IntraAlpha
Create free account Start free

Perpetua Resources Corp PPTA

BASIC MATERIALS · OTHER PRECIOUS METALS & MINING
i

Market dataready · fetched 2026-10-16T00:18:48.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:41:06.958845514Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:47.643529+00:00

Share price$18.47
1D+5.3%
AH$16.85$17.39$17.94$18.49$19.035:30 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$0.26$1.72$3.18$4.63$6.09$12.23$15.77$19.30$22.83$26.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPTA spot · $18.47PPTA PRICE$0.42$0.55$0.69$0.82$0.97$1.21$1.44$1.67$1.91$2.15$2.46$2.77$3.08$0.50$0.65$0.79$0.95$1.27$1.59$1.91$2.22$2.58$3.19$3.79$4.40$5.67
PutsCheap0.82×
CallsCheap0.86×
SkewBearish+1.79 pp
Implied moveBearish±$3.35
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9770.3%26.7%15.6769.2%17.9%
25Δ22.1169.8%22.7%16.3066.6%15.3%
30Δ21.3868.3%19.5%16.9264.0%12.7%
35Δ20.6666.8%16.3%17.5461.7%10.2%
40Δ19.9565.5%13.3%18.0463.4%9.2%
45Δ19.4566.3%11.9%18.5565.0%8.2%
50Δ18.9667.0%10.4%19.0666.7%7.1%
55Δ18.4667.7%9.0%19.5668.4%6.1%
60Δ17.9668.5%7.6%20.1070.0%5.1%
65Δ17.4668.9%6.2%20.8671.7%4.3%
70Δ16.9766.5%5.2%21.6273.3%3.5%
75Δ16.4764.1%4.2%22.3875.0%2.7%
80Δ15.9861.7%3.2%23.7779.9%2.0%

20Δ

Calls
Pseudo strike
22.97
IV
70.3%
B/E move
26.7%
Puts
Pseudo strike
15.67
IV
69.2%
B/E move
17.9%

25Δ

Calls
Pseudo strike
22.11
IV
69.8%
B/E move
22.7%
Puts
Pseudo strike
16.30
IV
66.6%
B/E move
15.3%

30Δ

Calls
Pseudo strike
21.38
IV
68.3%
B/E move
19.5%
Puts
Pseudo strike
16.92
IV
64.0%
B/E move
12.7%

35Δ

Calls
Pseudo strike
20.66
IV
66.8%
B/E move
16.3%
Puts
Pseudo strike
17.54
IV
61.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
19.95
IV
65.5%
B/E move
13.3%
Puts
Pseudo strike
18.04
IV
63.4%
B/E move
9.2%

45Δ

Calls
Pseudo strike
19.45
IV
66.3%
B/E move
11.9%
Puts
Pseudo strike
18.55
IV
65.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
18.96
IV
67.0%
B/E move
10.4%
Puts
Pseudo strike
19.06
IV
66.7%
B/E move
7.1%

55Δ

Calls
Pseudo strike
18.46
IV
67.7%
B/E move
9.0%
Puts
Pseudo strike
19.56
IV
68.4%
B/E move
6.1%

60Δ

Calls
Pseudo strike
17.96
IV
68.5%
B/E move
7.6%
Puts
Pseudo strike
20.10
IV
70.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
17.46
IV
68.9%
B/E move
6.2%
Puts
Pseudo strike
20.86
IV
71.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
16.97
IV
66.5%
B/E move
5.2%
Puts
Pseudo strike
21.62
IV
73.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
16.47
IV
64.1%
B/E move
4.2%
Puts
Pseudo strike
22.38
IV
75.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.98
IV
61.7%
B/E move
3.2%
Puts
Pseudo strike
23.77
IV
79.9%
B/E move
2.0%