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Seabridge Gold, Inc. SA

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-13T00:47:27.267Z

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 · 2026-11-13T00:00:00.00162867Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T00:47:26.753423+00:00

Share price$24.57
1D-4.5%
AH$24.07$24.42$24.78$25.14$25.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSA
Sold putSold callAH

Seabridge Gold, Inc. options

Live interpolated SA call and put midpoint premiums by absolute delta.Seabridge Gold, Inc.$0.17$0.90$1.63$2.36$3.10$19.83$22.17$24.51$26.85$29.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SA spot · $24.57SA PRICE$0.39$0.47$0.58$0.69$0.81$1.02$1.24$1.46$1.79$2.13$2.42$2.70$0.25$0.36$0.48$0.60$0.77$1.05$1.33$1.55$1.69$1.84$2.10$2.53$2.88
PutsCheap0.67×
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9558.1%7.6%
25Δ26.7376.0%10.4%23.2659.7%6.8%
30Δ26.1872.2%8.5%23.5461.9%6.1%
35Δ25.7670.6%7.2%23.8264.2%5.5%
40Δ25.4070.1%6.2%24.1268.2%5.0%
45Δ25.0569.5%5.2%24.4775.3%4.7%
50Δ24.7172.8%4.7%24.8282.5%4.4%
55Δ24.3776.6%4.2%25.1684.0%3.9%
60Δ24.0380.4%3.7%25.4879.5%3.2%
65Δ23.5885.0%3.3%25.8175.0%2.4%
70Δ23.1289.7%2.8%26.2173.3%1.9%
75Δ22.6988.6%2.2%26.7375.9%1.5%
80Δ22.2785.4%1.6%27.1874.8%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.95
IV
58.1%
B/E move
7.6%

25Δ

Calls
Pseudo strike
26.73
IV
76.0%
B/E move
10.4%
Puts
Pseudo strike
23.26
IV
59.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
26.18
IV
72.2%
B/E move
8.5%
Puts
Pseudo strike
23.54
IV
61.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
25.76
IV
70.6%
B/E move
7.2%
Puts
Pseudo strike
23.82
IV
64.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
25.40
IV
70.1%
B/E move
6.2%
Puts
Pseudo strike
24.12
IV
68.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
25.05
IV
69.5%
B/E move
5.2%
Puts
Pseudo strike
24.47
IV
75.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
24.71
IV
72.8%
B/E move
4.7%
Puts
Pseudo strike
24.82
IV
82.5%
B/E move
4.4%

55Δ

Calls
Pseudo strike
24.37
IV
76.6%
B/E move
4.2%
Puts
Pseudo strike
25.16
IV
84.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
24.03
IV
80.4%
B/E move
3.7%
Puts
Pseudo strike
25.48
IV
79.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
23.58
IV
85.0%
B/E move
3.3%
Puts
Pseudo strike
25.81
IV
75.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.12
IV
89.7%
B/E move
2.8%
Puts
Pseudo strike
26.21
IV
73.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
22.69
IV
88.6%
B/E move
2.2%
Puts
Pseudo strike
26.73
IV
75.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.27
IV
85.4%
B/E move
1.6%
Puts
Pseudo strike
27.18
IV
74.8%
B/E move
1.1%

Options history

IV · four-Friday blend62.96%
Daily EOD
SA53.3%58.5%63.7%2026-10-19: 56.29%2026-10-20: 56.09%2026-10-21: 54.48%2026-10-22: 56.97%2026-10-23: 54.02%2026-10-26: 59.67%2026-10-27: 59.01%2026-10-28: 62.36%2026-10-29: 57.32%2026-10-30: 62.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.29%
56.09%
54.48%
56.97%
54.02%
59.67%
59.01%
62.36%
57.32%
62.96%