.5%

60Δ

Calls
Pseudo strike
4.29
IV
203.5%
B/E move
59.9%
Puts
Pseudo strike
6.36
IV
221.1%
B/E move
15.3%

65Δ

Calls
Pseudo strike
3.76
IV
183.8%
B/E move
44.1%
Puts
Pseudo strike
6.92
IV
223.7%
B/E move
13.0%

70Δ

Calls
Pseudo strike
3.22
IV
164.1%
B/E move
28.2%
Puts
Pseudo strike
7.48
IV
226.3%
B/E move
10.8%

75Δ

Calls
Pseudo strike
2.69
IV
144.4%
B/E move
12.4%
Puts
Pseudo strike
8.05
IV
228.9%
B/E move
8.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.61
IV
231.5%
B/E move
6.2%

Options history

No recorded observations