IntraAlpha
Create free account Start free

Americas Gold and Silver Corporation USAS

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-12T00:48:02.534Z

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 · 2026-11-12T00:30:09.382183112Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:40:58.660826+00:00

Share price$2.97
1D-1.3%
AH$2.94$2.98$3.01$3.05$3.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSAS
Sold putSold callAH

Americas Gold and Silver Corporation options

Live interpolated USAS call and put midpoint premiums by absolute delta.Americas Gold and Silver Corporation$0.05$0.23$0.40$0.58$0.75$2.30$2.64$2.98$3.32$3.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive USAS spot · $2.97USAS PRICE$0.07$0.08$0.10$0.12$0.13$0.15$0.21$0.28$0.34$0.41$0.47$0.54$0.21$0.28$0.36$0.43$0.50$0.58$0.70
Puts——
Calls——
Skew——
Implied moveBearish±$0.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ3.41105.8%17.0%
30Δ3.33102.2%14.9%
35Δ3.2498.5%12.7%
40Δ3.1694.9%10.5%
45Δ3.0891.3%8.3%
50Δ3.0087.6%6.1%3.01100.2%5.6%
55Δ2.9296.6%5.5%3.10105.0%5.0%
60Δ2.84105.7%5.0%3.20109.8%4.4%
65Δ2.76114.8%4.5%3.29114.6%3.8%
70Δ2.68123.9%3.9%3.38119.4%3.2%
75Δ2.60133.0%3.4%3.47124.2%2.5%
80Δ2.52142.1%2.8%3.62127.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.41
IV
105.8%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.33
IV
102.2%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.24
IV
98.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.16
IV
94.9%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.08
IV
91.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.00
IV
87.6%
B/E move
6.1%
Puts
Pseudo strike
3.01
IV
100.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
2.92
IV
96.6%
B/E move
5.5%
Puts
Pseudo strike
3.10
IV
105.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
2.84
IV
105.7%
B/E move
5.0%
Puts
Pseudo strike
3.20
IV
109.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
2.76
IV
114.8%
B/E move
4.5%
Puts
Pseudo strike
3.29
IV
114.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
2.68
IV
123.9%
B/E move
3.9%
Puts
Pseudo strike
3.38
IV
119.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
2.60
IV
133.0%
B/E move
3.4%
Puts
Pseudo strike
3.47
IV
124.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
2.52
IV
142.1%
B/E move
2.8%
Puts
Pseudo strike
3.62
IV
127.3%
B/E move
1.9%

Options history

IV · four-Friday blend80.50%
Daily EOD
USAS73.6%77.3%81.0%2026-10-19: 74.13%2026-10-20: 74.50%2026-10-21: 76.37%2026-10-22: 75.85%2026-10-23: 79.60%2026-10-26: 80.08%2026-10-27: 78.49%2026-10-28: 78.68%2026-10-29: 78.42%2026-10-30: 80.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.13%
74.50%
76.37%
75.85%
79.60%
80.08%
78.49%
78.68%
78.42%
80.50%