IntraAlpha
Create free account Start free

Perpetua Resources Corp. Common Shares PPTA

i

Market datapartial · fetched 2026-11-07T05:59:10.540Z

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 · 2026-11-07T00:02:12.445286578Z

FundamentalsAlpha Vantage · unavailable

Share price$19.55
1D+17.3%
AH$16.36$17.26$18.16$19.06$19.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPTA
Sold putSold callAH

Perpetua Resources Corp. Common Shares options

Live interpolated PPTA call and put midpoint premiums by absolute delta.Perpetua Resources Corp. Common Shares$0.22$1.27$2.32$3.37$4.42$14.63$17.18$19.72$22.27$24.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPTA spot · $19.55PPTA PRICE$0.33$0.44$0.56$0.68$0.83$1.00$1.17$1.37$1.56$1.88$2.22$2.56$2.95$0.37$0.51$0.65$0.80$0.95$1.11$1.28$1.55$1.97$2.41$2.90$3.39$4.11
PutsCheap0.82×
CallsCheap0.78×
SkewBullish-2.41 pp
Implied moveBearish±$2.45
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8186.6%18.4%17.3483.2%13.2%
25Δ22.1284.4%15.4%17.8182.7%11.5%
30Δ21.6184.4%13.4%18.2282.5%10.1%
35Δ21.1084.5%11.4%18.6482.4%8.7%
40Δ20.6785.5%10.0%19.0582.0%7.4%
45Δ20.2686.7%8.7%19.4280.2%6.4%
50Δ19.8587.5%7.5%19.7978.5%5.3%
55Δ19.4487.4%6.4%20.2180.2%4.5%
60Δ19.0387.4%5.3%20.7286.6%4.1%
65Δ18.5690.1%4.6%21.2791.3%3.6%
70Δ18.0892.9%3.8%21.8893.6%2.9%
75Δ17.6095.8%3.1%22.4995.9%2.3%
80Δ17.0694.8%2.4%23.3297.7%1.7%

20Δ

Calls
Pseudo strike
22.81
IV
86.6%
B/E move
18.4%
Puts
Pseudo strike
17.34
IV
83.2%
B/E move
13.2%

25Δ

Calls
Pseudo strike
22.12
IV
84.4%
B/E move
15.4%
Puts
Pseudo strike
17.81
IV
82.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
21.61
IV
84.4%
B/E move
13.4%
Puts
Pseudo strike
18.22
IV
82.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
21.10
IV
84.5%
B/E move
11.4%
Puts
Pseudo strike
18.64
IV
82.4%
B/E move
8.7%

40Δ

Calls
Pseudo strike
20.67
IV
85.5%
B/E move
10.0%
Puts
Pseudo strike
19.05
IV
82.0%
B/E move
7.4%

45Δ

Calls
Pseudo strike
20.26
IV
86.7%
B/E move
8.7%
Puts
Pseudo strike
19.42
IV
80.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
19.85
IV
87.5%
B/E move
7.5%
Puts
Pseudo strike
19.79
IV
78.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
19.44
IV
87.4%
B/E move
6.4%
Puts
Pseudo strike
20.21
IV
80.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
19.03
IV
87.4%
B/E move
5.3%
Puts
Pseudo strike
20.72
IV
86.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
18.56
IV
90.1%
B/E move
4.6%
Puts
Pseudo strike
21.27
IV
91.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
18.08
IV
92.9%
B/E move
3.8%
Puts
Pseudo strike
21.88
IV
93.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.60
IV
95.8%
B/E move
3.1%
Puts
Pseudo strike
22.49
IV
95.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
17.06
IV
94.8%
B/E move
2.4%
Puts
Pseudo strike
23.32
IV
97.7%
B/E move
1.7%

Options history

IV · four-Friday blend70.78%
Daily EOD
PPTA65.5%68.4%71.2%2026-10-19: 65.93%2026-10-20: 66.59%2026-10-21: 66.57%2026-10-22: 66.86%2026-10-23: 68.24%2026-10-26: 68.90%2026-10-27: 69.85%2026-10-28: 67.71%2026-10-29: 69.69%2026-10-30: 70.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.93%
66.59%
66.57%
66.86%
68.24%
68.90%
69.85%
67.71%
69.69%
70.78%