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Osisko Gold Group Inc. OGG

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-12T15:26:30.623Z

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 · 2026-11-12T15:25:40.457455966Z

FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-11-12T15:26:30.130699+00:00

Share price$2.22
1D-7.7%
$2.20$2.25$2.31$2.36$2.415:30 AM6:30 AM9:00 AM1:00 PMOGG
Sold putSold call

Osisko Gold Group Inc. options

Live interpolated OGG call and put midpoint premiums by absolute delta.Osisko Gold Group Inc.$0.36$0.46$0.56$0.66$0.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOGG PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.41$0.57$0.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.20773.5%241.9%
40Δ5.82652.5%179.6%
45Δ4.44531.4%117.2%
50Δ3.06410.4%54.9%
55Δ2.41333.1%25.8%
60Δ2.26285.4%19.1%
65Δ2.12237.7%12.4%
70Δ1.96212.1%7.1%
75Δ1.80265.6%6.8%
80Δ1.63319.1%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.20
IV
773.5%
B/E move
241.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.82
IV
652.5%
B/E move
179.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.44
IV
531.4%
B/E move
117.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.06
IV
410.4%
B/E move
54.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.41
IV
333.1%
B/E move
25.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.26
IV
285.4%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.12
IV
237.7%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.96
IV
212.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.80
IV
265.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.63
IV
319.1%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend117.81%
Daily EOD
OGG104.1%111.5%118.8%2026-10-19: 105.13%2026-10-21: 107.55%2026-10-26: 117.81%Oct 19Oct 21Oct 26
3 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
105.13%
107.55%
117.81%