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OceanaGold Corporation OGC

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T12:34:21.700Z

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 · 2026-10-22T12:13:29.398352751Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:34:19.690669+00:00

Share price$25.84
1D
Price history unavailable.

OceanaGold Corporation options

Live interpolated OGC call and put midpoint premiums by absolute delta.OceanaGold Corporation$0.26$1.83$3.40$4.98$6.55$21.01$23.98$26.94$29.90$32.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGC spot · $25.84OGC PRICE$0.43$0.73$1.04$1.35$1.66$1.96$2.27$2.58$2.88$3.58$4.33$5.14$6.10$0.80$0.99$0.94$0.89$1.09$1.38$1.67$1.96$2.26$2.55$2.84$3.13$3.42
PutsFair0.99×
CallsExpensive1.77×
SkewBullish-30.60 pp
Implied moveBullish±$3.94
TiltBullish17.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0056.3%17.7%21.8182.9%18.7%
25Δ29.3859.9%16.6%22.7181.9%15.9%
30Δ28.7763.5%15.4%23.7265.7%11.8%
35Δ28.1567.1%14.2%24.7349.4%7.8%
40Δ27.5470.7%13.0%25.3244.3%6.2%
45Δ26.9374.3%11.8%25.7743.4%5.6%
50Δ26.3178.0%10.6%26.2242.5%5.0%
55Δ25.7081.6%9.4%26.6641.6%4.4%
60Δ25.0885.2%8.2%27.1140.7%3.8%
65Δ24.1592.1%7.3%27.5539.8%3.2%
70Δ23.1899.4%6.4%28.0039.0%2.6%
75Δ22.12105.9%5.5%28.4538.1%2.0%
80Δ20.86110.3%4.3%28.8937.2%1.4%

20Δ

Calls
Pseudo strike
30.00
IV
56.3%
B/E move
17.7%
Puts
Pseudo strike
21.81
IV
82.9%
B/E move
18.7%

25Δ

Calls
Pseudo strike
29.38
IV
59.9%
B/E move
16.6%
Puts
Pseudo strike
22.71
IV
81.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
28.77
IV
63.5%
B/E move
15.4%
Puts
Pseudo strike
23.72
IV
65.7%
B/E move
11.8%

35Δ

Calls
Pseudo strike
28.15
IV
67.1%
B/E move
14.2%
Puts
Pseudo strike
24.73
IV
49.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
27.54
IV
70.7%
B/E move
13.0%
Puts
Pseudo strike
25.32
IV
44.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
26.93
IV
74.3%
B/E move
11.8%
Puts
Pseudo strike
25.77
IV
43.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
26.31
IV
78.0%
B/E move
10.6%
Puts
Pseudo strike
26.22
IV
42.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
25.70
IV
81.6%
B/E move
9.4%
Puts
Pseudo strike
26.66
IV
41.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
25.08
IV
85.2%
B/E move
8.2%
Puts
Pseudo strike
27.11
IV
40.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
24.15
IV
92.1%
B/E move
7.3%
Puts
Pseudo strike
27.55
IV
39.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
23.18
IV
99.4%
B/E move
6.4%
Puts
Pseudo strike
28.00
IV
39.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
22.12
IV
105.9%
B/E move
5.5%
Puts
Pseudo strike
28.45
IV
38.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
20.86
IV
110.3%
B/E move
4.3%
Puts
Pseudo strike
28.89
IV
37.2%
B/E move
1.4%

Options history

No recorded observations