IntraAlpha
Create free account Start free

OceanaGold Corporation OGC

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-11T13:53:28.230Z

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: 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 · 2026-11-11T00:00:00.003048882Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:53:14.363583+00:00

Share price$28.07
1D-0.5%
AH$27.54$27.73$27.91$28.10$28.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGC
Sold putSold callAH

OceanaGold Corporation options

Live interpolated OGC call and put midpoint premiums by absolute delta.OceanaGold Corporation$0.56$1.35$2.14$2.93$3.72$22.16$24.92$27.67$30.43$33.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OGC spot · $28.07OGC PRICE$0.64$0.93$1.21$1.50$1.78$2.07$2.35$2.64$2.92$3.21$3.49$0.86$1.10$1.24$1.32$1.41$1.50$1.59$1.68$1.77$1.86$1.95$2.03$2.12
PutsExpensive1.15×
Calls——
Skew——
Implied moveBullish±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.29125.2%16.5%
25Δ24.83139.1%15.5%
30Δ29.5860.6%7.7%25.32137.3%14.2%
35Δ29.1363.7%7.1%25.79128.4%12.9%
40Δ28.6866.8%6.5%26.25119.4%11.5%
45Δ28.2369.9%5.9%26.72110.4%10.2%
50Δ27.7973.0%5.3%27.19101.4%8.8%
55Δ27.3476.1%4.7%27.6692.4%7.5%
60Δ26.8979.2%4.2%28.1283.4%6.1%
65Δ26.4482.4%3.6%28.5974.4%4.8%
70Δ25.9985.5%3.0%29.0665.5%3.4%
75Δ25.5488.6%2.4%29.5256.5%2.1%
80Δ25.0991.7%1.8%29.9947.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.29
IV
125.2%
B/E move
16.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.83
IV
139.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
29.58
IV
60.6%
B/E move
7.7%
Puts
Pseudo strike
25.32
IV
137.3%
B/E move
14.2%

35Δ

Calls
Pseudo strike
29.13
IV
63.7%
B/E move
7.1%
Puts
Pseudo strike
25.79
IV
128.4%
B/E move
12.9%

40Δ

Calls
Pseudo strike
28.68
IV
66.8%
B/E move
6.5%
Puts
Pseudo strike
26.25
IV
119.4%
B/E move
11.5%

45Δ

Calls
Pseudo strike
28.23
IV
69.9%
B/E move
5.9%
Puts
Pseudo strike
26.72
IV
110.4%
B/E move
10.2%

50Δ

Calls
Pseudo strike
27.79
IV
73.0%
B/E move
5.3%
Puts
Pseudo strike
27.19
IV
101.4%
B/E move
8.8%

55Δ

Calls
Pseudo strike
27.34
IV
76.1%
B/E move
4.7%
Puts
Pseudo strike
27.66
IV
92.4%
B/E move
7.5%

60Δ

Calls
Pseudo strike
26.89
IV
79.2%
B/E move
4.2%
Puts
Pseudo strike
28.12
IV
83.4%
B/E move
6.1%

65Δ

Calls
Pseudo strike
26.44
IV
82.4%
B/E move
3.6%
Puts
Pseudo strike
28.59
IV
74.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
25.99
IV
85.5%
B/E move
3.0%
Puts
Pseudo strike
29.06
IV
65.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
25.54
IV
88.6%
B/E move
2.4%
Puts
Pseudo strike
29.52
IV
56.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.09
IV
91.7%
B/E move
1.8%
Puts
Pseudo strike
29.99
IV
47.5%
B/E move
0.7%

Options history

IV · four-Friday blend59.26%
Daily EOD
OGC52.9%58.6%64.3%2026-10-19: 58.37%2026-10-20: 53.67%2026-10-21: 57.78%2026-10-22: 54.20%2026-10-23: 56.49%2026-10-26: 63.46%2026-10-28: 63.53%2026-10-29: 62.37%2026-10-30: 59.26%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.37%
53.67%
57.78%
54.20%
56.49%
63.46%
63.53%
62.37%
59.26%