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Seabridge Gold Inc. SA

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-23T02:57:48.068Z

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 · 2026-10-22T23:00:00.001611684Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:57:47.481873+00:00

Share price$24.82
1D-1.0%
AH$24.55$24.75$24.96$25.16$25.365:30 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.$0.27$1.56$2.85$4.13$5.42$18.71$22.07$25.42$28.77$32.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SA spot · $24.82SA PRICE$0.41$0.54$0.69$0.84$1.01$1.20$1.40$1.65$1.93$2.25$2.61$3.94$5.05$0.47$0.62$0.80$0.99$1.20$1.42$1.63$1.84$2.05$2.28$2.50$2.95$3.54
PutsCheap0.74×
CallsFair0.99×
SkewBullish-9.55 pp
Implied moveBearish±$3.03
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8156.0%17.7%22.0855.6%12.9%
25Δ28.0556.0%15.2%22.6954.7%11.1%
30Δ27.3955.7%13.1%23.2454.4%9.6%
35Δ26.7855.3%11.3%23.7454.8%8.4%
40Δ26.2255.0%9.7%24.2254.7%7.2%
45Δ25.7054.8%8.4%24.7154.0%6.2%
50Δ25.2054.7%7.1%25.1752.9%5.2%
55Δ24.7055.3%6.2%25.6051.1%4.2%
60Δ24.2156.5%5.3%26.0449.2%3.3%
65Δ23.6857.6%4.5%26.4347.2%2.7%
70Δ23.1458.6%3.7%26.8345.2%2.0%
75Δ21.9081.1%4.1%27.4144.8%1.4%
80Δ20.6591.8%3.5%28.1045.5%1.0%

20Δ

Calls
Pseudo strike
28.81
IV
56.0%
B/E move
17.7%
Puts
Pseudo strike
22.08
IV
55.6%
B/E move
12.9%

25Δ

Calls
Pseudo strike
28.05
IV
56.0%
B/E move
15.2%
Puts
Pseudo strike
22.69
IV
54.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
27.39
IV
55.7%
B/E move
13.1%
Puts
Pseudo strike
23.24
IV
54.4%
B/E move
9.6%

35Δ

Calls
Pseudo strike
26.78
IV
55.3%
B/E move
11.3%
Puts
Pseudo strike
23.74
IV
54.8%
B/E move
8.4%

40Δ

Calls
Pseudo strike
26.22
IV
55.0%
B/E move
9.7%
Puts
Pseudo strike
24.22
IV
54.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
25.70
IV
54.8%
B/E move
8.4%
Puts
Pseudo strike
24.71
IV
54.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
25.20
IV
54.7%
B/E move
7.1%
Puts
Pseudo strike
25.17
IV
52.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
24.70
IV
55.3%
B/E move
6.2%
Puts
Pseudo strike
25.60
IV
51.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
24.21
IV
56.5%
B/E move
5.3%
Puts
Pseudo strike
26.04
IV
49.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
23.68
IV
57.6%
B/E move
4.5%
Puts
Pseudo strike
26.43
IV
47.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
23.14
IV
58.6%
B/E move
3.7%
Puts
Pseudo strike
26.83
IV
45.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
21.90
IV
81.1%
B/E move
4.1%
Puts
Pseudo strike
27.41
IV
44.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
20.65
IV
91.8%
B/E move
3.5%
Puts
Pseudo strike
28.10
IV
45.5%
B/E move
1.0%

Options history

No recorded observations