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Osisko Gold Group Inc. OGG

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Market datapartial · fetched 2026-10-23T03:15:01.327Z

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 · 2026-10-22T23:00:00.002156312Z

FundamentalsAlpha Vantage · unavailable

Share price$2.39
1D-0.6%
AH$2.34$2.37$2.39$2.41$2.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGG
Sold putSold callAH

Osisko Gold Group Inc. options

Live interpolated OGG call and put midpoint premiums by absolute delta.Osisko Gold Group Inc.$0.23$1.55$2.86$4.18$5.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOGG PRICE$0.38$0.38$0.38$0.38$5.12$4.66$4.20
PutsExpensive3.80×
CallsExpensive3.29×
SkewBearish+20.46 pp
Implied move——
TiltBearish80.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.28400.3%220.3%
40Δ6.08339.2%170.2%
45Δ4.89278.1%120.1%
50Δ3.69217.0%70.1%
55Δ
60Δ
65Δ
70Δ7.21375.0%12.5%
75Δ6.80329.1%10.1%
80Δ6.40283.2%7.8%

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
7.28
IV
400.3%
B/E move
220.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.08
IV
339.2%
B/E move
170.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.89
IV
278.1%
B/E move
120.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.69
IV
217.0%
B/E move
70.1%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
375.0%
B/E move
12.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.80
IV
329.1%
B/E move
10.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.40
IV
283.2%
B/E move
7.8%

Options history

No recorded observations