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US Gold Corp USAU

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-24T17:19:09.449Z

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 · 2026-10-23T20:11:59.99623142Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-24T17:19:09.272807+00:00

Share price$10.87
1D-1.3%
AH$10.63$10.73$10.84$10.94$11.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSAU
Sold putSold callAH

US Gold Corp options

Live interpolated USAU call and put midpoint premiums by absolute delta.US Gold Corp$0.17$0.99$1.81$2.63$3.45$7.72$9.80$11.87$13.95$16.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAU spot · $10.87USAU PRICE$0.46$0.27$0.40$0.54$0.67$0.81$0.94$1.07$1.21$1.34$1.58$2.22$2.86$0.28$0.26$0.44$0.62$0.81$0.99$1.17$1.35$1.53$1.71$1.90$2.47$3.22
PutsCheap0.85×
CallsExpensive1.28×
SkewBullish-23.27 pp
Implied moveBearish±$2.11
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.84210.4%142.0%9.0589.3%19.4%
25Δ12.4664.4%17.1%10.0550.5%9.9%
30Δ12.1866.5%15.8%10.3153.1%9.2%
35Δ11.9068.6%14.4%10.5855.8%8.4%
40Δ11.6270.6%13.1%10.8458.4%7.7%
45Δ11.3472.7%11.8%11.1061.1%6.9%
50Δ11.0674.8%10.4%11.3763.7%6.2%
55Δ10.7876.9%9.1%11.6366.4%5.4%
60Δ10.5078.9%7.7%11.8969.0%4.7%
65Δ10.2281.0%6.4%12.1671.7%3.9%
70Δ9.8686.4%5.2%12.4274.3%3.2%
75Δ9.16105.2%4.7%13.0779.4%2.5%
80Δ8.46124.0%4.2%13.8885.4%1.9%

20Δ

Calls
Pseudo strike
25.84
IV
210.4%
B/E move
142.0%
Puts
Pseudo strike
9.05
IV
89.3%
B/E move
19.4%

25Δ

Calls
Pseudo strike
12.46
IV
64.4%
B/E move
17.1%
Puts
Pseudo strike
10.05
IV
50.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
12.18
IV
66.5%
B/E move
15.8%
Puts
Pseudo strike
10.31
IV
53.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
11.90
IV
68.6%
B/E move
14.4%
Puts
Pseudo strike
10.58
IV
55.8%
B/E move
8.4%

40Δ

Calls
Pseudo strike
11.62
IV
70.6%
B/E move
13.1%
Puts
Pseudo strike
10.84
IV
58.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
11.34
IV
72.7%
B/E move
11.8%
Puts
Pseudo strike
11.10
IV
61.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
11.06
IV
74.8%
B/E move
10.4%
Puts
Pseudo strike
11.37
IV
63.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
10.78
IV
76.9%
B/E move
9.1%
Puts
Pseudo strike
11.63
IV
66.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
10.50
IV
78.9%
B/E move
7.7%
Puts
Pseudo strike
11.89
IV
69.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
10.22
IV
81.0%
B/E move
6.4%
Puts
Pseudo strike
12.16
IV
71.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
9.86
IV
86.4%
B/E move
5.2%
Puts
Pseudo strike
12.42
IV
74.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
9.16
IV
105.2%
B/E move
4.7%
Puts
Pseudo strike
13.07
IV
79.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
8.46
IV
124.0%
B/E move
4.2%
Puts
Pseudo strike
13.88
IV
85.4%
B/E move
1.9%

Options history

No recorded observations