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U.S. Gold Corp. Common Stock USAU

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Market datapartial · fetched 2026-10-22T17:50:09.684Z

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 · 2026-10-22T17:47:40.924002261Z

FundamentalsAlpha Vantage · unavailable

Share price$11.09
1D+2.1%
$10.73$10.85$10.98$11.10$11.235:30 AM6:30 AM9:00 AM1:00 PMUSAU
Sold putSold call

U.S. Gold Corp. Common Stock options

Live interpolated USAU call and put midpoint premiums by absolute delta.U.S. Gold Corp. Common Stock$0.11$1.32$2.54$3.75$4.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUSAU PRICE$0.24$0.28$0.34$0.43$0.52$0.61$0.70$0.80$0.89$0.98$1.07$1.16$1.25$4.62
PutsExpensive1.42×
CallsCheap0.83×
SkewBearish+54.66 pp
Implied move——
TiltBullish33.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8587.1%36.1%
25Δ13.3370.3%22.7%
30Δ12.3960.4%14.8%
35Δ12.1659.0%13.6%
40Δ11.9357.5%12.3%
45Δ11.7056.1%11.0%
50Δ11.4654.7%9.7%
55Δ11.2353.2%8.4%
60Δ11.0051.8%7.2%
65Δ10.7650.3%5.9%
70Δ10.5348.9%4.6%
75Δ10.3047.4%3.3%
80Δ10.0746.0%2.0%15.42111.8%2.6%

20Δ

Calls
Pseudo strike
14.85
IV
87.1%
B/E move
36.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.33
IV
70.3%
B/E move
22.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.39
IV
60.4%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.16
IV
59.0%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.93
IV
57.5%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.70
IV
56.1%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.46
IV
54.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.23
IV
53.2%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.00
IV
51.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.76
IV
50.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.53
IV
48.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.30
IV
47.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.07
IV
46.0%
B/E move
2.0%
Puts
Pseudo strike
15.42
IV
111.8%
B/E move
2.6%

Options history

No recorded observations