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Royal Gold Inc RGLD

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T23:56:00.673Z

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 · 2026-10-22T23:35:16.974640305Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:55:59.068350+00:00

Share price$235.00
1D-0.9%
AH$232$233$235$236$2385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGLD
Sold putSold callAH

Royal Gold Inc options

Live interpolated RGLD call and put midpoint premiums by absolute delta.Royal Gold Inc$2.00$8.48$14.96$21.44$27.91$197.69$215.43$233.17$250.91$268.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGLD spot · $235.00RGLD PRICE$2.70$3.65$4.61$5.77$7.00$8.23$9.83$11.50$13.16$15.35$17.66$20.03$24.29$2.96$3.92$4.99$6.06$7.31$8.95$10.59$12.28$14.86$17.43$20.13$23.09$26.05
PutsCheap0.81×
CallsFair0.97×
SkewBullish-2.03 pp
Implied moveBearish±$20.42
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ259.7638.4%11.7%216.7836.9%9.0%
25Δ255.4338.4%10.2%220.7037.4%7.8%
30Δ251.1138.4%8.8%224.1636.8%6.7%
35Δ247.4238.6%7.7%227.6136.3%5.7%
40Δ243.9538.8%6.8%230.9536.1%4.8%
45Δ240.4839.0%5.8%234.0236.4%4.2%
50Δ237.1639.2%5.1%237.0936.7%3.6%
55Δ233.8739.4%4.4%240.1837.1%3.0%
60Δ230.5839.6%3.7%243.8437.8%2.6%
65Δ227.0539.7%3.2%247.4938.5%2.1%
70Δ223.4739.8%2.6%251.2538.8%1.7%
75Δ219.8440.0%2.1%255.2238.1%1.2%
80Δ214.6441.6%1.7%259.1937.5%0.8%

20Δ

Calls
Pseudo strike
259.76
IV
38.4%
B/E move
11.7%
Puts
Pseudo strike
216.78
IV
36.9%
B/E move
9.0%

25Δ

Calls
Pseudo strike
255.43
IV
38.4%
B/E move
10.2%
Puts
Pseudo strike
220.70
IV
37.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
251.11
IV
38.4%
B/E move
8.8%
Puts
Pseudo strike
224.16
IV
36.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
247.42
IV
38.6%
B/E move
7.7%
Puts
Pseudo strike
227.61
IV
36.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
243.95
IV
38.8%
B/E move
6.8%
Puts
Pseudo strike
230.95
IV
36.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
240.48
IV
39.0%
B/E move
5.8%
Puts
Pseudo strike
234.02
IV
36.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
237.16
IV
39.2%
B/E move
5.1%
Puts
Pseudo strike
237.09
IV
36.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
233.87
IV
39.4%
B/E move
4.4%
Puts
Pseudo strike
240.18
IV
37.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
230.58
IV
39.6%
B/E move
3.7%
Puts
Pseudo strike
243.84
IV
37.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
227.05
IV
39.7%
B/E move
3.2%
Puts
Pseudo strike
247.49
IV
38.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
223.47
IV
39.8%
B/E move
2.6%
Puts
Pseudo strike
251.25
IV
38.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
219.84
IV
40.0%
B/E move
2.1%
Puts
Pseudo strike
255.22
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
214.64
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
259.19
IV
37.5%
B/E move
0.8%

Options history

No recorded observations