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Perpetua Resources Corp PPTA

BASIC MATERIALS · OTHER PRECIOUS METALS & MINING
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Market dataready · fetched 2026-10-15T20:35:58.112Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:14.952324245Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:57.587373+00:00

Share price$18.52
1D+4.0%
AH$16.87$17.33$17.79$18.25$18.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPTA
Sold putSold callAH

Perpetua Resources Corp options

Live interpolated PPTA call and put midpoint premiums by absolute delta.Perpetua Resources Corp$0.07$0.49$0.92$1.34$1.76$16.47$17.57$18.68$19.78$20.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $18.52OPTION PRICELive PPTA spot · $18.52PPTA PRICE$0.11$0.14$0.17$0.19$0.22$0.25$0.28$0.30$0.33$0.36$0.38$0.41$0.44$0.15$0.27$0.40$0.52$0.65$0.77$0.90$1.02$1.14$1.27$1.39$1.52$1.64
PutsCheap0.90×
CallsCheap-0.83×
SkewBearish+318.93 pp
Implied moveBearish±$1.17
TiltBearish53.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.0469.3%1.9%17.49136.1%6.3%
25Δ16.7029.6%9.0%17.71138.0%5.8%
30Δ15.36-10.1%16.1%17.91140.4%5.4%
35Δ14.02-49.9%23.3%18.12142.7%5.0%
40Δ12.67-89.6%30.4%18.33145.1%4.5%
45Δ11.33-129.3%37.5%18.54147.5%4.1%
50Δ9.99-169.0%44.6%18.74149.8%3.6%
55Δ8.64-208.8%51.7%18.95152.2%3.2%
60Δ7.30-248.5%58.8%19.16154.6%2.7%
65Δ5.96-288.2%65.9%19.36157.0%2.3%
70Δ4.61-327.9%73.0%19.57159.3%1.8%
75Δ3.27-367.7%80.1%19.78161.7%1.4%
80Δ1.93-407.4%87.2%19.99164.1%0.9%

20Δ

Calls
Pseudo strike
18.04
IV
69.3%
B/E move
1.9%
Puts
Pseudo strike
17.49
IV
136.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
16.70
IV
29.6%
B/E move
9.0%
Puts
Pseudo strike
17.71
IV
138.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
15.36
IV
-10.1%
B/E move
16.1%
Puts
Pseudo strike
17.91
IV
140.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
14.02
IV
-49.9%
B/E move
23.3%
Puts
Pseudo strike
18.12
IV
142.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
12.67
IV
-89.6%
B/E move
30.4%
Puts
Pseudo strike
18.33
IV
145.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
11.33
IV
-129.3%
B/E move
37.5%
Puts
Pseudo strike
18.54
IV
147.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
9.99
IV
-169.0%
B/E move
44.6%
Puts
Pseudo strike
18.74
IV
149.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
8.64
IV
-208.8%
B/E move
51.7%
Puts
Pseudo strike
18.95
IV
152.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
7.30
IV
-248.5%
B/E move
58.8%
Puts
Pseudo strike
19.16
IV
154.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
5.96
IV
-288.2%
B/E move
65.9%
Puts
Pseudo strike
19.36
IV
157.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
4.61
IV
-327.9%
B/E move
73.0%
Puts
Pseudo strike
19.57
IV
159.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
3.27
IV
-367.7%
B/E move
80.1%
Puts
Pseudo strike
19.78
IV
161.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
1.93
IV
-407.4%
B/E move
87.2%
Puts
Pseudo strike
19.99
IV
164.1%
B/E move
0.9%