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Tanzanian Royalty Exploration Corp TRX

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-23T03:00:09.808Z

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 · 2026-10-23T00:00:00.002107991Z

FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-10-23T03:00:08.973163+00:00

Share price$0.97
1D-3.9%
AH$0.97$0.98$1.00$1.02$1.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRX
Sold putSold callAH

Tanzanian Royalty Exploration Corp options

Live interpolated TRX call and put midpoint premiums by absolute delta.Tanzanian Royalty Exploration Corp$0.02$0.28$0.55$0.81$1.07$0.52$0.86$1.20$1.53$1.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRX spot · $0.97TRX PRICE$0.05$0.08$0.12$0.17$0.22$0.26$0.23$0.13$0.18$0.23$0.28$0.33$0.38$0.05$0.06$0.06$0.07$0.08$0.09$0.10$0.23$0.39$0.54$0.69$0.84$1.00
PutsExpensive1.11×
CallsExpensive2.82×
SkewBullish-167.02 pp
Implied moveBullish±$0.33
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.86198.6%97.1%0.64170.6%38.4%
25Δ2.28279.6%144.0%0.70155.4%33.3%
30Δ2.78357.0%199.7%0.76140.3%28.2%
35Δ3.37430.6%264.6%0.82125.1%23.1%
40Δ3.95504.2%329.6%0.88110.0%18.0%
45Δ4.53577.8%394.5%0.9394.8%12.9%
50Δ3.66457.7%301.3%0.9979.6%7.8%
55Δ0.96111.1%12.6%1.1485.3%6.5%
60Δ0.90125.3%11.3%1.3093.7%5.7%
65Δ0.84139.5%10.0%1.46102.2%4.8%
70Δ0.77153.8%8.8%1.62110.6%4.0%
75Δ0.71168.0%7.5%1.78119.1%3.2%
80Δ0.65182.3%6.2%1.94127.6%2.3%

20Δ

Calls
Pseudo strike
1.86
IV
198.6%
B/E move
97.1%
Puts
Pseudo strike
0.64
IV
170.6%
B/E move
38.4%

25Δ

Calls
Pseudo strike
2.28
IV
279.6%
B/E move
144.0%
Puts
Pseudo strike
0.70
IV
155.4%
B/E move
33.3%

30Δ

Calls
Pseudo strike
2.78
IV
357.0%
B/E move
199.7%
Puts
Pseudo strike
0.76
IV
140.3%
B/E move
28.2%

35Δ

Calls
Pseudo strike
3.37
IV
430.6%
B/E move
264.6%
Puts
Pseudo strike
0.82
IV
125.1%
B/E move
23.1%

40Δ

Calls
Pseudo strike
3.95
IV
504.2%
B/E move
329.6%
Puts
Pseudo strike
0.88
IV
110.0%
B/E move
18.0%

45Δ

Calls
Pseudo strike
4.53
IV
577.8%
B/E move
394.5%
Puts
Pseudo strike
0.93
IV
94.8%
B/E move
12.9%

50Δ

Calls
Pseudo strike
3.66
IV
457.7%
B/E move
301.3%
Puts
Pseudo strike
0.99
IV
79.6%
B/E move
7.8%

55Δ

Calls
Pseudo strike
0.96
IV
111.1%
B/E move
12.6%
Puts
Pseudo strike
1.14
IV
85.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
0.90
IV
125.3%
B/E move
11.3%
Puts
Pseudo strike
1.30
IV
93.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
0.84
IV
139.5%
B/E move
10.0%
Puts
Pseudo strike
1.46
IV
102.2%
B/E move
4.8%

70Δ

Calls
Pseudo strike
0.77
IV
153.8%
B/E move
8.8%
Puts
Pseudo strike
1.62
IV
110.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
0.71
IV
168.0%
B/E move
7.5%
Puts
Pseudo strike
1.78
IV
119.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
0.65
IV
182.3%
B/E move
6.2%
Puts
Pseudo strike
1.94
IV
127.6%
B/E move
2.3%

Options history

No recorded observations